Spot 95.87
· 264 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 06/09 15:22 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 | |
| — | 8.70 | 12.40 | 10.55 | — | — | 86 | — | — | — | — | 1.60 | — |
| — | 7.60 | 11.50 | 9.55 | — | — | 87 | — | — | — | — | 1.90 | — |
| — | 7.10 | 10.50 | 8.80 | — | — | 88 | — | — | — | — | 2.00 | — |
| — | 5.90 | 9.60 | 7.75 | — | — | 89 | — | — | — | — | 2.25 | — |
| — | 5.70 | 9.10 | 7.40 | — | — | 89.5 | — | — | — | — | 2.05 | — |
| — | 5.00 | 8.50 | 6.75 | — | — | 90 | — | — | — | — | 2.10 | — |
| — | 4.70 | 7.40 | 6.05 | — | — | 90.5 | — | — | 0.60 | 0.40 | 0.80 | — |
| — | 4.60 | 7.50 | 6.05 | — | — | 91 | — | — | — | — | 2.20 | — |
| — | 3.90 | 7.30 | 5.60 | — | — | 91.5 | — | — | — | — | 2.45 | — |
| — | 3.50 | 6.70 | 5.10 | — | — | 92 | — | — | — | — | 2.35 | — |
| — | 3.90 | 5.90 | 4.90 | — | — | 92.5 | — | — | 0.88 | 0.65 | 1.10 | — |
| — | 2.55 | 5.90 | 4.22 | — | — | 93 | — | — | — | — | 2.50 | — |
| — | 2.30 | 5.00 | 3.65 | — | — | 93.5 | — | — | 1.10 | 0.85 | 1.35 | — |
| — | 2.80 | 5.10 | 3.95 | — | — | 94 | — | — | — | — | 2.75 | — |
| — | 2.45 | 4.90 | 3.67 | — | — | 94.5 | — | — | 1.35 | 0.05 | 2.65 | — |
| — | 2.00 | 4.40 | 3.20 | — | — | 95 | — | — | 1.43 | 0.65 | 2.20 | — |
| — | 1.75 | 4.10 | 2.92 | — | — | 95.5 | — | — | 1.82 | 0.25 | 3.40 | — |
| — | 1.80 | 2.45 | 2.15 | +0.52 | 19.8% | 96 | 19.8% | -0.48 | 2.05 | 1.35 | 2.70 | — |
| — | 1.30 | 3.80 | 2.55 | — | — | 96.5 | — | — | 2.17 | 0.45 | 3.90 | — |
| — | 0.70 | 3.80 | 2.25 | — | — | 97 | — | — | 2.20 | 1.00 | 3.40 | — |
| — | 0.40 | 3.70 | 2.05 | — | — | 97.5 | — | — | 2.60 | 1.60 | 3.60 | — |
| — | 0.75 | 2.10 | 1.43 | — | — | 98 | — | — | 3.50 | 2.40 | 4.60 | — |
| — | 0.55 | 2.95 | 1.75 | — | — | 98.5 | — | — | 3.35 | 2.20 | 4.50 | — |
| — | 0.55 | 1.40 | 0.97 | — | — | 99 | — | — | 3.80 | 2.70 | 4.90 | — |
| — | 0.05 | 1.30 | 0.68 | — | — | 99.5 | — | — | 4.25 | 3.20 | 5.30 | — |
| — | 0.05 | 1.50 | 0.78 | — | — | 100 | — | — | 4.70 | 3.40 | 6.00 | — |
| — | — | 2.45 | — | — | — | 101 | — | — | 5.15 | 3.40 | 6.90 | — |
| — | — | 2.30 | — | — | — | 102 | — | — | 6.20 | 4.50 | 7.90 | — |
| — | — | 2.25 | — | — | — | 103 | — | — | 6.85 | 5.20 | 8.50 | — |
| — | — | 2.05 | — | — | — | 104 | — | — | 8.05 | 6.10 | 10.00 | — |
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.