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 | |
| — | 40.80 | 43.55 | 42.17 | — | — | 369 | — | — | 0.86 | 0.71 | 1.01 | — |
| — | 40.25 | 41.35 | 40.80 | — | — | 370 | — | — | 0.88 | 0.77 | 0.98 | — |
| — | 39.05 | 40.45 | 39.75 | — | — | 371 | — | — | 0.91 | 0.83 | 0.98 | — |
| — | 38.15 | 39.45 | 38.80 | — | — | 372 | — | — | 1.01 | 0.87 | 1.15 | — |
| — | 37.20 | 38.55 | 37.88 | — | — | 373 | — | — | 1.02 | 0.93 | 1.11 | — |
| — | 36.55 | 37.65 | 37.10 | — | — | 374 | — | — | 1.11 | 1.00 | 1.23 | — |
| — | 35.35 | 36.65 | 36.00 | — | — | 375 | — | — | 1.18 | 1.07 | 1.28 | — |
| — | 34.40 | 35.80 | 35.10 | — | — | 376 | — | — | 1.24 | 1.17 | 1.31 | — |
| — | 33.55 | 34.80 | 34.17 | — | — | 377 | — | — | 1.33 | 1.22 | 1.45 | — |
| — | 32.60 | 33.85 | 33.23 | — | — | 378 | — | — | 1.42 | 1.33 | 1.51 | — |
| — | 31.75 | 33.00 | 32.38 | — | — | 379 | — | — | 1.52 | 1.40 | 1.64 | — |
| — | 30.80 | 32.05 | 31.43 | — | — | 380 | — | — | 1.62 | 1.50 | 1.74 | — |
| — | 29.95 | 31.15 | 30.55 | — | — | 381 | — | — | 1.73 | 1.61 | 1.85 | — |
| — | 29.05 | 30.30 | 29.68 | — | — | 382 | — | — | 1.84 | 1.71 | 1.98 | — |
| — | 28.55 | 29.40 | 28.98 | — | — | 383 | — | — | 1.98 | 1.86 | 2.09 | — |
| — | 27.30 | 28.55 | 27.93 | — | — | 384 | — | — | 2.10 | 1.96 | 2.23 | — |
| — | 26.50 | 27.80 | 27.15 | — | — | 385 | — | — | 2.23 | 2.10 | 2.37 | — |
| — | 25.95 | 26.85 | 26.40 | — | — | 386 | — | — | 2.40 | 2.25 | 2.54 | — |
| — | 24.75 | 26.20 | 25.48 | — | — | 387 | — | — | 2.56 | 2.43 | 2.70 | — |
| — | 23.95 | 25.20 | 24.57 | — | — | 388 | — | — | 2.73 | 2.57 | 2.88 | — |
| — | 23.15 | 24.40 | 23.77 | — | — | 389 | — | — | 2.96 | 2.81 | 3.10 | — |
| — | 22.40 | 23.80 | 23.10 | — | — | 390 | — | — | 3.15 | 3.00 | 3.30 | — |
| — | 21.60 | 22.80 | 22.20 | — | — | 391 | — | — | 3.38 | 3.20 | 3.55 | — |
| — | 20.85 | 22.20 | 21.52 | — | — | 392 | — | — | 3.58 | 3.40 | 3.75 | — |
| — | 20.05 | 21.25 | 20.65 | — | — | 393 | — | — | 3.80 | 3.60 | 4.00 | — |
| — | 19.30 | 20.40 | 19.85 | — | — | 394 | — | — | 4.05 | 3.85 | 4.25 | — |
| — | 18.60 | 19.75 | 19.18 | — | — | 395 | — | — | 4.33 | 4.15 | 4.50 | — |
| — | 17.90 | 19.05 | 18.48 | — | — | 396 | — | — | 4.62 | 4.45 | 4.80 | — |
| — | 17.20 | 18.35 | 17.77 | — | — | 397 | — | — | 4.95 | 4.75 | 5.15 | — |
| — | 16.50 | 17.50 | 17.00 | — | — | 398 | — | — | 5.25 | 5.05 | 5.45 | — |
| — | 15.85 | 17.00 | 16.43 | — | — | 399 | — | — | 5.60 | 5.40 | 5.80 | — |
| — | 15.20 | 16.55 | 15.88 | — | — | 400 | — | — | 5.92 | 5.75 | 6.10 | — |
| — | 14.55 | 15.70 | 15.12 | — | — | 401 | — | — | 6.30 | 6.10 | 6.50 | — |
| — | 13.95 | 15.10 | 14.53 | — | — | 402 | — | — | 6.67 | 6.45 | 6.90 | — |
| — | 13.55 | 14.40 | 13.97 | — | — | 403 | — | — | 7.08 | 6.85 | 7.30 | — |
