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 | |
| — | — | — | 7.20 | — | — | 19 | — | |||||
| — | — | — | 6.25 | — | — | 20 | 106.8% | -0.06 | 0.13 | — | — | — |
| — | — | — | 5.75 | — | — | 20.5 | — | |||||
| — | — | — | 5.60 | +0.90 | 112.4% | 21 | — | |||||
| — | — | — | 4.85 | +0.97 | 62.1% | 21.5 | — | |||||
| — | — | — | 4.97 | +0.82 | 129.4% | 22 | 74.9% | -0.07 | 0.12 | — | — | — |
| — | — | — | 4.25 | +0.84 | 100.8% | 22.5 | — | |||||
| — | — | — | 3.70 | +0.83 | 87.2% | 23 | 48.9% | -0.05 | 0.05 | — | — | — |
| — | — | — | 3.10 | +0.84 | 69.5% | 23.5 | 46.0% | -0.07 | 0.07 | — | — | — |
| — | — | — | 2.50 | +0.86 | 51.9% | 24 | 36.2% | -0.07 | 0.05 | — | — | — |
| — | — | — | 2.10 | +0.80 | 52.1% | 24.5 | 32.6% | -0.10 | 0.07 | — | — | — |
| — | — | — | 1.65 | +0.75 | 46.6% | 25 | 33.2% | -0.18 | 0.15 | — | — | — |
| — | — | — | 1.33 | +0.66 | 47.9% | 25.5 | 34.3% | -0.29 | 0.29 | — | — | — |
| — | — | — | 0.88 | +0.58 | 39.1% | 26 | 32.4% | -0.40 | 0.44 | — | — | — |
| — | — | — | 0.58 | +0.47 | 36.4% | 26.5 | 36.4% | -0.53 | 0.76 | — | — | — |
| — | — | — | 0.47 | +0.37 | 41.3% | 27 | 29.5% | -0.68 | 0.95 | — | — | — |
| — | — | — | 0.28 | +0.27 | 38.7% | 27.5 | — | — | 1.16 | — | — | — |
| — | — | — | 0.18 | +0.19 | 39.0% | 28 | 4.9% | -1.00 | 1.68 | — | — | — |
| — | — | — | 0.08 | +0.09 | 41.2% | 29 | — | — | 2.54 | — | — | — |
| — | — | — | 0.03 | +0.04 | 42.1% | 30 | 46.5% | -0.94 | 3.73 | — | — | — |
| — | 31 | 78.7% | -0.87 | 4.90 | — | — | — | |||||
| — | 32 | 83.2% | -0.90 | 5.85 | — | — | — | |||||
| — | 33 | 96.3% | -0.90 | 6.88 | — | — | — | |||||
| — | 34 | 101.3% | -0.91 | 7.85 | — | — | — | |||||
| — | 35 | 113.9% | -0.91 | 8.88 | — | — | — | |||||
| — | 36 | 81.3% | -0.98 | 9.70 | — | — | — | |||||
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.