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 | |
| — | — | — | 214.35 | +0.98 | 38.6% | 860 | 45.9% | -0.04 | 2.60 | — | — | — |
| — | — | — | 204.75 | +0.97 | 39.1% | 870 | 45.9% | -0.05 | 3.20 | — | — | — |
| — | — | — | 186.10 | +0.95 | 40.5% | 890 | 39.8% | -0.05 | 2.55 | — | — | — |
| — | — | — | 176.40 | +0.94 | 39.4% | 900 | 41.9% | -0.07 | 4.00 | — | — | — |
| — | — | — | 166.20 | +0.94 | 36.8% | 910 | 40.2% | -0.07 | 4.15 | — | — | — |
| — | — | — | 147.70 | +0.92 | 36.5% | 930 | 39.5% | -0.10 | 5.85 | — | — | — |
| — | 1060 | 33.0% | -0.43 | 34.60 | — | — | — | |||||
| — | — | — | 42.45 | +0.53 | 32.7% | 1070 | 32.7% | -0.47 | 39.10 | — | — | — |
| — | — | — | 38.05 | +0.49 | 33.0% | 1080 | 32.0% | -0.51 | 43.45 | — | — | — |
| — | — | — | 33.20 | +0.45 | 32.6% | 1090 | 32.3% | -0.55 | 49.45 | — | — | — |
| — | — | — | 28.95 | +0.42 | 32.4% | 1100 | 32.7% | -0.58 | 56.00 | — | — | — |
| — | — | — | 24.95 | +0.38 | 32.1% | 1110 | 32.1% | -0.62 | 61.70 | — | — | — |
| — | — | — | 21.75 | +0.34 | 32.1% | 1120 | 31.9% | -0.66 | 68.15 | — | — | — |
| — | — | — | 18.70 | +0.31 | 32.0% | 1130 | 31.8% | -0.69 | 75.20 | — | — | — |
| — | — | — | 15.75 | +0.27 | 31.6% | 1140 | 32.9% | -0.72 | 83.75 | — | — | — |
| — | — | — | 13.55 | +0.24 | 31.7% | 1150 | 33.3% | -0.75 | 91.75 | — | — | — |
| — | — | — | 11.35 | +0.21 | 31.5% | 1160 | 33.0% | -0.78 | 99.40 | — | — | — |
| — | — | — | 9.35 | +0.18 | 31.2% | 1170 | 33.1% | -0.80 | 107.60 | — | — | — |
| — | — | — | 8.20 | +0.16 | 31.6% | 1180 | 33.3% | -0.82 | 116.20 | — | — | — |
| — | — | — | 7.30 | +0.15 | 32.2% | 1190 | 33.7% | -0.84 | 125.05 | — | — | — |
| — | — | — | 5.90 | +0.12 | 33.5% | 1210 | 34.5% | -0.87 | 143.20 | — | — | — |
| — | — | — | 4.45 | +0.10 | 32.6% | 1220 | 35.2% | -0.88 | 152.60 | — | — | — |
| — | — | — | 4.10 | +0.09 | 33.4% | 1230 | 34.7% | -0.90 | 161.45 | — | — | — |
| — | — | — | 3.85 | +0.08 | 35.8% | 1250 | 37.7% | -0.91 | 181.45 | — | — | — |
| — | — | — | 4.45 | +0.08 | 38.4% | 1260 | 38.3% | -0.92 | 191.05 | — | — | — |
| — | — | — | 2.60 | +0.06 | 36.7% | 1280 | 40.9% | -0.92 | 210.95 | — | — | — |
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.