Spot 25.11
· 55 contratti su 2 scadenze
· fonte storico
· catturata 30/09 13:31 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 | |
| — | — | — | 4.18 | — | — | 21 | 56.1% | -0.02 | 0.02 | — | — | — |
| — | — | — | 3.68 | — | — | 21.5 | 59.1% | -0.05 | 0.05 | — | — | — |
| — | — | — | 3.28 | +0.93 | 58.0% | 22 | 54.2% | -0.06 | 0.06 | — | — | — |
| — | — | — | 2.80 | +0.91 | 53.5% | 22.5 | 53.5% | -0.09 | 0.10 | — | — | — |
| — | — | — | 2.35 | +0.87 | 51.6% | 23 | 50.5% | -0.13 | 0.14 | — | — | — |
| — | — | — | 1.92 | +0.81 | 49.7% | 23.5 | 48.8% | -0.18 | 0.21 | — | — | — |
| — | — | — | 1.51 | +0.75 | 47.1% | 24 | 49.3% | -0.26 | 0.34 | — | — | — |
| — | — | — | 1.18 | +0.65 | 47.6% | 24.5 | 46.9% | -0.34 | 0.47 | — | — | — |
| — | — | — | 0.90 | +0.56 | 48.0% | 25 | 48.0% | -0.44 | 0.70 | — | — | — |
| — | — | — | 0.64 | +0.45 | 46.7% | 25.5 | 46.7% | -0.55 | 0.94 | — | — | — |
| — | — | — | 0.45 | +0.36 | 46.5% | 26 | 48.4% | -0.64 | 1.28 | — | — | — |
| — | — | — | 0.33 | +0.28 | 48.2% | 26.5 | 55.8% | -0.69 | 1.74 | — | — | — |
| — | — | — | 0.23 | +0.21 | 48.8% | 27 | 48.8% | -0.79 | 2.03 | — | — | — |
| — | — | — | 0.17 | +0.16 | 50.7% | 27.5 | 91.0% | -0.69 | 2.99 | — | — | — |
| — | — | — | 0.11 | +0.11 | 50.5% | 28 | 68.8% | -0.81 | 3.09 | — | — | — |
| — | — | — | 0.05 | +0.06 | 52.0% | 29 | 108.4% | -0.76 | 4.40 | — | — | — |
| — | — | — | 0.03 | +0.03 | 56.1% | 30 | 90.7% | -0.86 | 5.05 | — | — | — |
| — | — | — | 0.17 | +0.10 | 92.0% | 31 | 96.0% | -0.89 | 6.00 | — | — | — |
| — | 32 | 132.0% | -0.84 | 7.23 | — | — | — | |||||
| — | 33 | 154.5% | -0.82 | 8.35 | — | — | — | |||||
| — | 34 | 165.1% | -0.83 | 9.35 | — | — | — | |||||
| — | 35 | 175.2% | -0.84 | 10.35 | — | — | — | |||||
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.