Spot 1067.94
· 279 contratti su 5 scadenze
· fonte storico
· catturata 30/09 09:31 UTC
Seduta ricostruita dallo storico: quella sera la catena IBKR non è stata catturata, quindi ci sono solo
gli strike vicini allo spot (ATM) di poche scadenze, con la IV calcolata da noi e senza bid/ask.
| CALL | Strike | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Bid | Ask | Mid | Delta | IV | IV | Delta | Mid | Bid | Ask | OI | |
| — | — | — | 210.65 | — | — | 860 | — | |||||
| — | — | — | 200.65 | — | — | 870 | — | |||||
| — | — | — | 180.75 | — | — | 890 | — | |||||
| — | — | — | 170.75 | — | — | 900 | — | |||||
| — | — | — | 160.85 | — | — | 910 | — | |||||
| — | — | — | 141.25 | +0.99 | 36.6% | 930 | — | |||||
| — | — | — | 131.00 | — | — | 940 | 52.3% | -0.06 | 2.50 | — | — | — |
| — | — | — | 121.00 | — | — | 950 | 37.6% | -0.03 | 0.65 | — | — | — |
| — | — | — | 111.30 | +0.99 | 30.1% | 960 | 45.6% | -0.07 | 2.50 | — | — | — |
| — | — | — | 101.55 | +0.98 | 30.7% | 970 | 43.9% | -0.08 | 2.95 | — | — | — |
| — | — | — | 96.55 | +0.97 | 29.3% | 975 | 42.7% | -0.09 | 3.10 | — | — | — |
| — | — | — | 87.65 | +0.94 | 33.4% | 985 | 39.2% | -0.09 | 3.10 | — | — | — |
| — | — | — | 82.70 | +0.93 | 32.0% | 990 | 38.1% | -0.10 | 3.30 | — | — | — |
| — | — | — | 78.10 | +0.92 | 32.0% | 995 | 38.1% | -0.12 | 3.90 | — | — | — |
| — | — | — | 73.55 | +0.91 | 31.9% | 1000 | 35.2% | -0.11 | 3.55 | — | — | — |
| — | — | — | 69.10 | +0.89 | 31.9% | 1005 | 34.6% | -0.13 | 4.00 | — | — | — |
| — | — | — | 64.60 | +0.87 | 31.5% | 1010 | 34.0% | -0.14 | 4.50 | — | — | — |
| — | — | — | 60.45 | +0.85 | 31.8% | 1015 | 29.7% | -0.13 | 3.55 | — | — | — |
| — | — | — | 55.55 | +0.84 | 30.1% | 1020 | 30.8% | -0.16 | 4.80 | — | — | — |
| — | — | — | 51.25 | +0.82 | 29.6% | 1025 | 30.0% | -0.18 | 5.35 | — | — | — |
| — | — | — | 48.15 | +0.78 | 31.3% | 1030 | 29.1% | -0.20 | 5.95 | — | — | — |
| — | — | — | 44.45 | +0.75 | 31.4% | 1035 | 31.0% | -0.24 | 8.15 | — | — | — |
| — | — | — | 40.65 | +0.72 | 31.1% | 1040 | 30.3% | -0.27 | 9.15 | — | — | — |
| — | — | — | 37.15 | +0.69 | 31.0% | 1045 | 29.9% | -0.30 | 10.40 | — | — | — |
| — | — | — | 33.35 | +0.66 | 30.3% | 1050 | 30.4% | -0.34 | 12.40 | — | — | — |
| — | — | — | 30.80 | +0.63 | 31.1% | 1055 | 31.2% | -0.38 | 14.80 | — | — | — |
| — | — | — | 28.85 | +0.61 | 30.4% | 1057.5 | 31.1% | -0.39 | 15.75 | — | — | — |
| — | — | — | 27.25 | +0.59 | 30.2% | 1060 | 30.3% | -0.41 | 16.25 | — | — | — |
| — | — | — | 26.35 | +0.57 | 31.0% | 1062.5 | 30.9% | -0.43 | 17.75 | — | — | — |
| — | — | — | 24.95 | +0.55 | 30.9% | 1065 | 30.5% | -0.45 | 18.60 | — | — | — |
