Spot 264.58
· 198 contratti su 5 scadenze
· fonte storico
· catturata 30/09 10:32 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 | |
| — | — | — | 49.85 | +0.94 | 152.3% | 215 | — | |||||
| — | — | — | 47.35 | +0.94 | 145.4% | 217.5 | — | |||||
| — | — | — | 44.85 | +0.93 | 138.6% | 220 | — | |||||
| — | — | — | 42.40 | +0.93 | 133.4% | 222.5 | — | |||||
| — | — | — | 39.85 | +0.93 | 125.0% | 225 | — | |||||
| — | — | — | 37.45 | +0.92 | 121.1% | 227.5 | — | |||||
| — | — | — | 34.95 | +0.92 | 114.3% | 230 | 136.5% | -0.12 | 2.05 | — | — | — |
| — | — | — | 32.35 | +0.92 | 104.8% | 232.5 | — | |||||
| — | — | — | 29.90 | +0.91 | 99.3% | 235 | 86.4% | -0.06 | 0.60 | — | — | — |
| — | — | — | 27.35 | +0.91 | 91.2% | 237.5 | — | |||||
| — | — | — | 25.05 | +0.89 | 89.0% | 240 | 55.7% | -0.03 | 0.15 | — | — | — |
| — | — | — | 22.45 | +0.89 | 79.8% | 242.5 | 53.3% | -0.04 | 0.20 | — | — | — |
| — | — | — | 20.20 | +0.86 | 77.7% | 245 | 53.9% | -0.06 | 0.35 | — | — | — |
| — | — | — | 17.40 | +0.87 | 64.7% | 247.5 | 61.7% | -0.12 | 0.90 | — | — | — |
| — | — | — | 15.15 | +0.84 | 62.0% | 250 | 48.5% | -0.11 | 0.60 | — | — | — |
| — | — | — | 13.05 | +0.80 | 60.6% | 252.5 | 55.2% | -0.18 | 1.35 | — | — | — |
| — | — | — | 11.10 | +0.74 | 59.7% | 255 | 51.6% | -0.23 | 1.65 | — | — | — |
| — | — | — | 9.20 | +0.69 | 57.8% | 257.5 | 44.3% | -0.27 | 1.75 | — | — | — |
| — | — | — | 7.70 | +0.62 | 58.7% | 260 | 43.2% | -0.35 | 2.45 | — | — | — |
| — | — | — | 5.75 | +0.55 | 53.0% | 262.5 | 39.3% | -0.44 | 3.10 | — | — | — |
| — | — | — | 4.15 | +0.47 | 49.2% | 265 | 49.2% | -0.53 | 5.30 | — | — | — |
| — | — | — | 3.55 | +0.40 | 53.8% | 267.5 | 40.1% | -0.64 | 5.95 | — | — | — |
| — | — | — | 2.40 | +0.32 | 50.4% | 270 | 38.2% | -0.74 | 7.55 | — | — | — |
| — | — | — | 2.00 | +0.26 | 53.9% | 272.5 | 27.3% | -0.90 | 8.95 | — | — | — |
| — | — | — | 0.80 | +0.15 | 43.4% | 275 | 34.1% | -0.91 | 11.50 | — | — | — |
| — | — | — | 0.80 | +0.14 | 49.6% | 277.5 | — | — | 13.55 | — | — | — |
| — | — | — | 0.55 | +0.10 | 50.0% | 280 | — | — | 15.75 | — | — | — |
| — | — | — | 0.35 | +0.07 | 49.8% | 282.5 | — | — | 18.05 | — | — | — |
| — | — | — | 0.20 | +0.04 | 48.8% | 285 | — | — | 20.50 | — | — | — |
| — | — | — | 0.20 | +0.04 | 53.2% | 287.5 | — | — | 22.85 | — | — | — |
| — | — | — | 0.15 | +0.03 | 54.7% | 290 | — | — | 25.35 | — | — | — |
| — | 292.5 | — | — | 27.80 | — | — | — | |||||
| — | — | — | 0.15 | +0.03 | 62.8% | 295 | — | — | 30.30 | — | — | — |
| — | 297.5 | — | — | 32.80 | — | — | — | |||||
| — | — | — | 0.10 | +0.02 | 66.4% | 300 | — | — | 35.30 | — | — | — |
| — | 302.5 | — | — | 37.90 | — | — | — | |||||
| — | 305 | — | — | 40.30 | — | — | — | |||||
| — | 307.5 | — | — | 42.80 | — | — | — | |||||
| — | — | — | 0.10 | +0.01 | 80.6% | 310 | — | — | 45.30 | — | — | — |
| — | 312.5 | — | — | 47.80 | — | — | — | |||||
| — | 315 | — | — | 50.30 | — | — | — | |||||
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.