| — | 12.95 | 13.85 | 13.40 | — | — | 404 | — | — | 7.47 | 7.25 | 7.70 | — |
| — | 12.40 | 13.30 | 12.85 | — | — | 405 | — | — | 7.92 | 7.75 | 8.10 | — |
| — | 12.05 | 12.65 | 12.35 | — | — | 406 | — | — | 8.32 | 8.15 | 8.50 | — |
| — | 11.50 | 12.10 | 11.80 | — | — | 407 | — | — | 8.85 | 8.65 | 9.05 | — |
| — | 10.95 | 11.60 | 11.28 | — | — | 408 | — | — | 9.30 | 9.10 | 9.50 | — |
| — | 10.45 | 11.10 | 10.85 | +0.53 | 22.8% | 409 | 22.8% | -0.47 | 9.82 | 9.60 | 10.00 | — |
| — | 10.00 | 10.60 | 10.30 | — | — | 410 | — | — | 10.35 | 10.15 | 10.55 | — |
| — | 9.45 | 10.15 | 9.80 | — | — | 411 | — | — | 10.88 | 10.65 | 11.10 | — |
| — | 9.10 | 9.65 | 9.38 | — | — | 412 | — | — | 11.40 | 11.20 | 11.60 | — |
| — | 8.75 | 9.20 | 8.97 | — | — | 413 | — | — | 11.97 | 11.75 | 12.20 | — |
| — | 8.25 | 8.80 | 8.53 | — | — | 414 | — | — | 12.57 | 12.35 | 12.80 | — |
| — | 7.85 | 8.40 | 8.12 | — | — | 415 | — | — | 13.15 | 12.95 | 13.35 | — |
| — | 7.45 | 8.05 | 7.75 | — | — | 416 | — | — | 13.80 | 13.55 | 14.05 | — |
| — | 7.20 | 7.60 | 7.40 | — | — | 417 | — | — | 14.43 | 14.20 | 14.65 | — |
| — | 6.75 | 7.20 | 6.97 | — | — | 418 | — | — | 15.05 | 14.80 | 15.30 | — |
| — | 6.50 | 6.90 | 6.70 | — | — | 419 | — | — | 15.68 | 15.30 | 16.05 | — |
| — | 6.15 | 6.55 | 6.35 | — | — | 420 | — | — | 16.30 | 15.95 | 16.65 | — |
| — | 5.80 | 6.30 | 6.05 | — | — | 421 | — | — | 17.10 | 16.65 | 17.55 | — |
| — | 5.55 | 5.95 | 5.75 | — | — | 422 | — | — | 17.80 | 17.35 | 18.25 | — |
| — | 5.25 | 5.65 | 5.45 | — | — | 423 | — | — | 18.50 | 18.05 | 18.95 | — |
| — | 5.00 | 5.40 | 5.20 | — | — | 424 | — | — | 19.25 | 18.80 | 19.70 | — |
| — | 4.80 | 5.15 | 4.97 | — | — | 425 | — | — | 20.02 | 19.60 | 20.45 | — |
| — | 4.45 | 4.75 | 4.60 | — | — | 426 | — | — | 20.75 | 20.30 | 21.20 | — |
| — | 4.25 | 4.65 | 4.45 | — | — | 427 | — | — | 21.43 | 20.85 | 22.00 | — |
| — | 4.00 | 4.40 | 4.20 | — | — | 428 | — | — | 22.35 | 21.85 | 22.85 | — |
| — | 3.80 | 4.20 | 4.00 | — | — | 429 | — | — | 23.02 | 22.45 | 23.60 | — |
| — | 3.60 | 3.95 | 3.77 | — | — | 430 | — | — | 23.82 | 23.25 | 24.40 | — |
| — | 3.40 | 3.75 | 3.58 | — | — | 431 | — | — | 24.62 | 24.05 | 25.20 | — |
| — | 3.25 | 3.60 | 3.42 | — | — | 432 | — | — | 25.48 | 24.90 | 26.05 | — |
| — | 3.05 | 3.40 | 3.23 | — | — | 433 | — | — | 26.30 | 25.70 | 26.90 | — |
| — | 2.90 | 3.30 | 3.10 | — | — | 434 | — | — | 27.15 | 26.55 | 27.75 | — |
| — | 2.74 | 3.05 | 2.90 | — | — | 435 | — | — | 28.07 | 27.60 | 28.55 | — |
| — | 2.11 | 2.38 | 2.25 | — | — | 440 | — | — | 32.45 | 32.00 | 32.90 | — |
| — | 1.61 | 1.87 | 1.74 | — | — | 445 | — | — | 36.90 | 36.40 | 37.40 | — |
| — | 1.25 | 1.38 | 1.31 | — | — | 450 | — | — | 41.62 | 41.05 | 42.20 | — |
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.