Spot 535.06
· 676 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 06/09 15:21 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 | |
| — | 50.90 | 51.35 | 51.12 | — | — | 485 | — | — | 0.41 | 0.35 | 0.46 | — |
| — | 45.90 | 46.40 | 46.15 | — | — | 490 | — | — | 0.47 | 0.42 | 0.53 | — |
| — | 41.05 | 41.50 | 41.27 | — | — | 495 | — | — | 0.58 | 0.50 | 0.66 | — |
| — | 40.00 | 40.55 | 40.27 | — | — | 496 | — | — | 0.61 | 0.53 | 0.70 | — |
| — | 39.10 | 39.55 | 39.33 | — | — | 497 | — | — | 0.64 | 0.57 | 0.70 | — |
| — | 38.05 | 38.60 | 38.33 | — | — | 498 | — | — | 0.66 | 0.59 | 0.73 | — |
| — | 37.15 | 37.60 | 37.38 | — | — | 499 | — | — | 0.69 | 0.62 | 0.76 | — |
| — | 36.10 | 36.65 | 36.38 | — | — | 500 | — | — | 0.72 | 0.65 | 0.79 | — |
| — | 35.20 | 35.65 | 35.42 | — | — | 501 | — | — | 0.76 | 0.69 | 0.82 | — |
| — | 34.25 | 34.70 | 34.48 | — | — | 502 | — | — | 0.80 | 0.73 | 0.86 | — |
| — | 33.25 | 33.70 | 33.48 | — | — | 503 | — | — | 0.83 | 0.74 | 0.93 | — |
| — | 32.30 | 32.75 | 32.52 | — | — | 504 | — | — | 0.87 | 0.80 | 0.94 | — |
| — | 31.35 | 31.80 | 31.57 | — | — | 505 | — | — | 0.93 | 0.83 | 1.02 | — |
| — | 30.40 | 30.85 | 30.62 | — | — | 506 | — | — | 0.95 | 0.88 | 1.02 | — |
| — | 29.35 | 29.90 | 29.62 | — | — | 507 | — | — | 1.01 | 0.93 | 1.09 | — |
| — | 28.40 | 28.95 | 28.68 | — | — | 508 | — | — | 1.07 | 1.00 | 1.14 | — |
| — | 27.55 | 28.00 | 27.77 | — | — | 509 | — | — | 1.14 | 1.04 | 1.24 | — |
| — | 26.60 | 27.05 | 26.82 | — | — | 510 | — | — | 1.20 | 1.10 | 1.30 | — |
| — | 25.65 | 26.10 | 25.88 | — | — | 511 | — | — | 1.27 | 1.20 | 1.34 | — |
| — | 24.70 | 25.15 | 24.93 | — | — | 512 | — | — | 1.35 | 1.25 | 1.45 | — |
| — | 23.80 | 24.25 | 24.02 | — | — | 513 | — | — | 1.44 | 1.33 | 1.54 | — |
| — | 22.80 | 23.35 | 23.07 | — | — | 514 | — | — | 1.52 | 1.42 | 1.63 | — |
| — | 21.95 | 22.40 | 22.18 | — | — | 515 | — | — | 1.62 | 1.52 | 1.73 | — |
| — | 21.05 | 21.50 | 21.27 | — | — | 516 | — | — | 1.72 | 1.63 | 1.81 | — |
| — | 20.15 | 20.60 | 20.38 | — | — | 517 | — | — | 1.83 | 1.73 | 1.93 | — |
| — | 19.30 | 19.70 | 19.50 | — | — | 518 | — | — | 1.97 | 1.86 | 2.08 | — |
| — | 18.40 | 18.85 | 18.62 | — | — | 519 | — | — | 2.10 | 1.99 | 2.22 | — |
| — | 17.55 | 17.95 | 17.75 | — | — | 520 | — | — | 2.25 | 2.14 | 2.36 | — |
| — | 16.70 | 17.10 | 16.90 | — | — | 521 | — | — | 2.40 | 2.29 | 2.52 | — |
