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 | |
| — | 40.15 | 41.15 | 40.65 | — | — | 369 | — | — | 0.24 | 0.17 | 0.32 | — |
| — | 38.85 | 40.15 | 39.50 | — | — | 370 | — | — | 0.25 | 0.18 | 0.32 | — |
| — | 38.25 | 39.20 | 38.73 | — | — | 371 | — | — | 0.28 | 0.21 | 0.34 | — |
| — | 37.15 | 38.20 | 37.67 | — | — | 372 | — | — | 0.29 | 0.22 | 0.36 | — |
| — | 36.20 | 37.20 | 36.70 | — | — | 373 | — | — | 0.30 | 0.22 | 0.39 | — |
| — | 35.30 | 36.25 | 35.77 | — | — | 374 | — | — | 0.34 | 0.27 | 0.41 | — |
| — | 34.15 | 35.25 | 34.70 | — | — | 375 | — | — | 0.36 | 0.28 | 0.44 | — |
| — | 33.45 | 34.25 | 33.85 | — | — | 376 | — | — | 0.39 | 0.31 | 0.46 | — |
| — | 31.85 | 34.45 | 33.15 | — | — | 377 | — | — | 0.41 | 0.34 | 0.49 | — |
| — | 30.90 | 33.50 | 32.20 | — | — | 378 | — | — | 0.45 | 0.37 | 0.52 | — |
| — | 30.35 | 31.45 | 30.90 | — | — | 379 | — | — | 0.48 | 0.41 | 0.56 | — |
| — | 29.35 | 30.40 | 29.88 | — | — | 380 | — | — | 0.52 | 0.44 | 0.60 | — |
| — | 28.55 | 29.50 | 29.02 | — | — | 381 | — | — | 0.56 | 0.49 | 0.64 | — |
| — | 27.45 | 28.45 | 27.95 | — | — | 382 | — | — | 0.61 | 0.53 | 0.69 | — |
| — | 26.60 | 27.55 | 27.07 | — | — | 383 | — | — | 0.67 | 0.59 | 0.75 | — |
| — | 25.25 | 26.60 | 25.93 | — | — | 384 | — | — | 0.73 | 0.65 | 0.81 | — |
| — | 24.70 | 25.65 | 25.18 | — | — | 385 | — | — | 0.79 | 0.71 | 0.87 | — |
| — | 23.75 | 24.65 | 24.20 | — | — | 386 | — | — | 0.87 | 0.79 | 0.95 | — |
| — | 22.80 | 23.75 | 23.27 | — | — | 387 | — | — | 0.95 | 0.87 | 1.03 | — |
| — | 22.05 | 22.80 | 22.43 | — | — | 388 | — | — | 1.04 | 0.96 | 1.12 | — |
| — | 21.20 | 21.90 | 21.55 | — | — | 389 | — | — | 1.14 | 1.05 | 1.22 | — |
| — | 20.40 | 20.90 | 20.65 | — | — | 390 | — | — | 1.25 | 1.16 | 1.34 | — |
| — | 19.50 | 20.05 | 19.77 | — | — | 391 | — | — | 1.38 | 1.29 | 1.46 | — |
| — | 18.65 | 19.20 | 18.93 | — | — | 392 | — | — | 1.54 | 1.44 | 1.65 | — |
| — | 17.85 | 18.35 | 18.10 | — | — | 393 | — | — | 1.69 | 1.59 | 1.79 | — |
| — | 16.90 | 17.55 | 17.23 | — | — | 394 | — | — | 1.86 | 1.77 | 1.96 | — |
| — | 16.15 | 16.75 | 16.45 | — | — | 395 | — | — | 2.07 | 1.97 | 2.17 | — |
| — | 15.30 | 15.95 | 15.62 | — | — | 396 | — | — | 2.25 | 2.15 | 2.36 | — |
| — | 14.60 | 15.20 | 14.90 | — | — | 397 | — | — | 2.48 | 2.40 | 2.57 | — |
| — | 13.85 | 14.45 | 14.15 | — | — | 398 | — | — | 2.74 | 2.64 | 2.84 | — |
| — | 13.10 | 13.70 | 13.40 | — | — | 399 | — | — | 3.00 | 2.89 | 3.10 | — |
| — | 12.45 | 13.00 | 12.72 | — | — | 400 | — | — | 3.30 | 3.20 | 3.40 | — |
| — | 11.65 | 12.30 | 11.97 | — | — | 401 | — | — | 3.60 | 3.50 | 3.70 | — |
| — | 11.05 | 11.65 | 11.35 | — | — | 402 | — | — | 3.92 | 3.80 | 4.05 | — |
| — | 10.35 | 11.00 | 10.68 | — | — | 403 | — | — | 4.28 | 4.15 | 4.40 | — |
