Spot 408.89
· 494 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 06/09 15:31 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 | |
| — | 39.45 | 40.95 | 40.20 | — | — | 369 | — | — | 0.09 | 0.02 | 0.15 | — |
| — | 38.60 | 39.95 | 39.27 | — | — | 370 | — | — | 0.07 | 0.02 | 0.13 | — |
| — | 37.60 | 39.00 | 38.30 | — | — | 371 | — | — | 0.06 | 0.02 | 0.10 | — |
| — | 36.85 | 37.80 | 37.33 | — | — | 372 | — | — | 0.08 | 0.02 | 0.14 | — |
| — | 35.60 | 36.90 | 36.25 | — | — | 373 | — | — | 0.09 | 0.04 | 0.13 | — |
| — | 34.85 | 35.80 | 35.33 | — | — | 374 | — | — | 0.08 | 0.01 | 0.15 | — |
| — | 33.80 | 34.90 | 34.35 | — | — | 375 | — | — | 0.10 | 0.04 | 0.15 | — |
| — | 32.65 | 33.95 | 33.30 | — | — | 376 | — | — | 0.09 | 0.05 | 0.12 | — |
| — | 31.85 | 32.85 | 32.35 | — | — | 377 | — | — | 0.12 | 0.07 | 0.17 | — |
| — | 30.70 | 33.60 | 32.15 | — | — | 377.5 | — | — | 0.10 | 0.04 | 0.16 | — |
| — | 30.85 | 31.85 | 31.35 | — | — | 378 | — | — | 0.13 | 0.08 | 0.18 | — |
| — | 29.85 | 30.95 | 30.40 | — | — | 379 | — | — | 0.13 | 0.07 | 0.19 | — |
| — | 28.85 | 29.85 | 29.35 | — | — | 380 | — | — | 0.13 | 0.08 | 0.18 | — |
| — | 27.95 | 28.85 | 28.40 | — | — | 381 | — | — | 0.17 | 0.08 | 0.27 | — |
| — | 26.70 | 27.95 | 27.32 | — | — | 382 | — | — | 0.20 | 0.11 | 0.28 | — |
| — | 25.30 | 28.50 | 26.90 | — | — | 382.5 | — | — | 0.20 | 0.11 | 0.30 | — |
| — | 25.60 | 27.00 | 26.30 | — | — | 383 | — | — | 0.20 | 0.12 | 0.27 | — |
| — | 24.75 | 25.95 | 25.35 | — | — | 384 | — | — | 0.20 | 0.13 | 0.28 | — |
| — | 23.80 | 25.00 | 24.40 | — | — | 385 | — | — | 0.23 | 0.16 | 0.29 | — |
| — | 23.10 | 23.65 | 23.38 | — | — | 386 | — | — | 0.28 | 0.21 | 0.35 | — |
| — | 22.15 | 22.70 | 22.43 | — | — | 387 | — | — | 0.32 | 0.25 | 0.39 | — |
| — | 21.65 | 22.25 | 21.95 | — | — | 387.5 | — | — | 0.34 | 0.27 | 0.41 | — |
| — | 20.95 | 21.75 | 21.35 | — | — | 388 | — | — | 0.36 | 0.29 | 0.43 | — |
| — | 20.15 | 20.80 | 20.48 | — | — | 389 | — | — | 0.41 | 0.34 | 0.47 | — |
| — | 19.05 | 19.85 | 19.45 | — | — | 390 | — | — | 0.46 | 0.39 | 0.52 | — |
| — | 18.05 | 18.90 | 18.48 | — | — | 391 | — | — | 0.52 | 0.45 | 0.58 | — |
| — | 17.40 | 18.00 | 17.70 | — | — | 392 | — | — | 0.59 | 0.53 | 0.66 | — |
| — | 16.50 | 17.05 | 16.77 | — | — | 393 | — | — | 0.69 | 0.61 | 0.76 | — |
| — | 15.55 | 16.15 | 15.85 | — | — | 394 | — | — | 0.78 | 0.71 | 0.84 | — |
| — | 14.80 | 15.25 | 15.03 | — | — | 395 | — | — | 0.87 | 0.83 | 0.91 | — |
| — | 13.85 | 14.40 | 14.12 | — | — | 396 | — | — | 1.03 | 0.96 | 1.11 | — |
| — | 13.00 | 13.55 | 13.28 | — | — | 397 | — | — | 1.19 | 1.11 | 1.26 | — |
| — | 12.15 | 12.70 | 12.43 | — | — | 398 | — | — | 1.36 | 1.28 | 1.44 | — |
| — | 11.35 | 11.90 | 11.62 | — | — | 399 | — | — | 1.55 | 1.47 | 1.64 | — |
| — | 10.55 | 11.15 | 10.85 | — | — | 400 | — | — | 1.79 | 1.71 | 1.88 | — |
| — | 9.90 | 10.40 | 10.15 | — | — | 401 | — | — | 2.02 | 1.94 | 2.11 | — |
