Spot 295.79
· 220 contratti su 5 scadenze
· fonte storico
· catturata 17/10 07:12 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 | |
| — | — | — | 58.40 | +0.93 | 51.9% | 240 | 53.6% | -0.07 | 1.65 | — | — | — |
| — | — | — | 54.15 | +0.91 | 53.5% | 245 | 52.8% | -0.09 | 2.10 | — | — | — |
| — | — | — | 49.60 | +0.89 | 52.1% | 250 | 51.5% | -0.11 | 2.55 | — | — | — |
| — | — | — | 45.30 | +0.86 | 51.6% | 255 | 52.8% | -0.14 | 3.60 | — | — | — |
| — | — | — | 41.30 | +0.83 | 51.8% | 260 | 51.8% | -0.17 | 4.35 | — | — | — |
| — | — | — | 37.50 | +0.80 | 52.0% | 265 | 51.2% | -0.20 | 5.35 | — | — | — |
| — | — | — | 33.75 | +0.76 | 51.6% | 270 | 52.9% | -0.24 | 7.15 | — | — | — |
| — | — | — | 30.25 | +0.72 | 51.4% | 275 | 52.1% | -0.28 | 8.50 | — | — | — |
| — | — | — | 27.05 | +0.68 | 51.5% | 280 | 50.4% | -0.32 | 9.75 | — | — | — |
| — | — | — | 23.95 | +0.64 | 51.3% | 285 | 50.8% | -0.36 | 11.85 | — | — | — |
| — | — | — | 21.40 | +0.59 | 52.0% | 290 | 50.5% | -0.41 | 13.95 | — | — | — |
| — | — | — | 18.65 | +0.55 | 51.4% | 295 | 51.4% | -0.45 | 16.70 | — | — | — |
| — | — | — | 16.55 | +0.50 | 52.0% | 300 | 50.0% | -0.50 | 18.90 | — | — | — |
| — | — | — | 13.95 | +0.46 | 50.6% | 305 | 50.7% | -0.54 | 22.05 | — | — | — |
| — | — | — | 12.90 | +0.42 | 53.1% | 310 | 50.3% | -0.59 | 25.00 | — | — | — |
| — | — | — | 10.15 | +0.37 | 49.9% | 315 | 50.1% | -0.63 | 28.25 | — | — | — |
| — | — | — | 8.80 | +0.33 | 50.3% | 320 | 49.7% | -0.67 | 31.65 | — | — | — |
| — | — | — | 7.85 | +0.30 | 51.6% | 325 | 49.9% | -0.71 | 35.40 | — | — | — |
| — | — | — | 5.85 | +0.25 | 48.6% | 330 | 50.6% | -0.74 | 39.45 | — | — | — |
| — | — | — | 6.00 | +0.24 | 52.8% | 335 | 50.6% | -0.77 | 43.45 | — | — | — |
| — | — | — | 4.20 | +0.19 | 49.2% | 340 | 51.9% | -0.79 | 47.90 | — | — | — |
| — | — | — | 3.80 | +0.17 | 50.6% | 345 | 51.3% | -0.82 | 52.00 | — | — | — |
| — | — | — | 3.70 | +0.16 | 53.2% | 350 | 51.5% | -0.85 | 56.40 | — | — | — |
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.