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 | |
| — | — | — | 152.53 | — | — | 620 | 56.8% | -0.01 | 0.21 | — | — | — |
| — | — | — | 142.15 | — | — | 630 | 51.4% | -0.01 | 0.16 | — | — | — |
| — | — | — | 132.55 | — | — | 640 | 49.5% | -0.01 | 0.21 | — | — | — |
| — | — | — | 123.58 | +0.97 | 56.2% | 650 | 49.8% | -0.02 | 0.38 | — | — | — |
| — | — | — | 112.63 | — | — | 660 | 47.2% | -0.02 | 0.45 | — | — | — |
| — | — | — | 96.98 | — | — | 675 | 43.5% | -0.03 | 0.61 | — | — | — |
| — | — | — | 87.65 | — | — | 685 | 42.5% | -0.04 | 0.91 | — | — | — |
| — | — | — | 69.95 | +0.91 | 41.7% | 705 | 40.1% | -0.08 | 1.86 | — | — | — |
| — | — | — | 65.30 | +0.90 | 40.9% | 710 | 39.8% | -0.09 | 2.29 | — | — | — |
| — | — | — | 59.48 | +0.92 | 34.6% | 715 | 38.4% | -0.10 | 2.53 | — | — | — |
| — | — | — | 55.75 | +0.88 | 37.7% | 720 | 38.2% | -0.13 | 3.12 | — | — | — |
| — | — | — | 51.35 | +0.86 | 37.2% | 725 | 39.9% | -0.16 | 4.38 | — | — | — |
| — | — | — | 46.70 | +0.84 | 35.6% | 730 | 39.4% | -0.18 | 5.18 | — | — | — |
| — | — | — | 42.75 | +0.81 | 35.9% | 735 | 38.1% | -0.20 | 5.75 | — | — | — |
| — | — | — | 40.08 | +0.76 | 39.0% | 740 | 35.7% | -0.22 | 6.03 | — | — | — |
| — | — | — | 36.65 | +0.72 | 39.4% | 745 | 38.5% | -0.27 | 8.50 | — | — | — |
| — | — | — | 32.15 | +0.70 | 37.0% | 750 | 38.0% | -0.31 | 9.82 | — | — | — |
| — | — | — | 30.53 | +0.65 | 40.5% | 755 | 37.9% | -0.34 | 11.55 | — | — | — |
| — | — | — | 27.03 | +0.61 | 39.5% | 760 | 37.3% | -0.38 | 13.18 | — | — | — |
| — | — | — | 23.53 | +0.58 | 38.2% | 765 | 36.9% | -0.42 | 15.10 | — | — | — |
| — | — | — | 21.75 | +0.53 | 39.9% | 770 | 35.4% | -0.46 | 16.70 | — | — | — |
| — | — | — | 18.55 | +0.49 | 38.4% | 775 | 38.4% | -0.51 | 20.78 | — | — | — |
| — | — | — | 16.80 | +0.46 | 39.4% | 780 | 35.5% | -0.55 | 22.03 | — | — | — |
| — | — | — | 13.43 | +0.41 | 36.8% | 785 | 36.9% | -0.59 | 25.70 | — | — | — |
| — | — | — | 12.73 | +0.38 | 39.1% | 790 | 36.4% | -0.63 | 28.65 | — | — | — |
| — | — | — | 11.18 | +0.34 | 39.4% | 795 | 39.7% | -0.66 | 33.53 | — | — | — |
| — | — | — | 9.60 | +0.31 | 39.3% | 800 | 36.3% | -0.71 | 35.50 | — | — | — |
| — | — | — | 8.93 | +0.29 | 39.3% | 802.5 | 40.4% | -0.70 | 39.15 | — | — | — |
| — | — | — | 7.15 | +0.26 | 36.7% | 805 | 40.0% | -0.72 | 40.78 | — | — | — |
| — | — | — | 7.68 | +0.26 | 39.4% | 807.5 | 38.1% | -0.75 | 41.90 | — | — | — |
| — | — | — | 6.95 | +0.24 | 39.0% | 810 | 33.7% | -0.79 | 42.13 | — | — | — |
| — | — | — | 6.98 | +0.24 | 40.5% | 812.5 | 40.8% | -0.76 | 46.83 | — | — | — |
| — | — | — | 6.07 | +0.22 | 39.5% | 815 | 40.3% | -0.78 | 48.63 | — | — | — |
| — | — | — | 5.68 | +0.21 | 39.7% | 817.5 | 41.4% | -0.78 | 51.03 | — | — | — |
| — | — | — | 5.55 | +0.20 | 40.6% | 820 | 33.5% | -0.85 | 50.45 | — | — | — |
| — | — | — | 5.15 | +0.19 | 40.7% | 822.5 | 39.7% | -0.82 | 54.53 | — | — | — |
| — | — | — | 4.13 | +0.16 | 38.8% | 825 | 38.3% | -0.84 | 56.20 | — | — | — |
| — | — | — | 3.93 | +0.15 | 39.3% | 827.5 | 40.8% | -0.84 | 59.10 | — | — | — |
| — | — | — | 3.32 | +0.14 | 38.4% | 830 | 34.3% | -0.89 | 59.48 | — | — | — |
| — | — | — | 3.21 | +0.13 | 40.1% | 835 | 41.1% | -0.87 | 65.70 | — | — | — |
| — | — | — | 2.55 | +0.11 | 39.6% | 840 | 32.0% | -0.94 | 68.28 | — | — | — |
| — | — | — | 1.52 | +0.07 | 38.4% | 850 | 35.5% | -0.94 | 78.28 | — | — | — |
| — | — | — | 1.52 | +0.07 | 40.2% | 855 | 44.9% | -0.91 | 84.65 | — | — | — |
| — | — | — | 1.22 | +0.06 | 40.1% | 860 | — | — | 86.95 | — | — | — |
| — | — | — | 1.02 | +0.05 | 41.9% | 870 | 41.5% | -0.95 | 98.20 | — | — | — |
| — | — | — | 0.76 | +0.04 | 42.8% | 880 | 57.1% | -0.91 | 110.25 | — | — | — |
| — | — | — | 1.02 | +0.04 | 46.7% | 885 | 50.3% | -0.94 | 113.73 | — | — | — |
| — | — | — | 0.31 | +0.02 | 41.1% | 895 | 47.9% | -0.97 | 123.05 | — | — | — |
| — | — | — | 0.31 | +0.02 | 43.7% | 905 | 50.8% | -0.97 | 133.05 | — | — | — |
| — | — | — | 0.24 | +0.01 | 44.7% | 915 | 46.1% | -0.99 | 142.53 | — | — | — |
| — | — | — | 0.09 | +0.01 | 42.0% | 925 | 51.4% | -0.98 | 152.68 | — | — | — |
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.