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 | |
| — | — | — | 50.05 | — | — | 215 | — | |||||
| — | — | — | 45.30 | — | — | 220 | — | |||||
| — | — | — | 40.15 | — | — | 225 | — | |||||
| — | — | — | 37.90 | — | — | 227.5 | — | |||||
| — | — | — | 35.40 | — | — | 230 | — | |||||
| — | — | — | 32.85 | — | — | 232.5 | 56.2% | -0.07 | 0.80 | — | — | — |
| — | — | — | 30.45 | — | — | 235 | 48.3% | -0.06 | 0.55 | — | — | — |
| — | — | — | 28.15 | +0.97 | 35.0% | 237.5 | 62.9% | -0.13 | 1.90 | — | — | — |
| — | — | — | 25.90 | +0.95 | 38.8% | 240 | 44.9% | -0.08 | 0.75 | — | — | — |
| — | — | — | 23.60 | +0.92 | 39.1% | 242.5 | 46.5% | -0.11 | 1.15 | — | — | — |
| — | — | — | 21.40 | +0.90 | 39.7% | 245 | 37.8% | -0.09 | 0.75 | — | — | — |
| — | — | — | 19.30 | +0.86 | 40.4% | 247.5 | 44.8% | -0.16 | 1.75 | — | — | — |
| — | — | — | 17.10 | +0.83 | 39.2% | 250 | 46.0% | -0.20 | 2.40 | — | — | — |
| — | — | — | 15.40 | +0.78 | 41.4% | 252.5 | 44.1% | -0.23 | 2.75 | — | — | — |
| — | — | — | 13.15 | +0.75 | 38.5% | 255 | 43.7% | -0.28 | 3.40 | — | — | — |
| — | — | — | 11.90 | +0.68 | 41.7% | 257.5 | 44.0% | -0.32 | 4.25 | — | — | — |
| — | — | — | 10.35 | +0.63 | 41.9% | 260 | 40.7% | -0.37 | 4.65 | — | — | — |
| — | — | — | 7.90 | +0.59 | 36.1% | 262.5 | 46.3% | -0.43 | 6.65 | — | — | — |
| — | — | — | 7.15 | +0.52 | 39.4% | 265 | 39.4% | -0.48 | 6.65 | — | — | — |
| — | — | — | 5.40 | +0.46 | 36.1% | 267.5 | 38.7% | -0.53 | 7.85 | — | — | — |
| — | — | — | 5.10 | +0.41 | 40.3% | 270 | 39.4% | -0.59 | 9.45 | — | — | — |
| — | — | — | 4.30 | +0.36 | 40.9% | 272.5 | 39.4% | -0.64 | 11.05 | — | — | — |
| — | — | — | 3.35 | +0.31 | 39.9% | 275 | 45.9% | -0.66 | 13.80 | — | — | — |
| — | — | — | 2.25 | +0.24 | 36.7% | 277.5 | 42.3% | -0.72 | 15.05 | — | — | — |
| — | — | — | 1.75 | +0.20 | 36.8% | 280 | 45.8% | -0.75 | 17.45 | — | — | — |
| — | — | — | 1.85 | +0.19 | 41.3% | 282.5 | 45.3% | -0.79 | 19.35 | — | — | — |
| — | — | — | 1.50 | +0.16 | 41.7% | 285 | 45.7% | -0.82 | 21.45 | — | — | — |
| — | — | — | 0.85 | +0.11 | 38.0% | 287.5 | 46.0% | -0.84 | 23.60 | — | — | — |
| — | — | — | 0.95 | +0.11 | 42.2% | 290 | 47.2% | -0.86 | 25.90 | — | — | — |
| — | — | — | 0.80 | +0.09 | 43.1% | 292.5 | 48.6% | -0.88 | 28.25 | — | — | — |
| — | — | — | 0.80 | +0.09 | 45.9% | 295 | 50.4% | -0.89 | 30.65 | — | — | — |
| — | 297.5 | 52.0% | -0.90 | 33.05 | — | — | — | |||||
| — | — | — | 0.60 | +0.07 | 48.0% | 300 | 55.4% | -0.90 | 35.60 | — | — | — |
| — | 302.5 | 54.6% | -0.92 | 37.85 | — | — | — | |||||
| — | 305 | 57.1% | -0.92 | 40.35 | — | — | — | |||||
| — | 310 | 61.3% | -0.93 | 45.30 | — | — | — | |||||
| — | — | — | 0.15 | +0.02 | 49.1% | 315 | 67.8% | -0.93 | 50.40 | — | — | — |
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.