Spot 108.05
· 189 contratti su 5 scadenze
· fonte storico
· catturata 10/10 06:23 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 | |
| — | — | — | 17.93 | — | — | 90 | 57.9% | -0.01 | 0.03 | — | — | — |
| — | — | — | 16.70 | — | — | 91 | — | |||||
| — | — | — | 15.90 | — | — | 92 | — | |||||
| — | — | — | 15.00 | — | — | 93 | — | |||||
| — | — | — | 13.90 | — | — | 94 | — | |||||
| — | — | — | 13.13 | +0.99 | 37.2% | 95 | 53.3% | -0.04 | 0.12 | — | — | — |
| — | — | — | 12.20 | +0.97 | 46.2% | 96 | — | |||||
| — | — | — | 11.15 | +0.98 | 36.6% | 97 | 42.8% | -0.03 | 0.08 | — | — | — |
| — | — | — | 10.45 | +0.91 | 53.6% | 98 | 37.5% | -0.03 | 0.06 | — | — | — |
| — | — | — | 9.40 | +0.92 | 47.3% | 99 | 39.0% | -0.05 | 0.12 | — | — | — |
| — | — | — | 8.13 | +0.99 | 23.7% | 100 | 30.0% | -0.03 | 0.05 | — | — | — |
| — | — | — | 7.23 | +0.95 | 31.1% | 101 | 29.2% | -0.04 | 0.08 | — | — | — |
| — | — | — | 6.03 | — | — | 102 | 24.3% | -0.04 | 0.06 | — | — | — |
| — | — | — | 5.35 | +0.89 | 28.9% | 103 | 23.4% | -0.06 | 0.10 | — | — | — |
| — | — | — | 4.33 | +0.88 | 24.0% | 104 | 21.4% | -0.09 | 0.14 | — | — | — |
| — | — | — | 3.40 | +0.84 | 21.7% | 105 | 20.9% | -0.15 | 0.25 | — | — | — |
| — | — | — | 2.71 | +0.73 | 23.7% | 106 | 20.8% | -0.24 | 0.45 | — | — | — |
| — | — | — | 1.94 | +0.64 | 21.9% | 107 | 21.1% | -0.36 | 0.77 | — | — | — |
| — | — | — | 1.34 | +0.52 | 21.4% | 108 | 21.4% | -0.48 | 1.22 | — | — | — |
| — | — | — | 0.88 | +0.40 | 21.2% | 109 | 18.9% | -0.62 | 1.63 | — | — | — |
| — | — | — | 0.56 | +0.29 | 21.4% | 110 | 20.2% | -0.73 | 2.38 | — | — | — |
| — | — | — | 0.34 | +0.19 | 21.6% | 111 | 24.8% | -0.77 | 3.36 | — | — | — |
| — | — | — | 0.21 | +0.13 | 22.2% | 112 | 22.5% | -0.87 | 4.10 | — | — | — |
| — | — | — | 0.12 | +0.08 | 22.4% | 113 | 30.3% | -0.85 | 5.23 | — | — | — |
| — | — | — | 0.07 | +0.05 | 22.9% | 114 | 40.3% | -0.82 | 6.45 | — | — | — |
| — | — | — | 0.06 | +0.04 | 25.2% | 115 | — | — | 6.58 | — | — | — |
| — | 116 | 45.5% | -0.86 | 8.35 | — | — | — | |||||
| — | 117 | 51.7% | -0.86 | 9.43 | — | — | — | |||||
| — | — | — | 0.02 | +0.01 | 33.0% | 120 | 49.6% | -0.93 | 12.10 | — | — | — |
| — | — | — | 0.02 | +0.01 | 43.9% | 125 | 80.9% | -0.89 | 17.48 | — | — | — |
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.