Spot 124.53
· 248 contratti su 5 scadenze
· fonte storico
· catturata 17/10 06:23 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 | |
| — | — | — | 25.23 | +0.94 | 90.5% | 100 | — | |||||
| — | — | — | 20.13 | +0.94 | 70.7% | 105 | — | |||||
| — | — | — | 15.43 | +0.89 | 64.1% | 110 | 34.1% | -0.01 | 0.03 | — | — | — |
| — | — | — | 12.03 | +0.92 | 43.0% | 113 | 31.5% | -0.03 | 0.07 | — | — | — |
| — | — | — | 11.20 | +0.89 | 44.9% | 114 | 31.6% | -0.04 | 0.11 | — | — | — |
| — | — | — | 10.13 | +0.90 | 39.9% | 115 | 31.9% | -0.06 | 0.17 | — | — | — |
| — | — | — | 9.38 | +0.86 | 42.6% | 116 | 32.0% | -0.08 | 0.25 | — | — | — |
| — | — | — | 8.38 | +0.85 | 39.1% | 117 | 31.6% | -0.11 | 0.34 | — | — | — |
| — | — | — | 7.70 | +0.80 | 41.5% | 118 | 31.1% | -0.14 | 0.45 | — | — | — |
| — | — | — | 6.70 | +0.78 | 37.6% | 119 | 32.3% | -0.18 | 0.68 | — | — | — |
| — | — | — | 5.55 | +0.78 | 31.3% | 120 | 29.5% | -0.21 | 0.73 | — | — | — |
| — | — | — | 5.35 | +0.69 | 38.9% | 121 | 30.7% | -0.27 | 1.06 | — | — | — |
| — | — | — | 4.58 | +0.65 | 37.3% | 122 | 30.5% | -0.32 | 1.36 | — | — | — |
| — | — | — | 3.48 | +0.62 | 31.0% | 123 | 29.7% | -0.38 | 1.67 | — | — | — |
| — | — | — | 2.84 | +0.56 | 30.1% | 124 | 29.3% | -0.44 | 2.07 | — | — | — |
| — | — | — | 2.35 | +0.49 | 30.2% | 125 | 30.2% | -0.51 | 2.64 | — | — | — |
| — | — | — | 1.86 | +0.43 | 29.6% | 126 | 29.6% | -0.57 | 3.15 | — | — | — |
| — | — | — | 1.51 | +0.37 | 30.0% | 127 | 30.0% | -0.63 | 3.80 | — | — | — |
| — | — | — | 1.20 | +0.31 | 30.1% | 128 | 29.8% | -0.69 | 4.47 | — | — | — |
| — | — | — | 1.05 | +0.27 | 31.8% | 129 | 25.0% | -0.79 | 4.90 | — | — | — |
| — | — | — | 0.72 | +0.21 | 30.1% | 130 | 31.6% | -0.78 | 6.10 | — | — | — |
| — | — | — | 0.55 | +0.17 | 30.2% | 131 | 29.1% | -0.84 | 6.78 | — | — | — |
| — | — | — | 0.43 | +0.14 | 30.7% | 132 | — | — | 7.28 | — | — | — |
| — | — | — | 0.32 | +0.11 | 30.7% | 133 | — | — | 8.25 | — | — | — |
| — | — | — | 0.25 | +0.09 | 31.2% | 134 | — | — | 9.15 | — | — | — |
| — | — | — | 0.18 | +0.07 | 31.2% | 135 | — | — | 9.90 | — | — | — |
| — | — | — | 0.17 | +0.06 | 33.0% | 136 | — | — | 10.95 | — | — | — |
| — | — | — | 0.13 | +0.05 | 33.3% | 137 | — | — | 12.10 | — | — | — |
| — | — | — | 0.13 | +0.04 | 35.3% | 138 | — | — | 13.23 | — | — | — |
| — | — | — | 0.07 | +0.03 | 33.5% | 139 | — | — | 14.18 | — | — | — |
| — | — | — | 0.08 | +0.03 | 36.1% | 140 | — | — | 15.10 | — | — | — |
| — | — | — | 0.15 | +0.04 | 42.4% | 141 | — | — | 16.20 | — | — | — |
| — | — | — | 0.06 | +0.02 | 38.0% | 142 | 52.4% | -0.93 | 17.63 | — | — | — |
| — | — | — | 0.06 | +0.02 | 39.7% | 143 | 31.7% | -1.00 | 18.30 | — | — | — |
| — | — | — | 0.07 | +0.02 | 42.4% | 144 | — | — | 19.18 | — | — | — |
| — | — | — | 0.06 | +0.02 | 43.1% | 145 | — | — | 20.18 | — | — | — |
| — | — | — | 0.05 | +0.02 | 43.6% | 146 | — | — | 21.18 | — | — | — |
| — | — | — | 0.38 | +0.07 | 64.3% | 147 | — | — | 22.13 | — | — | — |
| — | — | — | 1.08 | +0.13 | 86.1% | 148 | — | — | 22.88 | — | — | — |
| — | — | — | 1.08 | +0.13 | 88.4% | 149 | — | — | 24.23 | — | — | — |
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.