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 | |
| — | — | — | 25.45 | +0.94 | 71.0% | 100 | — | |||||
| — | — | — | 20.10 | +0.96 | 47.1% | 105 | 68.1% | -0.10 | 0.98 | — | — | — |
| — | — | — | 15.05 | +0.96 | 34.6% | 110 | 31.7% | -0.03 | 0.10 | — | — | — |
| — | — | — | 12.60 | +0.88 | 41.6% | 113 | 28.9% | -0.05 | 0.17 | — | — | — |
| — | — | — | 11.48 | +0.88 | 36.8% | 114 | 30.8% | -0.08 | 0.31 | — | — | — |
| — | — | — | 10.68 | +0.85 | 37.7% | 115 | 28.8% | -0.09 | 0.32 | — | — | — |
| — | — | — | 9.65 | +0.85 | 34.5% | 116 | 31.4% | -0.13 | 0.57 | — | — | — |
| — | — | — | 8.75 | +0.83 | 33.3% | 117 | 29.8% | -0.15 | 0.63 | — | — | — |
| — | — | — | 7.98 | +0.79 | 33.6% | 118 | 29.8% | -0.18 | 0.81 | — | — | — |
| — | — | — | 7.35 | +0.75 | 35.1% | 119 | 29.5% | -0.21 | 1.00 | — | — | — |
| — | — | — | 6.65 | +0.71 | 35.1% | 120 | 29.5% | -0.26 | 1.26 | — | — | — |
| — | — | — | 5.95 | +0.68 | 34.8% | 121 | 29.3% | -0.30 | 1.54 | — | — | — |
| — | — | — | 5.33 | +0.64 | 34.9% | 122 | 29.3% | -0.34 | 1.88 | — | — | — |
| — | — | — | 4.50 | +0.60 | 32.6% | 123 | 29.3% | -0.39 | 2.27 | — | — | — |
| — | — | — | 3.58 | +0.56 | 29.1% | 124 | 29.2% | -0.44 | 2.70 | — | — | — |
| — | — | — | 3.04 | +0.51 | 28.8% | 125 | 28.8% | -0.49 | 3.15 | — | — | — |
| — | — | — | 2.54 | +0.45 | 28.4% | 126 | 28.6% | -0.54 | 3.68 | — | — | — |
| — | — | — | 2.14 | +0.40 | 28.4% | 127 | 28.4% | -0.60 | 4.25 | — | — | — |
| — | — | — | 1.77 | +0.35 | 28.3% | 128 | 28.8% | -0.64 | 4.93 | — | — | — |
| — | — | — | 1.44 | +0.31 | 28.1% | 129 | 24.1% | -0.72 | 5.18 | — | — | — |
| — | — | — | 1.23 | +0.27 | 28.7% | 130 | 27.7% | -0.74 | 6.25 | — | — | — |
| — | — | — | 0.85 | +0.21 | 26.8% | 131 | 21.5% | -0.84 | 6.58 | — | — | — |
| — | — | — | 0.74 | +0.19 | 27.8% | 132 | 30.4% | -0.79 | 8.05 | — | — | — |
| — | — | — | 0.74 | +0.17 | 30.1% | 133 | 27.1% | -0.85 | 8.65 | — | — | — |
| — | — | — | 0.52 | +0.14 | 28.9% | 134 | 24.0% | -0.91 | 9.38 | — | — | — |
| — | — | — | 0.42 | +0.11 | 29.1% | 135 | 27.0% | -0.90 | 10.43 | — | — | — |
| — | — | — | 0.34 | +0.09 | 29.3% | 136 | — | — | 11.10 | — | — | — |
| — | — | — | 0.25 | +0.07 | 29.0% | 137 | — | — | 12.10 | — | — | — |
| — | — | — | 0.23 | +0.07 | 30.1% | 138 | — | — | 13.10 | — | — | — |
| — | — | — | 0.19 | +0.06 | 30.5% | 139 | 29.8% | -0.95 | 14.28 | — | — | — |
| — | — | — | 0.14 | +0.04 | 30.3% | 140 | 22.5% | -0.99 | 15.13 | — | — | — |
| — | — | — | 0.16 | +0.05 | 32.6% | 141 | 30.9% | -0.96 | 16.23 | — | — | — |
| — | — | — | 0.09 | +0.03 | 30.8% | 142 | 32.3% | -0.96 | 17.23 | — | — | — |
| — | — | — | 0.08 | +0.03 | 31.6% | 143 | — | — | 18.10 | — | — | — |
| — | — | — | 0.06 | +0.02 | 31.5% | 144 | 47.6% | -0.91 | 19.63 | — | — | — |
| — | — | — | 0.15 | +0.04 | 38.0% | 145 | 49.7% | -0.91 | 20.65 | — | — | — |
| — | — | — | 0.07 | +0.02 | 34.8% | 146 | 50.2% | -0.92 | 21.60 | — | — | — |
| — | — | — | 0.08 | +0.02 | 36.9% | 147 | 37.5% | -0.98 | 22.20 | — | — | — |
| — | — | — | 0.08 | +0.02 | 38.1% | 148 | 31.8% | -0.99 | 23.13 | — | — | — |
| — | — | — | 0.06 | +0.02 | 37.8% | 149 | 40.1% | -0.98 | 24.20 | — | — | — |
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.