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 | |
| — | — | — | 18.40 | +0.98 | 49.2% | 90 | — | |||||
| — | — | — | 17.35 | +0.98 | 41.9% | 91 | — | |||||
| — | — | — | 16.08 | — | — | 92 | 36.9% | -0.01 | 0.03 | — | — | — |
| — | — | — | 14.95 | — | — | 93 | 37.4% | -0.02 | 0.05 | — | — | — |
| — | — | — | 13.78 | — | — | 94 | 32.6% | -0.01 | 0.03 | — | — | — |
| — | — | — | 12.93 | — | — | 95 | 33.8% | -0.02 | 0.06 | — | — | — |
| — | — | — | 11.80 | — | — | 96 | — | |||||
| — | — | — | 10.68 | — | — | 97 | — | |||||
| — | — | — | 10.25 | — | — | 98 | 28.9% | -0.04 | 0.09 | — | — | — |
| — | — | — | 8.98 | — | — | 99 | 25.9% | -0.04 | 0.08 | — | — | — |
| — | — | — | 8.28 | — | — | 100 | 24.0% | -0.04 | 0.09 | — | — | — |
| — | — | — | 7.30 | +1.00 | 4.8% | 101 | 23.3% | -0.06 | 0.13 | — | — | — |
| — | — | — | 6.63 | +0.88 | 26.4% | 102 | 21.7% | -0.08 | 0.16 | — | — | — |
| — | — | — | 5.58 | +0.88 | 22.1% | 103 | 22.8% | -0.13 | 0.31 | — | — | — |
| — | — | — | 4.80 | +0.82 | 23.3% | 104 | 22.3% | -0.17 | 0.44 | — | — | — |
| — | — | — | 4.00 | +0.76 | 23.0% | 105 | 22.4% | -0.23 | 0.66 | — | — | — |
| — | — | — | 3.28 | +0.69 | 22.9% | 106 | 21.7% | -0.30 | 0.89 | — | — | — |
| — | — | — | 2.62 | +0.62 | 22.6% | 107 | 21.1% | -0.38 | 1.20 | — | — | — |
| — | — | — | 1.99 | +0.53 | 21.7% | 108 | 21.7% | -0.47 | 1.69 | — | — | — |
| — | — | — | 1.53 | +0.45 | 21.9% | 109 | 22.9% | -0.55 | 2.31 | — | — | — |
| — | — | — | 1.12 | +0.36 | 21.7% | 110 | 21.2% | -0.64 | 2.78 | — | — | — |
| — | — | — | 0.79 | +0.29 | 21.4% | 111 | 24.2% | -0.69 | 3.70 | — | — | — |
| — | — | — | 0.56 | +0.22 | 21.5% | 112 | 25.9% | -0.74 | 4.55 | — | — | — |
| — | — | — | 0.41 | +0.17 | 22.0% | 113 | 29.8% | -0.76 | 5.58 | — | — | — |
| — | — | — | 0.27 | +0.12 | 21.9% | 114 | 30.2% | -0.80 | 6.40 | — | — | — |
| — | — | — | 0.20 | +0.09 | 22.6% | 115 | 20.4% | -0.93 | 6.83 | — | — | — |
| — | — | — | 0.18 | +0.08 | 24.4% | 116 | 32.9% | -0.85 | 8.23 | — | — | — |
| — | 117 | 43.5% | -0.81 | 9.65 | — | — | — | |||||
| — | — | — | 0.13 | +0.05 | 26.9% | 118 | 35.2% | -0.89 | 10.10 | — | — | — |
| — | — | — | 0.24 | +0.08 | 33.1% | 119 | 46.0% | -0.84 | 11.48 | — | — | — |
| — | — | — | 0.14 | +0.05 | 31.5% | 120 | 46.6% | -0.86 | 12.38 | — | — | — |
| — | 121 | 53.6% | -0.84 | 13.60 | — | — | — | |||||
| — | 122 | 54.8% | -0.85 | 14.53 | — | — | — | |||||
| — | 123 | 59.4% | -0.85 | 15.63 | — | — | — | |||||
| — | — | — | 0.91 | +0.14 | 63.9% | 125 | 61.0% | -0.87 | 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.