Spot 192.94
· 180 contratti su 5 scadenze
· fonte storico
· catturata 13/10 15:39 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 | |
| — | — | — | 40.55 | +0.89 | 65.1% | 155 | 61.6% | -0.10 | 1.71 | — | — | — |
| — | — | — | 36.10 | +0.87 | 62.9% | 160 | 62.3% | -0.13 | 2.55 | — | — | — |
| — | — | — | 31.98 | +0.83 | 62.1% | 165 | 62.4% | -0.17 | 3.55 | — | — | — |
| — | — | — | 28.43 | +0.78 | 63.4% | 170 | 60.9% | -0.21 | 4.53 | — | — | — |
| — | — | — | 24.60 | +0.74 | 61.6% | 175 | 60.7% | -0.26 | 5.95 | — | — | — |
| — | — | — | 21.68 | +0.68 | 63.2% | 180 | 60.4% | -0.31 | 7.63 | — | — | — |
| — | — | — | 18.58 | +0.63 | 62.4% | 185 | 61.5% | -0.37 | 9.90 | — | — | — |
| — | — | — | 15.53 | +0.58 | 60.7% | 190 | 59.7% | -0.42 | 11.83 | — | — | — |
| — | — | — | 13.13 | +0.52 | 60.6% | 195 | 60.6% | -0.48 | 14.65 | — | — | — |
| — | — | — | 11.48 | +0.47 | 62.5% | 200 | 61.9% | -0.54 | 17.85 | — | — | — |
| — | — | — | 9.38 | +0.41 | 61.3% | 205 | 60.9% | -0.59 | 20.80 | — | — | — |
| — | — | — | 7.90 | +0.36 | 61.8% | 210 | 61.7% | -0.64 | 24.38 | — | — | — |
| — | — | — | 6.83 | +0.32 | 63.3% | 215 | 61.5% | -0.69 | 27.98 | — | — | — |
| — | — | — | 5.48 | +0.27 | 62.4% | 220 | 60.6% | -0.73 | 31.65 | — | — | — |
| — | — | — | 4.60 | +0.24 | 63.0% | 225 | 61.7% | -0.77 | 35.88 | — | — | — |
| — | — | — | 3.53 | +0.20 | 61.6% | 230 | 63.7% | -0.79 | 40.38 | — | — | — |
| — | — | — | 3.22 | +0.18 | 64.2% | 235 | 61.7% | -0.83 | 44.38 | — | — | — |
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.