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 | |
| — | — | — | 16.70 | +0.95 | 80.3% | 66 | — | |||||
| — | — | — | 15.88 | +0.93 | 86.3% | 67 | — | |||||
| — | — | — | 15.25 | +0.89 | 97.0% | 68 | — | |||||
| — | — | — | 14.18 | +0.89 | 89.1% | 69 | 61.6% | -0.04 | 0.16 | — | — | — |
| — | — | — | 12.73 | +0.94 | 64.5% | 70 | 57.5% | -0.05 | 0.16 | — | — | — |
| — | — | — | 11.80 | +0.92 | 63.5% | 71 | 56.7% | -0.06 | 0.21 | — | — | — |
| — | — | — | 10.85 | +0.91 | 61.2% | 72 | 55.1% | -0.07 | 0.26 | — | — | — |
| — | — | — | 10.00 | +0.88 | 62.1% | 73 | 51.2% | -0.08 | 0.27 | — | — | — |
| — | — | — | 9.05 | +0.87 | 58.8% | 74 | 50.6% | -0.10 | 0.36 | — | — | — |
| — | — | — | 7.88 | +0.88 | 48.1% | 75 | 51.1% | -0.13 | 0.51 | — | — | — |
| — | — | — | 7.33 | +0.81 | 56.2% | 76 | 50.0% | -0.16 | 0.64 | — | — | — |
| — | — | — | 6.70 | +0.76 | 59.3% | 77 | 49.8% | -0.20 | 0.84 | — | — | — |
| — | — | — | 5.38 | +0.77 | 46.0% | 78 | 46.2% | -0.23 | 0.93 | — | — | — |
| — | — | — | 4.83 | +0.71 | 49.4% | 79 | 50.2% | -0.30 | 1.41 | — | — | — |
| — | — | — | 4.18 | +0.65 | 49.4% | 80 | 47.9% | -0.34 | 1.64 | — | — | — |
| — | — | — | 3.60 | +0.60 | 49.7% | 81 | 49.3% | -0.40 | 2.12 | — | — | — |
| — | — | — | 3.06 | +0.54 | 49.6% | 82 | 49.6% | -0.46 | 2.60 | — | — | — |
| — | — | — | 2.53 | +0.49 | 48.7% | 83 | 49.3% | -0.51 | 3.10 | — | — | — |
| — | — | — | 2.06 | +0.43 | 47.9% | 84 | 44.4% | -0.58 | 3.40 | — | — | — |
| — | — | — | 1.79 | +0.38 | 49.7% | 85 | 51.0% | -0.62 | 4.40 | — | — | — |
| — | — | — | 1.41 | +0.32 | 48.6% | 86 | 46.3% | -0.69 | 4.83 | — | — | — |
| — | — | — | 1.13 | +0.28 | 48.4% | 87 | 48.0% | -0.73 | 5.65 | — | — | — |
| — | — | — | 1.00 | +0.24 | 50.7% | 88 | 56.3% | -0.73 | 6.80 | — | — | — |
| — | — | — | 0.48 | +0.16 | 42.1% | 89 | 47.1% | -0.81 | 7.20 | — | — | — |
| — | — | — | 0.57 | +0.16 | 48.8% | 90 | 43.9% | -0.87 | 7.95 | — | — | — |
| — | — | — | 0.37 | +0.12 | 46.3% | 91 | 50.9% | -0.86 | 9.05 | — | — | — |
| — | — | — | 0.36 | +0.11 | 49.5% | 92 | 53.0% | -0.87 | 10.00 | — | — | — |
| — | — | — | 0.46 | +0.12 | 56.6% | 93 | 54.1% | -0.89 | 10.93 | — | — | — |
| — | — | — | 0.29 | +0.09 | 53.4% | 94 | 58.3% | -0.89 | 11.95 | — | — | — |
| — | — | — | 0.16 | +0.05 | 49.6% | 95 | 60.8% | -0.90 | 12.93 | — | — | — |
| — | — | — | 0.19 | +0.06 | 54.4% | 96 | 58.2% | -0.93 | 13.80 | — | — | — |
| — | — | — | 0.08 | +0.03 | 48.8% | 97 | 73.9% | -0.89 | 15.10 | — | — | — |
| — | — | — | 0.07 | +0.03 | 50.2% | 98 | 66.7% | -0.92 | 15.85 | — | — | — |
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.