Spot 43.84
· 161 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 13/10 18:38 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 | |
| — | — | — | 8.40 | +0.87 | 64.6% | 36 | 52.3% | -0.09 | 0.30 | — | — | — |
| — | — | — | 7.05 | +0.91 | 44.4% | 37 | 50.9% | -0.12 | 0.40 | — | — | — |
| — | — | — | 6.20 | +0.87 | 45.1% | 38 | 50.3% | -0.15 | 0.55 | — | — | — |
| — | — | — | 5.40 | +0.82 | 45.5% | 39 | 49.9% | -0.19 | 0.75 | — | — | — |
| — | — | — | 4.70 | +0.76 | 47.0% | 40 | 48.2% | -0.24 | 0.95 | — | — | — |
| — | — | — | 4.10 | +0.70 | 49.0% | 41 | 46.7% | -0.29 | 1.20 | — | — | — |
| — | — | — | 3.50 | +0.64 | 49.3% | 42 | 49.3% | -0.36 | 1.70 | — | — | — |
| — | — | — | 2.95 | +0.58 | 49.4% | 43 | 49.4% | -0.42 | 2.15 | — | — | — |
| — | — | — | 2.45 | +0.52 | 49.2% | 44 | 49.2% | -0.48 | 2.65 | — | — | — |
| — | — | — | 2.00 | +0.45 | 48.8% | 45 | 48.8% | -0.55 | 3.20 | — | — | — |
| — | — | — | 1.60 | +0.39 | 48.1% | 46 | 48.1% | -0.61 | 3.80 | — | — | — |
| — | — | — | 1.35 | +0.34 | 49.4% | 47 | 45.2% | -0.68 | 4.35 | — | — | — |
| — | — | — | 1.15 | +0.30 | 50.9% | 48 | 46.4% | -0.73 | 5.15 | — | — | — |
| — | — | — | 1.15 | +0.28 | 56.2% | 49 | 58.5% | -0.71 | 6.45 | — | — | — |
| — | — | — | 0.60 | +0.19 | 47.2% | 50 | 57.6% | -0.75 | 7.20 | — | — | — |
| — | — | — | 0.55 | +0.17 | 50.0% | 51 | 55.7% | -0.80 | 7.95 | — | — | — |
| — | — | — | 0.50 | +0.15 | 52.4% | 52 | 60.0% | -0.81 | 8.95 | — | — | — |
| — | — | — | 0.55 | +0.15 | 57.8% | 53 | 61.0% | -0.83 | 9.85 | — | — | — |
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.