| — | — | — | 23.65 | +0.54 | 30.9% | 1067.5 | 30.9% | -0.46 | 20.10 | — | — | — |
| — | — | — | 22.40 | +0.52 | 30.9% | 1070 | 30.7% | -0.48 | 21.20 | — | — | — |
| — | — | — | 20.95 | +0.50 | 30.6% | 1072.5 | 30.5% | -0.50 | 22.30 | — | — | — |
| — | — | — | 20.25 | +0.48 | 31.3% | 1075 | 30.5% | -0.52 | 23.65 | — | — | — |
| — | — | — | 19.10 | +0.46 | 31.3% | 1077.5 | 29.3% | -0.54 | 24.15 | — | — | — |
| — | — | — | 18.00 | +0.45 | 31.2% | 1080 | 30.6% | -0.56 | 26.50 | — | — | — |
| — | — | — | 15.65 | +0.41 | 30.8% | 1085 | 29.6% | -0.59 | 28.75 | — | — | — |
| — | — | — | 13.70 | +0.37 | 30.7% | 1090 | 29.0% | -0.63 | 31.50 | — | — | — |
| — | — | — | 11.70 | +0.34 | 30.2% | 1095 | 29.9% | -0.66 | 35.45 | — | — | — |
| — | — | — | 10.10 | +0.30 | 30.1% | 1100 | 29.7% | -0.70 | 38.85 | — | — | — |
| — | — | — | 8.60 | +0.27 | 29.8% | 1105 | 30.1% | -0.73 | 42.70 | — | — | — |
| — | — | — | 5.95 | +0.22 | 27.2% | 1110 | 29.9% | -0.76 | 46.40 | — | — | — |
| — | — | — | 6.35 | +0.22 | 29.9% | 1115 | 29.9% | -0.78 | 50.30 | — | — | — |
| — | — | — | 5.30 | +0.19 | 29.7% | 1120 | 30.7% | -0.80 | 54.75 | — | — | — |
| — | — | — | 3.55 | +0.14 | 27.5% | 1125 | 31.4% | -0.82 | 59.20 | — | — | — |
| — | — | — | 3.80 | +0.14 | 29.7% | 1130 | 29.4% | -0.86 | 62.60 | — | — | — |
| — | — | — | 3.95 | +0.14 | 31.8% | 1135 | 29.6% | -0.88 | 67.10 | — | — | — |
| — | — | — | 3.45 | +0.13 | 32.0% | 1140 | 33.0% | -0.87 | 72.75 | — | — | — |
| — | — | — | 3.30 | +0.11 | 34.7% | 1150 | 34.5% | -0.89 | 82.20 | — | — | — |
| — | — | — | 3.05 | +0.10 | 36.9% | 1160 | 36.1% | -0.90 | 91.75 | — | — | — |
| — | — | — | 3.05 | +0.09 | 39.7% | 1170 | 37.1% | -0.92 | 101.25 | — | — | — |
| — | — | — | 2.60 | +0.08 | 40.9% | 1180 | 38.9% | -0.93 | 111.05 | — | — | — |
| — | — | — | 2.50 | +0.08 | 43.1% | 1190 | 41.3% | -0.93 | 121.00 | — | — | — |
| — | 1210 | 46.5% | -0.94 | 141.05 | — | — | — | |||||
| — | 1220 | 48.6% | -0.94 | 151.00 | — | — | — | |||||
| — | 1230 | 51.0% | -0.94 | 161.00 | — | — | — | |||||
| — | 1250 | 55.9% | -0.95 | 181.05 | — | — | — | |||||
| — | 1260 | 57.3% | -0.95 | 190.90 | — | — | — | |||||
| — | 1280 | 62.3% | -0.95 | 211.00 | — | — | — | |||||
Come leggere: ogni riga è uno strike, con la call a sinistra e la put a destra. La riga evidenziata è lo strike più vicino allo spot (ATM); lo sfondo più scuro indica i contratti già in the money. IV = volatilità implicita, OI = open interest (disponibile dal 03/09/2026). “—” = dato non arrivato quella sera. Il grafico mostra la IV per strike della scadenza scelta.