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 | |
| — | — | — | 153.88 | — | — | 620 | 57.5% | -0.03 | 1.26 | — | — | — |
| — | — | — | 144.18 | +1.00 | 33.3% | 630 | 57.8% | -0.04 | 1.78 | — | — | — |
| — | — | — | 134.32 | +0.99 | 37.3% | 640 | 55.1% | -0.05 | 1.94 | — | — | — |
| — | — | — | 124.20 | +1.00 | 30.1% | 650 | 55.1% | -0.06 | 2.65 | — | — | — |
| — | — | — | 115.70 | +0.95 | 45.6% | 660 | 53.8% | -0.08 | 3.22 | — | — | — |
| — | — | — | 101.43 | +0.93 | 44.0% | 675 | 53.8% | -0.11 | 4.89 | — | — | — |
| — | — | — | 91.65 | +0.92 | 41.2% | 685 | 53.1% | -0.13 | 6.08 | — | — | — |
| — | — | — | 74.95 | +0.85 | 43.5% | 705 | 54.7% | -0.20 | 10.63 | — | — | — |
| — | — | — | 71.72 | +0.82 | 45.5% | 710 | 53.0% | -0.21 | 11.00 | — | — | — |
| — | — | — | 67.20 | +0.81 | 44.2% | 715 | 51.7% | -0.22 | 11.58 | — | — | — |
| — | — | — | 64.60 | +0.78 | 46.8% | 720 | 51.7% | -0.24 | 12.95 | — | — | — |
| — | — | — | 61.35 | +0.75 | 47.6% | 725 | 50.0% | -0.25 | 13.43 | — | — | — |
| — | — | — | 57.73 | +0.73 | 47.5% | 730 | 52.3% | -0.28 | 16.23 | — | — | — |
| — | — | — | 54.95 | +0.71 | 48.7% | 735 | 52.1% | -0.30 | 17.77 | — | — | — |
| — | — | — | 50.68 | +0.69 | 47.0% | 740 | 51.8% | -0.32 | 19.38 | — | — | — |
| — | — | — | 47.63 | +0.67 | 47.3% | 745 | 51.4% | -0.34 | 21.03 | — | — | — |
| — | — | — | 45.33 | +0.64 | 48.5% | 750 | 52.3% | -0.37 | 23.55 | — | — | — |
| — | — | — | 42.60 | +0.61 | 48.8% | 755 | 52.3% | -0.39 | 25.68 | — | — | — |
| — | — | — | 39.00 | +0.59 | 47.6% | 760 | 51.4% | -0.41 | 27.30 | — | — | — |
| — | — | — | 36.45 | +0.57 | 47.8% | 765 | 50.4% | -0.44 | 29.03 | — | — | — |
| — | — | — | 36.38 | +0.54 | 51.6% | 770 | 51.8% | -0.46 | 32.38 | — | — | — |
| — | — | — | 32.45 | +0.52 | 49.3% | 775 | 49.3% | -0.48 | 33.30 | — | — | — |
| — | — | — | 30.20 | +0.49 | 49.4% | 780 | 53.0% | -0.50 | 38.42 | — | — | — |
| — | — | — | 26.93 | +0.47 | 47.8% | 785 | 53.5% | -0.53 | 41.55 | — | — | — |
| — | — | — | 25.20 | +0.44 | 48.3% | 790 | 50.2% | -0.55 | 42.30 | — | — | — |
| — | — | — | 23.65 | +0.42 | 48.9% | 795 | 53.4% | -0.57 | 47.43 | — | — | — |
| — | — | — | 21.90 | +0.40 | 49.1% | 800 | 53.2% | -0.59 | 50.45 | — | — | — |
| — | — | — | 20.90 | +0.39 | 48.9% | 802.5 | 52.9% | -0.60 | 51.83 | — | — | — |
| — | — | — | 20.35 | +0.38 | 49.4% | 805 | 53.7% | -0.61 | 53.93 | — | — | — |
| — | — | — | 19.50 | +0.37 | 49.3% | 807.5 | 54.0% | -0.62 | 55.78 | — | — | — |
| — | — | — | 19.80 | +0.36 | 51.1% | 810 | 54.9% | -0.63 | 58.03 | — | — | — |
| — | — | — | 19.13 | +0.35 | 51.3% | 812.5 | 54.4% | -0.64 | 59.40 | — | — | — |
| — | — | — | 17.33 | +0.33 | 49.6% | 815 | 53.7% | -0.65 | 60.72 | — | — | — |
| — | — | — | 16.53 | +0.32 | 49.5% | 817.5 | 53.9% | -0.66 | 62.53 | — | — | — |
| — | — | — | 15.60 | +0.31 | 49.1% | 820 | 54.0% | -0.67 | 64.35 | — | — | — |
| — | — | — | 14.98 | +0.30 | 49.2% | 822.5 | 54.4% | -0.68 | 66.40 | — | — | — |
| — | — | — | 14.73 | +0.30 | 49.9% | 825 | 53.1% | -0.69 | 67.47 | — | — | — |
| — | — | — | 14.53 | +0.29 | 50.7% | 827.5 | 53.8% | -0.70 | 69.68 | — | — | — |
| — | — | — | 13.38 | +0.28 | 49.7% | 830 | 54.8% | -0.70 | 72.10 | — | — | — |
| — | — | — | 12.38 | +0.26 | 50.0% | 835 | 54.7% | -0.72 | 75.83 | — | — | — |
| — | — | — | 11.38 | +0.24 | 50.2% | 840 | 57.0% | -0.73 | 80.90 | — | — | — |
| — | — | — | 8.50 | +0.20 | 48.2% | 850 | 55.9% | -0.76 | 88.13 | — | — | — |
| — | — | — | 8.60 | +0.19 | 50.3% | 855 | 56.3% | -0.78 | 92.35 | — | — | — |
| — | — | — | 7.85 | +0.18 | 50.4% | 860 | — | |||||
| — | — | — | 2.80 | +0.08 | 51.9% | 915 | 58.7% | -0.90 | 145.50 | — | — | — |
| — | — | — | 2.31 | +0.06 | 52.2% | 925 | 61.4% | -0.90 | 155.48 | — | — | — |
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.