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 | |
| — | — | — | 18.88 | +0.93 | 48.0% | 90 | — | |||||
| — | — | — | 17.70 | +0.95 | 41.0% | 91 | — | |||||
| — | — | — | 16.70 | +0.94 | 38.9% | 92 | — | |||||
| — | — | — | 15.73 | +0.94 | 37.7% | 93 | — | |||||
| — | — | — | 14.45 | +0.98 | 25.0% | 94 | — | |||||
| — | — | — | 13.58 | +0.95 | 29.3% | 95 | 27.5% | -0.04 | 0.13 | — | — | — |
| — | — | — | 12.38 | — | — | 96 | 25.3% | -0.04 | 0.12 | — | — | — |
| — | — | — | 11.43 | +0.99 | 18.7% | 97 | 30.9% | -0.09 | 0.40 | — | — | — |
| — | — | — | 10.75 | +0.91 | 27.7% | 98 | 29.7% | -0.10 | 0.45 | — | — | — |
| — | — | — | 10.15 | +0.86 | 32.3% | 99 | 40.0% | -0.19 | 1.33 | — | — | — |
| — | — | — | 8.75 | +0.90 | 23.5% | 100 | 24.8% | -0.11 | 0.42 | — | — | — |
| — | — | — | 7.80 | +0.88 | 22.2% | 101 | 23.8% | -0.13 | 0.50 | — | — | — |
| — | — | — | 7.48 | +0.79 | 28.9% | 102 | 23.2% | -0.16 | 0.62 | — | — | — |
| — | — | — | 6.15 | +0.80 | 22.3% | 103 | 23.4% | -0.21 | 0.84 | — | — | — |
| — | — | — | 5.55 | +0.74 | 24.0% | 104 | 21.4% | -0.23 | 0.90 | — | — | — |
| — | — | — | 4.83 | +0.70 | 23.8% | 105 | 22.6% | -0.29 | 1.30 | — | — | — |
| — | — | — | 4.10 | +0.65 | 23.1% | 106 | 22.7% | -0.35 | 1.66 | — | — | — |
| — | — | — | 3.53 | +0.59 | 23.3% | 107 | 22.3% | -0.40 | 2.01 | — | — | — |
| — | — | — | 2.87 | +0.54 | 22.3% | 108 | 22.3% | -0.46 | 2.47 | — | — | — |
| — | — | — | 2.45 | +0.48 | 22.8% | 109 | 23.0% | -0.52 | 3.07 | — | — | — |
| — | — | — | 2.02 | +0.42 | 22.8% | 110 | 22.8% | -0.58 | 3.63 | — | — | — |
| — | — | — | 1.78 | +0.37 | 23.9% | 111 | 17.1% | -0.68 | 3.63 | — | — | — |
| — | — | — | 1.36 | +0.32 | 23.0% | 112 | 20.3% | -0.71 | 4.68 | — | — | — |
| — | — | — | 1.08 | +0.27 | 22.9% | 113 | 23.9% | -0.72 | 5.78 | — | — | — |
| — | — | — | 1.08 | +0.25 | 25.3% | 114 | 27.1% | -0.74 | 6.85 | — | — | — |
| — | — | — | 0.62 | +0.18 | 22.3% | 115 | 27.9% | -0.77 | 7.70 | — | — | — |
| — | — | — | 0.29 | +0.11 | 19.3% | 116 | 27.2% | -0.81 | 8.45 | — | — | — |
| — | — | — | 0.69 | +0.16 | 27.2% | 117 | 27.6% | -0.83 | 9.32 | — | — | — |
| — | — | — | 1.21 | +0.21 | 35.7% | 118 | 26.8% | -0.87 | 10.13 | — | — | — |
| — | — | — | 0.19 | +0.07 | 22.0% | 119 | 25.1% | -0.90 | 10.93 | — | — | — |
| — | — | — | 0.14 | +0.05 | 22.1% | 120 | 29.6% | -0.89 | 12.08 | — | — | — |
| — | 125 | 43.0% | -0.87 | 17.38 | — | — | — | |||||
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.