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 | |
| — | — | — | 51.45 | +0.97 | 41.4% | 215 | 51.4% | -0.07 | 1.25 | — | — | — |
| — | — | — | 46.75 | +0.95 | 41.8% | 220 | 53.2% | -0.10 | 2.00 | — | — | — |
| — | — | — | 42.15 | +0.92 | 41.8% | 225 | 45.9% | -0.09 | 1.65 | — | — | — |
| — | — | — | 37.65 | +0.90 | 41.4% | 230 | 43.8% | -0.11 | 2.00 | — | — | — |
| — | — | — | 33.35 | +0.86 | 41.2% | 235 | 43.2% | -0.15 | 2.70 | — | — | — |
| — | — | — | 29.35 | +0.82 | 41.5% | 240 | 42.7% | -0.19 | 3.60 | — | — | — |
| — | — | — | 25.45 | +0.77 | 41.0% | 245 | 42.1% | -0.23 | 4.70 | — | — | — |
| — | — | — | 21.50 | +0.72 | 39.4% | 250 | 41.5% | -0.28 | 6.05 | — | — | — |
| — | — | — | 18.60 | +0.66 | 40.7% | 255 | 41.3% | -0.34 | 7.75 | — | — | — |
| — | — | — | 15.60 | +0.60 | 40.5% | 260 | 41.1% | -0.40 | 9.80 | — | — | — |
| — | — | — | 13.35 | +0.54 | 41.6% | 265 | 41.6% | -0.46 | 12.35 | — | — | — |
| — | — | — | 10.45 | +0.47 | 39.6% | 270 | 41.3% | -0.53 | 14.95 | — | — | — |
| — | — | — | 7.95 | +0.40 | 37.9% | 275 | 41.9% | -0.58 | 18.15 | — | — | — |
| — | — | — | 6.95 | +0.35 | 40.2% | 280 | 42.1% | -0.64 | 21.50 | — | — | — |
| — | — | — | 5.95 | +0.31 | 41.7% | 285 | 42.7% | -0.69 | 25.20 | — | — | — |
| — | — | — | 4.60 | +0.25 | 41.2% | 290 | 41.6% | -0.74 | 28.70 | — | — | — |
| — | — | — | 3.05 | +0.19 | 38.6% | 295 | 42.0% | -0.78 | 32.80 | — | — | — |
| — | — | — | 2.60 | +0.17 | 40.1% | 300 | 42.9% | -0.82 | 37.15 | — | — | — |
| — | — | — | 1.90 | +0.13 | 39.6% | 305 | 44.2% | -0.84 | 41.70 | — | — | — |
| — | — | — | 1.60 | +0.11 | 40.8% | 310 | 45.0% | -0.86 | 46.25 | — | — | — |
| — | — | — | 1.40 | +0.10 | 42.4% | 315 | 46.2% | -0.88 | 50.95 | — | — | — |
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.