| — | 9.70 | 10.25 | 9.97 | — | — | 404 | — | — | 4.65 | 4.55 | 4.75 | — |
| — | 9.15 | 9.65 | 9.40 | — | — | 405 | — | — | 5.05 | 4.95 | 5.15 | — |
| — | 8.55 | 9.05 | 8.80 | — | — | 406 | — | — | 5.47 | 5.35 | 5.60 | — |
| — | 8.15 | 8.45 | 8.30 | — | — | 407 | — | — | 5.92 | 5.80 | 6.05 | — |
| — | 7.60 | 7.95 | 7.78 | — | — | 408 | — | — | 6.40 | 6.25 | 6.55 | — |
| — | 7.10 | 7.40 | 7.25 | — | — | 409 | — | — | 6.90 | 6.75 | 7.05 | — |
| — | 6.60 | 6.95 | 6.78 | — | — | 410 | — | — | 7.40 | 7.25 | 7.55 | — |
| — | 6.15 | 6.45 | 6.30 | — | — | 411 | — | — | 7.95 | 7.80 | 8.10 | — |
| — | 5.70 | 6.05 | 5.88 | — | — | 412 | — | — | 8.53 | 8.35 | 8.70 | — |
| — | 5.30 | 5.60 | 5.45 | — | — | 413 | — | — | 9.12 | 8.95 | 9.30 | — |
| — | 4.90 | 5.20 | 5.05 | — | — | 414 | — | — | 9.70 | 9.55 | 9.85 | — |
| — | 4.55 | 4.85 | 4.70 | — | — | 415 | — | — | 10.35 | 10.10 | 10.60 | — |
| — | 4.20 | 4.50 | 4.35 | — | — | 416 | — | — | 11.00 | 10.75 | 11.25 | — |
| — | 3.90 | 4.15 | 4.03 | — | — | 417 | — | — | 11.65 | 11.40 | 11.90 | — |
| — | 3.60 | 3.85 | 3.73 | — | — | 418 | — | — | 12.35 | 12.10 | 12.60 | — |
| — | 3.30 | 3.60 | 3.45 | — | — | 419 | — | — | 13.10 | 12.80 | 13.40 | — |
| — | 3.05 | 3.30 | 3.17 | — | — | 420 | — | — | 13.85 | 13.60 | 14.10 | — |
| — | 2.81 | 3.05 | 2.93 | — | — | 421 | — | — | 14.62 | 14.35 | 14.90 | — |
| — | 2.60 | 2.83 | 2.71 | — | — | 422 | — | — | 15.38 | 15.10 | 15.65 | — |
| — | 2.40 | 2.61 | 2.50 | — | — | 423 | — | — | 16.20 | 15.90 | 16.50 | — |
| — | 2.21 | 2.43 | 2.32 | — | — | 424 | — | — | 17.00 | 16.70 | 17.30 | — |
| — | 2.02 | 2.21 | 2.12 | — | — | 425 | — | — | 17.82 | 17.55 | 18.10 | — |
| — | 1.87 | 2.06 | 1.97 | — | — | 426 | — | — | 18.70 | 18.40 | 19.00 | — |
| — | 1.71 | 1.92 | 1.81 | — | — | 427 | — | — | 19.52 | 19.25 | 19.80 | — |
| — | 1.56 | 1.76 | 1.66 | — | — | 428 | — | — | 20.43 | 20.10 | 20.75 | — |
| — | 1.44 | 1.63 | 1.53 | — | — | 429 | — | — | 21.27 | 20.85 | 21.70 | — |
| — | 1.34 | 1.48 | 1.41 | — | — | 430 | — | — | 22.15 | 21.90 | 22.40 | — |
| — | 1.22 | 1.39 | 1.30 | — | — | 431 | — | — | 23.05 | 22.65 | 23.45 | — |
| — | 1.11 | 1.29 | 1.20 | — | — | 432 | — | — | 23.98 | 23.60 | 24.35 | — |
| — | 1.03 | 1.18 | 1.10 | — | — | 433 | — | — | 24.75 | 24.30 | 25.20 | — |
| — | 0.94 | 1.11 | 1.02 | — | — | 434 | — | — | 25.75 | 25.20 | 26.30 | — |
| — | 0.88 | 1.04 | 0.96 | — | — | 435 | — | — | 26.73 | 26.20 | 27.25 | — |
| — | 0.60 | 0.71 | 0.66 | — | — | 440 | — | — | 31.20 | 29.60 | 32.80 | — |
| — | 0.44 | 0.54 | 0.49 | — | — | 445 | — | — | 36.27 | 34.50 | 38.05 | — |
| — | 0.28 | 0.39 | 0.34 | — | — | 450 | — | — | 41.15 | 40.65 | 41.65 | — |
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.