| — | 15.85 | 16.25 | 16.05 | — | — | 522 | — | — | 2.58 | 2.46 | 2.69 | — |
| — | 15.00 | 15.45 | 15.22 | — | — | 523 | — | — | 2.77 | 2.65 | 2.88 | — |
| — | 14.20 | 14.60 | 14.40 | — | — | 524 | — | — | 2.98 | 2.85 | 3.10 | — |
| — | 13.40 | 13.80 | 13.60 | — | — | 525 | — | — | 3.17 | 3.05 | 3.30 | — |
| — | 12.65 | 13.05 | 12.85 | — | — | 526 | — | — | 3.40 | 3.25 | 3.55 | — |
| — | 11.85 | 12.25 | 12.05 | — | — | 527 | — | — | 3.65 | 3.50 | 3.80 | — |
| — | 11.15 | 11.50 | 11.32 | — | — | 528 | — | — | 3.92 | 3.80 | 4.05 | — |
| — | 10.40 | 10.75 | 10.57 | — | — | 529 | — | — | 4.20 | 4.05 | 4.35 | — |
| — | 9.70 | 10.05 | 9.88 | — | — | 530 | — | — | 4.50 | 4.35 | 4.65 | — |
| — | 9.00 | 9.35 | 9.18 | — | — | 531 | — | — | 4.85 | 4.70 | 5.00 | — |
| — | 8.35 | 8.70 | 8.53 | — | — | 532 | — | — | 5.20 | 5.05 | 5.35 | — |
| — | 8.05 | 8.35 | 8.20 | — | — | 532.5 | — | — | 5.40 | 5.25 | 5.55 | — |
| — | 7.75 | 8.05 | 7.90 | — | — | 533 | — | — | 5.55 | 5.40 | 5.70 | — |
| — | 7.15 | 7.45 | 7.30 | — | — | 534 | — | — | 5.95 | 5.80 | 6.10 | — |
| — | 6.55 | 6.85 | 6.80 | +0.52 | 11.1% | 535 | 11.1% | -0.48 | 6.35 | 6.25 | 6.55 | — |
| — | 6.00 | 6.30 | 6.15 | — | — | 536 | — | — | 6.88 | 6.70 | 7.05 | — |
| — | 5.50 | 5.80 | 5.65 | — | — | 537 | — | — | 7.35 | 7.20 | 7.50 | — |
| — | 5.25 | 5.55 | 5.40 | — | — | 537.5 | — | — | 7.62 | 7.45 | 7.80 | — |
| — | 5.00 | 5.30 | 5.15 | — | — | 538 | — | — | 7.90 | 7.75 | 8.05 | — |
| — | 4.55 | 4.85 | 4.70 | — | — | 539 | — | — | 8.45 | 8.30 | 8.60 | — |
| — | 4.10 | 4.40 | 4.25 | — | — | 540 | — | — | 9.03 | 8.85 | 9.20 | — |
| — | 3.70 | 4.00 | 3.85 | — | — | 541 | — | — | 9.62 | 9.45 | 9.80 | — |
| — | 3.35 | 3.60 | 3.48 | — | — | 542 | — | — | 10.28 | 10.10 | 10.45 | — |
| — | 3.15 | 3.45 | 3.30 | — | — | 542.5 | — | — | 10.60 | 10.40 | 10.80 | — |
| — | 3.00 | 3.25 | 3.12 | — | — | 543 | — | — | 10.93 | 10.75 | 11.10 | — |
| — | 2.69 | 2.93 | 2.81 | — | — | 544 | — | — | 11.60 | 11.40 | 11.80 | — |
| — | 2.40 | 2.63 | 2.52 | — | — | 545 | — | — | 12.35 | 12.15 | 12.55 | — |
| — | 2.13 | 2.36 | 2.25 | — | — | 546 | — | — | 13.10 | 12.90 | 13.30 | — |
| — | 1.88 | 2.11 | 2.00 | — | — | 547 | — | — | 13.85 | 13.65 | 14.05 | — |
| — | 1.77 | 1.99 | 1.88 | — | — | 547.5 | — | — | 14.25 | 14.05 | 14.45 | — |
| — | 1.66 | 1.89 | 1.77 | — | — | 548 | — | — | 14.62 | 14.40 | 14.85 | — |
| — | 1.48 | 1.68 | 1.58 | — | — | 549 | — | — | 15.32 | 13.25 | 17.40 | — |
