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 | |
| — | 53.75 | 57.85 | 55.80 | — | — | 485 | — | — | 2.58 | 2.43 | 2.72 | — |
| — | 48.95 | 53.30 | 51.12 | — | — | 490 | — | — | 2.94 | 2.77 | 3.10 | — |
| — | 44.55 | 48.35 | 46.45 | — | — | 495 | — | — | 3.33 | 3.15 | 3.50 | — |
| — | 39.65 | 44.50 | 42.08 | — | — | 500 | — | — | 3.83 | 3.65 | 4.00 | — |
| — | 35.60 | 39.95 | 37.77 | — | — | 505 | — | — | 4.42 | 4.25 | 4.60 | — |
| — | 31.45 | 35.65 | 33.55 | — | — | 510 | — | — | 5.15 | 4.95 | 5.35 | — |
| — | 28.15 | 31.05 | 29.60 | — | — | 515 | — | — | 6.03 | 5.85 | 6.20 | — |
| — | 24.35 | 26.75 | 25.55 | — | — | 520 | — | — | 7.10 | 6.90 | 7.30 | — |
| — | 23.40 | 26.30 | 24.85 | — | — | 521 | — | — | 7.35 | 7.15 | 7.55 | — |
| — | 22.00 | 26.45 | 24.23 | — | — | 522 | — | — | 7.60 | 7.40 | 7.80 | — |
| — | 21.90 | 25.00 | 23.45 | — | — | 523 | — | — | 7.85 | 7.65 | 8.05 | — |
| — | 21.30 | 24.10 | 22.70 | — | — | 524 | — | — | 8.15 | 7.95 | 8.35 | — |
| — | 20.45 | 23.35 | 21.90 | — | — | 525 | — | — | 8.40 | 8.20 | 8.60 | — |
| — | 19.85 | 22.65 | 21.25 | — | — | 526 | — | — | 8.70 | 8.50 | 8.90 | — |
| — | 19.20 | 21.60 | 20.40 | — | — | 527 | — | — | 9.00 | 8.80 | 9.20 | — |
| — | 18.50 | 21.25 | 19.88 | — | — | 528 | — | — | 9.35 | 9.15 | 9.55 | — |
| — | 17.75 | 20.55 | 19.15 | — | — | 529 | — | — | 9.65 | 9.45 | 9.85 | — |
| — | 17.20 | 19.90 | 18.55 | — | — | 530 | — | — | 10.00 | 9.80 | 10.20 | — |
| — | 16.45 | 18.95 | 17.70 | — | — | 531 | — | — | 10.35 | 10.15 | 10.55 | — |
| — | 16.80 | 17.20 | 17.00 | — | — | 532 | — | — | 10.72 | 10.50 | 10.95 | — |
| — | 16.15 | 16.55 | 16.35 | — | — | 533 | — | — | 11.12 | 10.90 | 11.35 | — |
| — | 15.55 | 15.95 | 15.75 | — | — | 534 | — | — | 11.50 | 11.30 | 11.70 | — |
| — | 14.95 | 15.35 | 15.23 | +0.55 | 13.1% | 535 | 13.1% | -0.45 | 11.90 | 11.70 | 12.15 | — |
| — | 14.35 | 14.75 | 14.55 | — | — | 536 | — | — | 12.35 | 12.15 | 12.55 | — |
| — | 13.80 | 14.20 | 14.00 | — | — | 537 | — | — | 12.78 | 12.55 | 13.00 | — |
| — | 13.20 | 13.65 | 13.43 | — | — | 538 | — | — | 13.22 | 13.00 | 13.45 | — |
| — | 12.70 | 13.10 | 12.90 | — | — | 539 | — | — | 13.72 | 13.50 | 13.95 | — |
| — | 12.15 | 12.55 | 12.35 | — | — | 540 | — | — | 13.78 | 12.15 | 15.40 | — |
| — | 11.65 | 12.05 | 11.85 | — | — | 541 | — | — | 14.82 | 13.65 | 16.00 | — |
| — | 11.15 | 11.55 | 11.35 | — | — | 542 | — | — | 15.05 | 13.65 | 16.45 | — |
| — | 10.65 | 11.05 | 10.85 | — | — | 543 | — | — | 15.65 | 14.25 | 17.05 | — |
| — | 10.20 | 10.60 | 10.40 | — | — | 544 | — | — | 16.18 | 14.75 | 17.60 | — |
| — | 9.70 | 10.15 | 9.93 | — | — | 545 | — | — | 16.95 | 14.65 | 19.25 | — |
| — | 9.30 | 9.70 | 9.50 | — | — | 546 | — | — | 17.48 | 16.05 | 18.90 | — |
| — | 8.85 | 9.25 | 9.05 | — | — | 547 | — | — | 18.10 | 16.65 | 19.55 | — |
| — | 8.45 | 8.85 | 8.65 | — | — | 548 | — | — | 18.73 | 16.50 | 20.95 | — |
| — | 8.05 | 8.45 | 8.25 | — | — | 549 | — | — | 19.35 | 17.70 | 21.00 | — |
| — | 7.65 | 8.05 | 7.85 | — | — | 550 | — | — | 20.00 | 18.35 | 21.65 | — |
| — | 5.95 | 6.35 | 6.15 | — | — | 555 | — | — | 23.07 | 21.00 | 25.15 | — |
| — | 4.50 | 4.90 | 4.70 | — | — | 560 | — | — | 27.32 | 25.15 | 29.50 | — |
| — | 3.40 | 3.75 | 3.58 | — | — | 565 | — | — | 31.43 | 29.00 | 33.85 | — |
| — | 2.52 | 2.84 | 2.68 | — | — | 570 | — | — | 36.08 | 33.85 | 38.30 | — |
| — | 1.84 | 2.15 | 2.00 | — | — | 575 | — | — | 40.40 | 38.35 | 42.45 | — |
| — | 1.33 | 1.62 | 1.48 | — | — | 580 | — | — | 45.15 | 42.80 | 47.50 | — |
| — | 0.95 | 1.22 | 1.08 | — | — | 585 | — | — | 50.08 | 47.65 | 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.