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 | |
| — | — | — | 38.55 | +0.97 | 118.9% | 155 | — | |||||
| — | — | — | 35.73 | +1.00 | 69.9% | 157.5 | — | |||||
| — | — | — | 33.58 | +0.96 | 106.2% | 160 | 84.3% | -0.01 | 0.09 | — | — | — |
| — | — | — | 30.65 | — | — | 162.5 | — | |||||
| — | — | — | 28.55 | +0.96 | 90.2% | 165 | 64.6% | -0.01 | 0.04 | — | — | — |
| — | — | — | 25.73 | +1.00 | 50.5% | 167.5 | — | |||||
| — | — | — | 23.40 | +0.97 | 67.7% | 170 | 55.4% | -0.01 | 0.05 | — | — | — |
| — | — | — | 20.75 | +0.99 | 46.5% | 172.5 | 51.1% | -0.02 | 0.06 | — | — | — |
| — | — | — | 18.58 | +0.94 | 63.2% | 175 | 49.3% | -0.03 | 0.10 | — | — | — |
| — | — | — | 15.53 | — | — | 177.5 | 48.3% | -0.04 | 0.18 | — | — | — |
| — | — | — | 13.58 | +0.92 | 48.8% | 180 | 45.6% | -0.07 | 0.27 | — | — | — |
| — | — | — | 11.48 | +0.86 | 51.7% | 182.5 | 44.9% | -0.11 | 0.48 | — | — | — |
| — | — | — | 9.30 | +0.81 | 49.2% | 185 | 45.0% | -0.17 | 0.86 | — | — | — |
| — | — | — | 6.78 | +0.77 | 39.3% | 187.5 | 45.4% | -0.26 | 1.45 | — | — | — |
| — | — | — | 5.48 | +0.65 | 45.6% | 190 | 43.8% | -0.35 | 2.13 | — | — | — |
| — | — | — | 3.88 | +0.54 | 43.6% | 192.5 | 43.6% | -0.46 | 3.16 | — | — | — |
| — | — | — | 2.77 | +0.43 | 44.3% | 195 | 49.6% | -0.56 | 4.97 | — | — | — |
| — | — | — | 1.90 | +0.33 | 44.7% | 197.5 | 47.4% | -0.66 | 6.38 | — | — | — |
| — | — | — | 1.15 | +0.23 | 43.4% | 200 | 45.0% | -0.76 | 8.03 | — | — | — |
| — | — | — | 0.72 | +0.16 | 43.7% | 202.5 | 44.8% | -0.84 | 10.05 | — | — | — |
| — | — | — | 0.57 | +0.12 | 47.6% | 205 | 48.3% | -0.87 | 12.38 | — | — | — |
| — | — | — | 0.39 | +0.09 | 49.2% | 207.5 | 38.2% | -0.96 | 14.40 | — | — | — |
| — | — | — | 0.20 | +0.05 | 47.8% | 210 | 54.5% | -0.92 | 17.15 | — | — | — |
| — | — | — | 0.14 | +0.04 | 49.7% | 212.5 | 57.6% | -0.94 | 19.58 | — | — | — |
| — | — | — | 0.09 | +0.02 | 50.8% | 215 | 59.3% | -0.95 | 22.00 | — | — | — |
| — | — | — | 0.51 | +0.08 | 76.7% | 217.5 | 67.0% | -0.95 | 24.55 | — | — | — |
| — | — | — | 0.48 | +0.07 | 81.1% | 220 | 69.3% | -0.96 | 27.00 | — | — | — |
| — | 225 | 97.0% | -0.93 | 32.40 | — | — | — | |||||
| — | 230 | 101.4% | -0.94 | 37.25 | — | — | — | |||||
| — | 235 | 96.8% | -0.97 | 42.00 | — | — | — | |||||
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.