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 | |
| — | — | — | 59.00 | — | — | 237.5 | — | |||||
| — | — | — | 56.50 | — | — | 240 | 83.6% | -0.05 | 1.00 | — | — | — |
| — | — | — | 54.10 | — | — | 242.5 | 86.9% | -0.07 | 1.40 | — | — | — |
| — | — | — | 51.60 | — | — | 245 | 57.1% | -0.02 | 0.20 | — | — | — |
| — | — | — | 49.10 | — | — | 247.5 | — | |||||
| — | — | — | 46.55 | — | — | 250 | 55.4% | -0.03 | 0.30 | — | — | — |
| — | — | — | 44.15 | — | — | 252.5 | 59.1% | -0.04 | 0.55 | — | — | — |
| — | — | — | 41.85 | +0.99 | 42.1% | 255 | 55.1% | -0.04 | 0.50 | — | — | — |
| — | — | — | 39.50 | +0.97 | 45.8% | 257.5 | 73.3% | -0.11 | 2.00 | — | — | — |
| — | — | — | 36.90 | +0.98 | 39.7% | 260 | 53.0% | -0.06 | 0.70 | — | — | — |
| — | — | — | 34.65 | +0.96 | 44.3% | 262.5 | 58.3% | -0.09 | 1.30 | — | — | — |
| — | — | — | 32.30 | +0.94 | 44.4% | 265 | 51.8% | -0.09 | 1.05 | — | — | — |
| — | — | — | 30.10 | +0.92 | 46.0% | 267.5 | 55.8% | -0.12 | 1.70 | — | — | — |
| — | — | — | 27.75 | +0.91 | 44.7% | 270 | 45.9% | -0.10 | 1.10 | — | — | — |
| — | — | — | 25.65 | +0.88 | 45.7% | 272.5 | 56.0% | -0.17 | 2.55 | — | — | — |
| — | — | — | 23.30 | +0.86 | 43.6% | 275 | 44.1% | -0.14 | 1.60 | — | — | — |
| — | — | — | 21.40 | +0.83 | 45.0% | 277.5 | 48.9% | -0.19 | 2.65 | — | — | — |
| — | — | — | 19.40 | +0.79 | 44.8% | 280 | 51.4% | -0.23 | 3.60 | — | — | — |
| — | — | — | 17.65 | +0.75 | 45.7% | 282.5 | 48.6% | -0.26 | 3.85 | — | — | — |
| — | — | — | 15.75 | +0.72 | 45.0% | 285 | 45.9% | -0.28 | 4.15 | — | — | — |
| — | — | — | 14.50 | +0.67 | 47.4% | 287.5 | 48.8% | -0.33 | 5.50 | — | — | — |
| — | — | — | 11.85 | +0.64 | 41.4% | 290 | 42.3% | -0.36 | 5.25 | — | — | — |
| — | — | — | 11.45 | +0.59 | 47.1% | 292.5 | 47.4% | -0.41 | 7.25 | — | — | — |
| — | — | — | 10.15 | +0.55 | 47.3% | 295 | 47.3% | -0.45 | 8.40 | — | — | — |
| — | — | — | 8.50 | +0.50 | 45.2% | 297.5 | 50.1% | -0.50 | 10.20 | — | — | — |
| — | — | — | 6.90 | +0.45 | 42.8% | 300 | 48.4% | -0.54 | 11.25 | — | — | — |
| — | — | — | 6.30 | +0.41 | 44.9% | 302.5 | 47.5% | -0.58 | 12.55 | — | — | — |
| — | — | — | 5.15 | +0.37 | 43.6% | 305 | 46.0% | -0.63 | 13.85 | — | — | — |
| — | — | — | 4.65 | +0.33 | 45.3% | 307.5 | 48.9% | -0.66 | 16.05 | — | — | — |
| — | — | — | 3.15 | +0.27 | 40.5% | 310 | 48.3% | -0.69 | 17.70 | — | — | — |
| — | — | — | 3.40 | +0.26 | 45.8% | 312.5 | 48.9% | -0.73 | 19.65 | — | — | — |
| — | — | — | 3.00 | +0.23 | 46.8% | 315 | 50.1% | -0.75 | 21.75 | — | — | — |
| — | — | — | 2.85 | +0.22 | 49.2% | 317.5 | 50.6% | -0.78 | 23.80 | — | — | — |
| — | — | — | 1.90 | +0.17 | 45.3% | 320 | 49.9% | -0.81 | 25.75 | — | — | — |
| — | — | — | 2.60 | +0.19 | 53.8% | 322.5 | 51.9% | -0.82 | 28.10 | — | — | — |
| — | — | — | 1.70 | +0.14 | 49.4% | 325 | 52.9% | -0.84 | 30.35 | — | — | — |
| — | — | — | 1.05 | +0.10 | 45.5% | 327.5 | 53.6% | -0.86 | 32.60 | — | — | — |
| — | — | — | 1.20 | +0.11 | 49.8% | 330 | 52.4% | -0.88 | 34.70 | — | — | — |
| — | — | — | 1.35 | +0.11 | 54.0% | 332.5 | 53.4% | -0.89 | 37.05 | — | — | — |
| — | — | — | 0.95 | +0.08 | 51.7% | 335 | 54.8% | -0.90 | 39.45 | — | — | — |
| — | — | — | 0.80 | +0.07 | 54.1% | 340 | 56.3% | -0.92 | 44.20 | — | — | — |
| — | — | — | 0.90 | +0.07 | 60.1% | 345 | 59.3% | -0.93 | 49.10 | — | — | — |
| — | — | — | 0.25 | +0.03 | 50.7% | 350 | 61.9% | -0.94 | 54.00 | — | — | — |
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.