Spot 82.37
· 136 contratti su 3 scadenze
· fonte storico
· catturata 13/10 13:58 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 | |
| — | — | — | 16.73 | +0.94 | 143.3% | 66 | — | |||||
| — | — | — | 15.60 | +0.95 | 121.9% | 67 | — | |||||
| — | — | — | 14.65 | +0.94 | 120.2% | 68 | — | |||||
| — | — | — | 13.68 | +0.94 | 115.7% | 69 | — | |||||
| — | — | — | 12.70 | +0.93 | 110.0% | 70 | — | |||||
| — | — | — | 11.73 | +0.92 | 104.9% | 71 | — | |||||
| — | — | — | 10.70 | +0.92 | 95.1% | 72 | — | |||||
| — | — | — | 9.57 | +0.94 | 76.7% | 73 | 52.2% | -0.01 | 0.02 | — | — | — |
| — | — | — | 8.70 | +0.91 | 80.1% | 74 | 50.0% | -0.02 | 0.03 | — | — | — |
| — | — | — | 7.55 | +0.93 | 61.3% | 75 | 46.7% | -0.03 | 0.04 | — | — | — |
| — | — | — | 6.68 | +0.89 | 63.7% | 76 | 39.2% | -0.02 | 0.03 | — | — | — |
| — | — | — | 5.53 | +0.92 | 46.1% | 77 | 46.9% | -0.08 | 0.15 | — | — | — |
| — | — | — | 4.98 | +0.94 | 38.4% | 77.5 | 37.5% | -0.06 | 0.08 | — | — | — |
| — | — | — | 4.55 | +0.90 | 40.7% | 78 | 36.1% | -0.07 | 0.10 | — | — | — |
| — | — | — | 4.03 | +0.77 | 55.4% | 79 | 34.7% | -0.12 | 0.18 | — | — | — |
| — | — | — | 2.71 | +0.80 | 33.5% | 80 | 34.0% | -0.20 | 0.33 | — | — | — |
| — | — | — | 2.02 | +0.68 | 35.1% | 81 | 33.2% | -0.31 | 0.57 | — | — | — |
| — | — | — | 1.37 | +0.56 | 33.9% | 82 | 32.8% | -0.44 | 0.94 | — | — | — |
| — | — | — | 1.09 | +0.49 | 33.2% | 82.5 | 33.2% | -0.51 | 1.20 | — | — | — |
| — | — | — | 0.85 | +0.42 | 32.7% | 83 | 33.3% | -0.58 | 1.48 | — | — | — |
| — | — | — | 0.52 | +0.29 | 33.1% | 84 | 33.1% | -0.71 | 2.13 | — | — | — |
| — | — | — | 0.30 | +0.19 | 33.5% | 85 | 22.8% | -0.90 | 2.70 | — | — | — |
| — | — | — | 0.16 | +0.11 | 33.6% | 86 | — | — | 3.48 | — | — | — |
| — | — | — | 0.08 | +0.06 | 33.8% | 87 | 43.6% | -0.88 | 4.83 | — | — | — |
| — | — | — | 0.06 | +0.05 | 34.4% | 87.5 | 35.5% | -0.95 | 5.18 | — | — | — |
| — | — | — | 0.04 | +0.03 | 34.3% | 88 | 51.1% | -0.89 | 5.85 | — | — | — |
| — | — | — | 0.03 | +0.03 | 37.3% | 89 | — | — | 6.60 | — | — | — |
| — | — | — | 0.01 | +0.01 | 35.8% | 90 | — | — | 7.15 | — | — | — |
| — | 91 | 60.8% | -0.94 | 8.75 | — | — | — | |||||
| — | 92 | — | — | 9.53 | — | — | — | |||||
| — | 92.5 | — | — | 9.80 | — | — | — | |||||
| — | 93 | — | — | 10.28 | — | — | — | |||||
| — | 94 | 89.0% | -0.91 | 11.90 | — | — | — | |||||
| — | 95 | — | — | 12.50 | — | — | — | |||||
| — | 97.5 | — | — | 14.80 | — | — | — | |||||
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.