| — | 9.25 | 9.65 | 9.45 | — | — | 402 | — | — | 2.31 | 2.22 | 2.40 | — |
| — | 8.50 | 8.95 | 8.72 | — | — | 403 | — | — | 2.62 | 2.52 | 2.71 | — |
| — | 7.85 | 8.30 | 8.07 | — | — | 404 | — | — | 2.93 | 2.81 | 3.05 | — |
| — | 7.10 | 7.65 | 7.38 | — | — | 405 | — | — | 3.33 | 3.20 | 3.45 | — |
| — | 6.50 | 7.05 | 6.78 | — | — | 406 | — | — | 3.73 | 3.60 | 3.85 | — |
| — | 6.05 | 6.40 | 6.22 | — | — | 407 | — | — | 4.15 | 4.05 | 4.25 | — |
| — | 5.45 | 5.85 | 5.65 | — | — | 408 | — | — | 4.60 | 4.50 | 4.70 | — |
| — | 4.95 | 5.35 | 5.15 | — | — | 409 | — | — | 5.10 | 5.00 | 5.20 | — |
| — | 4.50 | 4.80 | 4.65 | — | — | 410 | — | — | 5.62 | 5.50 | 5.75 | — |
| — | 4.10 | 4.40 | 4.25 | — | — | 411 | — | — | 6.20 | 6.05 | 6.35 | — |
| — | 3.70 | 3.95 | 3.83 | — | — | 412 | — | — | 6.78 | 6.65 | 6.90 | — |
| — | 3.25 | 3.60 | 3.42 | — | — | 413 | — | — | 7.45 | 7.30 | 7.60 | — |
| — | 2.97 | 3.25 | 3.11 | — | — | 414 | — | — | 8.10 | 7.90 | 8.30 | — |
| — | 2.65 | 2.85 | 2.75 | — | — | 415 | — | — | 8.80 | 8.60 | 9.00 | — |
| — | 2.38 | 2.64 | 2.51 | — | — | 416 | — | — | 9.50 | 9.30 | 9.70 | — |
| — | 2.11 | 2.38 | 2.25 | — | — | 417 | — | — | 10.25 | 10.05 | 10.45 | — |
| — | 1.89 | 2.13 | 2.01 | — | — | 418 | — | — | 11.00 | 10.80 | 11.20 | — |
| — | 1.65 | 1.91 | 1.78 | — | — | 419 | — | — | 11.80 | 11.60 | 12.00 | — |
| — | 1.51 | 1.68 | 1.59 | — | — | 420 | — | — | 12.60 | 12.40 | 12.80 | — |
| — | 1.33 | 1.55 | 1.44 | — | — | 421 | — | — | 13.43 | 13.20 | 13.65 | — |
| — | 1.18 | 1.38 | 1.28 | — | — | 422 | — | — | 14.28 | 14.05 | 14.50 | — |
| — | 1.04 | 1.23 | 1.14 | — | — | 423 | — | — | 15.12 | 14.90 | 15.35 | — |
| — | 0.89 | 1.10 | 0.99 | — | — | 424 | — | — | 16.02 | 15.80 | 16.25 | — |
| — | 0.78 | 0.98 | 0.88 | — | — | 425 | — | — | 16.90 | 16.70 | 17.10 | — |
| — | 0.69 | 0.86 | 0.78 | — | — | 426 | — | — | 17.82 | 17.60 | 18.05 | — |
| — | 0.60 | 0.76 | 0.68 | — | — | 427 | — | — | 18.73 | 18.40 | 19.05 | — |
| — | 0.56 | 0.70 | 0.63 | — | — | 428 | — | — | 19.68 | 19.25 | 20.10 | — |
| — | 0.47 | 0.67 | 0.57 | — | — | 429 | — | — | 20.68 | 20.20 | 21.15 | — |
| — | 0.42 | 0.56 | 0.49 | — | — | 430 | — | — | 21.52 | 21.05 | 22.00 | — |
| — | 0.36 | 0.55 | 0.46 | — | — | 431 | — | — | 22.62 | 21.40 | 23.85 | — |
| — | 0.31 | 0.52 | 0.41 | — | — | 432 | — | — | 23.05 | 21.80 | 24.30 | — |
| — | 0.28 | 0.41 | 0.34 | — | — | 433 | — | — | 24.27 | 23.70 | 24.85 | — |
| — | 0.24 | 0.42 | 0.33 | — | — | 434 | — | — | 25.50 | 24.90 | 26.10 | — |
| — | 0.26 | 0.39 | 0.33 | — | — | 435 | — | — | 26.30 | 25.70 | 26.90 | — |
| — | 0.12 | 0.21 | 0.17 | — | — | 440 | — | — | 31.20 | 30.55 | 31.85 | — |
| — | 0.06 | 0.14 | 0.10 | — | — | 445 | — | — | 36.25 | 34.60 | 37.90 | — |
| — | 0.01 | 0.16 | 0.09 | — | — | 450 | — | — | 41.05 | 40.40 | 41.70 | — |
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.