Spot 772.78
· 307 contratti su 5 scadenze
· fonte storico
· catturata 17/10 08:23 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 | |
| — | — | — | 155.53 | +0.93 | 54.8% | 620 | 46.3% | -0.05 | 2.08 | — | — | — |
| — | — | — | 146.13 | +0.92 | 53.4% | 630 | 46.5% | -0.06 | 2.82 | — | — | — |
| — | — | — | 137.10 | +0.90 | 52.8% | 640 | 48.0% | -0.08 | 4.17 | — | — | — |
| — | — | — | 126.63 | +0.90 | 48.4% | 650 | 45.0% | -0.09 | 4.20 | — | — | — |
| — | — | — | 118.83 | +0.87 | 50.1% | 660 | 46.0% | -0.11 | 5.78 | — | — | — |
| — | — | — | 105.45 | +0.85 | 48.1% | 675 | 45.8% | -0.14 | 8.05 | — | — | — |
| — | — | — | 97.00 | +0.82 | 47.3% | 685 | 44.0% | -0.16 | 8.93 | — | — | — |
| — | — | — | 81.25 | +0.77 | 46.3% | 705 | 44.6% | -0.22 | 13.88 | — | — | — |
| — | — | — | 77.55 | +0.75 | 46.1% | 710 | 45.1% | -0.24 | 15.63 | — | — | — |
| — | — | — | 74.70 | +0.73 | 47.0% | 715 | 45.3% | -0.26 | 17.25 | — | — | — |
| — | — | — | 71.25 | +0.72 | 46.9% | 720 | 44.1% | -0.27 | 17.90 | — | — | — |
| — | — | — | 67.68 | +0.70 | 46.6% | 725 | 44.0% | -0.29 | 19.52 | — | — | — |
| — | — | — | 64.45 | +0.68 | 46.5% | 730 | 43.9% | -0.31 | 21.15 | — | — | — |
| — | — | — | 60.70 | +0.67 | 45.8% | 735 | 43.8% | -0.33 | 22.88 | — | — | — |
| — | — | — | 57.43 | +0.65 | 45.5% | 740 | 43.7% | -0.35 | 24.75 | — | — | — |
| — | — | — | 54.95 | +0.63 | 46.0% | 745 | 43.6% | -0.37 | 26.68 | — | — | — |
| — | — | — | 51.88 | +0.61 | 45.7% | 750 | 42.6% | -0.39 | 28.00 | — | — | — |
| — | — | — | 49.73 | +0.59 | 46.4% | 755 | 42.9% | -0.41 | 30.50 | — | — | — |
| — | — | — | 45.93 | +0.57 | 45.1% | 760 | 44.3% | -0.43 | 34.03 | — | — | — |
| — | — | — | 43.90 | +0.55 | 45.6% | 765 | 44.2% | -0.45 | 36.45 | — | — | — |
| — | — | — | 42.95 | +0.53 | 47.3% | 770 | 44.8% | -0.47 | 39.55 | — | — | — |
| — | — | — | 38.17 | +0.51 | 44.6% | 775 | 44.6% | -0.49 | 41.98 | — | — | — |
| — | — | — | 37.60 | +0.49 | 46.5% | 780 | 43.2% | -0.51 | 43.48 | — | — | — |
| — | — | — | 34.40 | +0.47 | 45.3% | 785 | 44.7% | -0.53 | 47.70 | — | — | — |
| — | — | — | 32.25 | +0.45 | 45.2% | 790 | 44.6% | -0.55 | 50.53 | — | — | — |
| — | — | — | 30.28 | +0.43 | 45.2% | 795 | 45.6% | -0.56 | 54.45 | — | — | — |
| — | — | — | 28.70 | +0.42 | 45.5% | 800 | 43.2% | -0.59 | 55.50 | — | — | — |
| — | — | — | 26.90 | +0.40 | 45.5% | 805 | 44.4% | -0.61 | 59.80 | — | — | — |
| — | — | — | 25.08 | +0.38 | 45.3% | 810 | 43.8% | -0.63 | 62.60 | — | — | — |
| — | — | — | 23.45 | +0.36 | 45.3% | 815 | 44.0% | -0.64 | 66.15 | — | — | — |
| — | — | — | 21.88 | +0.34 | 45.3% | 820 | 44.0% | -0.66 | 69.68 | — | — | — |
| — | — | — | 20.33 | +0.33 | 45.1% | 825 | 43.6% | -0.68 | 72.90 | — | — | — |
| — | — | — | 18.98 | +0.31 | 45.2% | 830 | 41.5% | -0.71 | 74.95 | — | — | — |
| — | — | — | 18.20 | +0.30 | 45.8% | 835 | 43.8% | -0.71 | 80.43 | — | — | — |
| — | — | — | 16.38 | +0.28 | 45.1% | 840 | 43.9% | -0.73 | 84.30 | — | — | — |
| — | — | — | 14.03 | +0.25 | 44.9% | 850 | 41.6% | -0.77 | 90.53 | — | — | — |
| — | — | — | 13.18 | +0.24 | 45.1% | 855 | 42.9% | -0.78 | 95.45 | — | — | — |
| — | — | — | 12.05 | +0.22 | 44.9% | 860 | 42.1% | -0.80 | 99.05 | — | — | — |
| — | — | — | 10.53 | +0.20 | 45.2% | 870 | 44.1% | -0.81 | 108.68 | — | — | — |
| — | — | — | 8.85 | +0.17 | 44.9% | 880 | 42.7% | -0.84 | 116.40 | — | — | — |
| — | — | — | 8.32 | +0.16 | 45.2% | 885 | 40.5% | -0.87 | 119.68 | — | — | — |
| — | — | — | 6.93 | +0.14 | 44.9% | 895 | 42.3% | -0.87 | 129.45 | — | — | — |
| — | — | — | 5.14 | +0.11 | 43.3% | 905 | 41.5% | -0.90 | 138.18 | — | — | — |
| — | — | — | 4.90 | +0.11 | 44.8% | 915 | 42.3% | -0.91 | 147.73 | — | — | — |
| — | — | — | 4.26 | +0.09 | 45.2% | 925 | 41.7% | -0.92 | 156.85 | — | — | — |
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.