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 | |
| — | — | — | 56.95 | +0.98 | 49.5% | 240 | 55.7% | -0.03 | 0.50 | — | — | — |
| — | — | — | 52.15 | +0.97 | 50.2% | 245 | 55.5% | -0.05 | 0.75 | — | — | — |
| — | — | — | 47.40 | +0.95 | 50.0% | 250 | 55.9% | -0.07 | 1.15 | — | — | — |
| — | — | — | 42.90 | +0.92 | 51.3% | 255 | 49.7% | -0.07 | 1.05 | — | — | — |
| — | — | — | 38.15 | +0.90 | 48.6% | 260 | 49.6% | -0.10 | 1.55 | — | — | — |
| — | — | — | 33.75 | +0.87 | 48.2% | 265 | 50.4% | -0.14 | 2.35 | — | — | — |
| — | — | — | 29.55 | +0.83 | 47.8% | 270 | 47.5% | -0.17 | 2.80 | — | — | — |
| — | — | — | 25.65 | +0.78 | 47.8% | 275 | 47.8% | -0.22 | 3.95 | — | — | — |
| — | — | — | 23.95 | +0.76 | 48.5% | 277.5 | 48.0% | -0.24 | 4.65 | — | — | — |
| — | — | — | 21.95 | +0.73 | 47.4% | 280 | 47.6% | -0.27 | 5.30 | — | — | — |
| — | — | — | 20.40 | +0.70 | 48.1% | 282.5 | 46.5% | -0.30 | 5.85 | — | — | — |
| — | — | — | 18.95 | +0.67 | 48.8% | 285 | 48.4% | -0.33 | 7.15 | — | — | — |
| — | — | — | 17.05 | +0.64 | 47.3% | 287.5 | 47.9% | -0.36 | 8.00 | — | — | — |
| — | — | — | 16.10 | +0.61 | 49.4% | 290 | 47.5% | -0.39 | 8.95 | — | — | — |
| — | — | — | 14.10 | +0.58 | 46.9% | 292.5 | 47.5% | -0.42 | 10.05 | — | — | — |
| — | — | — | 12.90 | +0.54 | 47.3% | 295 | 47.3% | -0.46 | 11.20 | — | — | — |
| — | — | — | 11.35 | +0.51 | 45.9% | 297.5 | 47.5% | -0.49 | 12.55 | — | — | — |
| — | — | — | 10.20 | +0.48 | 45.9% | 300 | 46.3% | -0.52 | 13.60 | — | — | — |
| — | — | — | 9.80 | +0.45 | 48.4% | 302.5 | 47.8% | -0.55 | 15.45 | — | — | — |
| — | — | — | 8.85 | +0.42 | 48.5% | 305 | 47.3% | -0.59 | 16.85 | — | — | — |
| — | — | — | 7.60 | +0.38 | 47.1% | 307.5 | 47.1% | -0.62 | 18.40 | — | — | — |
| — | — | — | 6.55 | +0.35 | 46.2% | 310 | 47.0% | -0.65 | 20.05 | — | — | — |
| — | — | — | 5.90 | +0.32 | 46.6% | 312.5 | 47.7% | -0.67 | 21.95 | — | — | — |
| — | — | — | 5.25 | +0.29 | 46.7% | 315 | 47.6% | -0.70 | 23.75 | — | — | — |
| — | — | — | 4.75 | +0.27 | 47.3% | 317.5 | 48.0% | -0.73 | 25.70 | — | — | — |
| — | — | — | 3.55 | +0.23 | 44.1% | 320 | 47.8% | -0.75 | 27.60 | — | — | — |
| — | — | — | 4.00 | +0.23 | 49.0% | 322.5 | 48.4% | -0.77 | 29.70 | — | — | — |
| — | — | — | 2.60 | +0.18 | 43.7% | 325 | 48.8% | -0.79 | 31.80 | — | — | — |
| — | — | — | 2.60 | +0.17 | 48.2% | 330 | 49.5% | -0.83 | 36.10 | — | — | — |
| — | — | — | 1.70 | +0.12 | 46.2% | 335 | 50.2% | -0.86 | 40.55 | — | — | — |
| — | — | — | 1.10 | +0.09 | 44.8% | 340 | 51.3% | -0.88 | 45.15 | — | — | — |
| — | — | — | 1.35 | +0.09 | 50.8% | 345 | 50.3% | -0.91 | 49.60 | — | — | — |
| — | — | — | 0.90 | +0.07 | 49.4% | 350 | 51.7% | -0.92 | 54.40 | — | — | — |
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.