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 | |
| — | — | — | 25.50 | +0.92 | 56.6% | 100 | — | |||||
| — | — | — | 20.35 | +0.92 | 44.2% | 105 | 33.7% | -0.04 | 0.18 | — | — | — |
| — | — | — | 15.55 | +0.88 | 37.9% | 110 | 32.2% | -0.08 | 0.46 | — | — | — |
| — | — | — | 12.78 | +0.85 | 34.8% | 113 | 31.7% | -0.13 | 0.80 | — | — | — |
| — | — | — | 11.75 | +0.84 | 32.3% | 114 | 34.3% | -0.17 | 1.20 | — | — | — |
| — | — | — | 11.18 | +0.80 | 34.7% | 115 | 28.8% | -0.16 | 0.89 | — | — | — |
| — | — | — | 9.98 | +0.81 | 30.5% | 116 | 28.7% | -0.18 | 1.07 | — | — | — |
| — | — | — | 9.25 | +0.78 | 30.8% | 117 | 28.8% | -0.21 | 1.30 | — | — | — |
| — | — | — | 8.70 | +0.74 | 32.4% | 118 | 30.1% | -0.25 | 1.70 | — | — | — |
| — | — | — | 7.93 | +0.71 | 31.8% | 119 | 28.7% | -0.27 | 1.82 | — | — | — |
| — | — | — | 7.25 | +0.68 | 31.6% | 120 | 28.9% | -0.31 | 2.17 | — | — | — |
| — | — | — | 6.68 | +0.64 | 32.0% | 121 | 28.8% | -0.34 | 2.52 | — | — | — |
| — | — | — | 6.20 | +0.61 | 32.8% | 122 | 31.1% | -0.39 | 3.22 | — | — | — |
| — | — | — | 5.45 | +0.58 | 31.5% | 123 | 31.6% | -0.42 | 3.73 | — | — | — |
| — | — | — | 4.93 | +0.54 | 31.5% | 124 | 28.0% | -0.46 | 3.70 | — | — | — |
| — | — | — | 4.13 | +0.51 | 29.4% | 125 | 29.4% | -0.49 | 4.40 | — | — | — |
| — | — | — | 3.70 | +0.47 | 29.5% | 126 | 29.8% | -0.53 | 5.00 | — | — | — |
| — | — | — | 3.34 | +0.44 | 30.0% | 127 | 29.9% | -0.56 | 5.60 | — | — | — |
| — | — | — | 2.87 | +0.40 | 29.3% | 128 | 28.9% | -0.60 | 6.08 | — | — | — |
| — | — | — | 2.54 | +0.36 | 29.5% | 129 | 30.7% | -0.63 | 6.98 | — | — | — |
| — | — | — | 2.13 | +0.33 | 28.8% | 130 | 29.9% | -0.67 | 7.55 | — | — | — |
| — | — | — | 1.86 | +0.29 | 28.8% | 131 | 29.6% | -0.70 | 8.23 | — | — | — |
| — | — | — | 1.60 | +0.26 | 28.8% | 132 | 29.7% | -0.73 | 8.98 | — | — | — |
| — | — | — | 1.27 | +0.23 | 27.8% | 133 | 29.2% | -0.76 | 9.70 | — | — | — |
| — | — | — | 1.23 | +0.21 | 29.2% | 134 | 27.3% | -0.81 | 10.30 | — | — | — |
| — | — | — | 1.21 | +0.20 | 30.8% | 135 | 29.0% | -0.81 | 11.30 | — | — | — |
| — | — | — | 0.99 | +0.17 | 30.2% | 136 | 29.4% | -0.83 | 12.18 | — | — | — |
| — | — | — | 0.88 | +0.16 | 30.6% | 137 | 29.5% | -0.85 | 13.05 | — | — | — |
| — | — | — | 0.64 | +0.13 | 29.2% | 138 | 30.1% | -0.87 | 13.98 | — | — | — |
| — | — | — | 0.61 | +0.12 | 30.2% | 139 | 26.7% | -0.91 | 14.65 | — | — | — |
| — | — | — | 0.50 | +0.10 | 30.0% | 140 | 29.6% | -0.90 | 15.75 | — | — | — |
| — | — | — | 0.64 | +0.11 | 33.4% | 141 | 24.9% | -0.95 | 16.45 | — | — | — |
| — | — | — | 0.58 | +0.10 | 33.9% | 142 | 26.8% | -0.95 | 17.48 | — | — | — |
| — | — | — | 0.40 | +0.08 | 32.1% | 143 | 27.1% | -0.95 | 18.45 | — | — | — |
| — | — | — | 0.35 | +0.07 | 32.3% | 144 | 28.2% | -0.96 | 19.45 | — | — | — |
| — | — | — | 0.34 | +0.07 | 33.3% | 145 | 34.1% | -0.93 | 20.65 | — | — | — |
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.