| — | 1.29 | 1.51 | 1.40 | — | — | 550 | — | — | 16.12 | 14.00 | 18.25 | — |
| — | 1.13 | 1.33 | 1.23 | — | — | 551 | — | — | 17.10 | 14.70 | 19.50 | — |
| — | 1.02 | 1.19 | 1.10 | — | — | 552 | — | — | 18.00 | 15.55 | 20.45 | — |
| — | 0.92 | 1.13 | 1.02 | — | — | 552.5 | — | — | 18.25 | 16.10 | 20.40 | — |
| — | 0.90 | 1.06 | 0.98 | — | — | 553 | — | — | 18.62 | 16.65 | 20.60 | — |
| — | 0.75 | 0.95 | 0.85 | — | — | 554 | — | — | 19.85 | 17.50 | 22.20 | — |
| — | 0.66 | 0.85 | 0.76 | — | — | 555 | — | — | 20.55 | 18.15 | 22.95 | — |
| — | 0.60 | 0.75 | 0.68 | — | — | 556 | — | — | 21.50 | 19.05 | 23.95 | — |
| — | 0.50 | 0.68 | 0.59 | — | — | 557 | — | — | 22.50 | 20.05 | 24.95 | — |
| — | 0.46 | 0.65 | 0.56 | — | — | 557.5 | — | — | 22.95 | 20.50 | 25.40 | — |
| — | 0.43 | 0.61 | 0.52 | — | — | 558 | — | — | 23.45 | 21.00 | 25.90 | — |
| — | 0.37 | 0.55 | 0.46 | — | — | 559 | — | — | 24.30 | 22.25 | 26.35 | — |
| — | 0.32 | 0.49 | 0.41 | — | — | 560 | — | — | 25.27 | 23.00 | 27.55 | — |
| — | 0.28 | 0.44 | 0.36 | — | — | 561 | — | — | 26.23 | 24.20 | 28.25 | — |
| — | 0.26 | 0.40 | 0.33 | — | — | 562 | — | — | 27.32 | 25.00 | 29.65 | — |
| — | 0.21 | 0.36 | 0.28 | — | — | 563 | — | — | 28.18 | 25.85 | 30.50 | — |
| — | 0.18 | 0.32 | 0.25 | — | — | 564 | — | — | 29.10 | 26.70 | 31.50 | — |
| — | 0.16 | 0.29 | 0.23 | — | — | 565 | — | — | 30.12 | 27.75 | 32.50 | — |
| — | 0.14 | 0.26 | 0.20 | — | — | 566 | — | — | 31.12 | 28.75 | 33.50 | — |
| — | 0.13 | 0.24 | 0.18 | — | — | 567 | — | — | 32.02 | 29.60 | 34.45 | — |
| — | 0.10 | 0.22 | 0.16 | — | — | 568 | — | — | 33.02 | 30.60 | 35.45 | — |
| — | 0.09 | 0.20 | 0.14 | — | — | 569 | — | — | 34.00 | 31.60 | 36.40 | — |
| — | 0.08 | 0.18 | 0.13 | — | — | 570 | — | — | 35.08 | 32.65 | 37.50 | — |
| — | 0.07 | 0.16 | 0.12 | — | — | 571 | — | — | 36.08 | 33.65 | 38.50 | — |
| — | 0.06 | 0.15 | 0.10 | — | — | 572 | — | — | 37.08 | 34.65 | 39.50 | — |
| — | 0.05 | 0.14 | 0.10 | — | — | 573 | — | — | 38.00 | 35.60 | 40.40 | — |
| — | 0.03 | 0.13 | 0.08 | — | — | 574 | — | — | 39.08 | 36.65 | 41.50 | — |
| — | 0.03 | 0.12 | 0.07 | — | — | 575 | — | — | 40.02 | 37.65 | 42.40 | — |
| — | — | 0.08 | — | — | — | 580 | — | — | 45.08 | 42.65 | 47.50 | — |
| — | — | 0.06 | — | — | — | 585 | — | — | 50.05 | 47.60 | 52.50 | — |
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.