Spot 26.48
· 152 contratti su 5 scadenze
· fonte storico
· catturata 13/10 10:08 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 | |
| — | — | — | 7.55 | +0.97 | 181.9% | 19 | — | |||||
| — | — | — | 7.18 | +0.93 | 213.9% | 19.5 | 257.6% | -0.10 | 0.39 | — | — | — |
| — | — | — | 6.48 | +1.00 | 1.0% | 20 | — | |||||
| — | — | — | 6.00 | +0.98 | 117.9% | 20.5 | 242.1% | -0.13 | 0.48 | — | — | — |
| — | — | — | 5.50 | +0.98 | 108.2% | 21 | — | |||||
| — | — | — | 5.03 | +0.96 | 115.6% | 21.5 | — | |||||
| — | — | — | 4.40 | — | — | 22 | 89.3% | -0.02 | 0.02 | — | — | — |
| — | — | — | 3.98 | — | — | 22.5 | — | |||||
| — | — | — | 3.50 | +0.97 | 70.7% | 23 | 75.9% | -0.03 | 0.03 | — | — | — |
| — | — | — | 2.93 | — | — | 23.5 | 61.5% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.45 | — | — | 24 | 52.4% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.00 | +0.96 | 43.1% | 24.5 | 43.1% | -0.04 | 0.02 | — | — | — |
| — | — | — | 1.55 | +0.89 | 45.9% | 25 | 41.9% | -0.09 | 0.05 | — | — | — |
| — | — | — | 1.07 | +0.84 | 37.3% | 25.5 | 38.7% | -0.17 | 0.10 | — | — | — |
| — | — | — | 0.65 | +0.71 | 32.9% | 26 | 39.0% | -0.32 | 0.23 | — | — | — |
| — | — | — | 0.42 | +0.50 | 38.9% | 26.5 | 38.9% | -0.50 | 0.44 | — | — | — |
| — | — | — | 0.21 | +0.32 | 37.6% | 27 | 41.6% | -0.66 | 0.77 | — | — | — |
| — | — | — | 0.09 | +0.17 | 36.8% | 27.5 | 51.8% | -0.75 | 1.23 | — | — | — |
| — | — | — | 0.04 | +0.08 | 38.1% | 28 | 47.7% | -0.86 | 1.61 | — | — | — |
| — | — | — | 0.02 | +0.04 | 48.3% | 29 | — | — | 2.44 | — | — | — |
| — | 30 | 91.1% | -0.90 | 3.64 | — | — | — | |||||
| — | — | — | 0.38 | +0.18 | 151.2% | 31 | 68.4% | -0.98 | 4.53 | — | — | — |
| — | 32 | — | — | 5.43 | — | — | — | |||||
| — | 33 | 106.5% | -0.97 | 6.55 | — | — | — | |||||
| — | 34 | 132.9% | -0.96 | 7.58 | — | — | — | |||||
| — | 35 | — | — | 8.50 | — | — | — | |||||
| — | 36 | 205.9% | -0.91 | 9.75 | — | — | — | |||||
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.