Spot 351.66
· 260 contratti su 5 scadenze
· fonte storico
· catturata 10/10 08:31 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 | |
| — | — | — | 66.80 | — | — | 285 | 57.2% | -0.00 | 0.03 | — | — | — |
| — | — | — | 61.85 | — | — | 290 | 52.9% | -0.00 | 0.03 | — | — | — |
| — | — | — | 56.83 | — | — | 295 | 48.7% | -0.00 | 0.03 | — | — | — |
| — | — | — | 51.50 | — | — | 300 | 47.1% | -0.01 | 0.05 | — | — | — |
| — | — | — | 47.35 | +0.97 | 58.2% | 305 | 42.8% | -0.01 | 0.05 | — | — | — |
| — | — | — | 42.18 | +0.97 | 47.8% | 310 | 38.4% | -0.01 | 0.05 | — | — | — |
| — | — | — | 39.38 | — | — | 312.5 | 38.5% | -0.01 | 0.08 | — | — | — |
| — | — | — | 36.25 | — | — | 315 | 36.3% | -0.01 | 0.08 | — | — | — |
| — | — | — | 34.67 | +0.97 | 39.8% | 317.5 | 36.5% | -0.02 | 0.13 | — | — | — |
| — | — | — | 31.63 | — | — | 320 | 33.7% | -0.02 | 0.12 | — | — | — |
| — | — | — | 29.48 | +0.99 | 26.0% | 322.5 | 32.8% | -0.03 | 0.16 | — | — | — |
| — | — | — | 26.73 | — | — | 325 | 31.6% | -0.03 | 0.20 | — | — | — |
| — | — | — | 24.10 | — | — | 327.5 | 31.0% | -0.04 | 0.28 | — | — | — |
| — | — | — | 22.18 | +0.96 | 27.2% | 330 | 30.5% | -0.06 | 0.40 | — | — | — |
| — | — | — | 20.33 | +0.89 | 33.9% | 332.5 | 29.5% | -0.08 | 0.52 | — | — | — |
| — | — | — | 17.73 | +0.89 | 29.6% | 335 | 29.2% | -0.11 | 0.75 | — | — | — |
| — | — | — | 15.58 | +0.85 | 29.6% | 337.5 | 28.8% | -0.14 | 1.04 | — | — | — |
| — | — | — | 13.33 | +0.82 | 28.1% | 340 | 27.8% | -0.18 | 1.34 | — | — | — |
| — | — | — | 11.15 | +0.78 | 26.5% | 342.5 | 28.2% | -0.24 | 1.95 | — | — | — |
| — | — | — | 9.55 | +0.70 | 27.9% | 345 | 28.1% | -0.30 | 2.63 | — | — | — |
| — | — | — | 7.85 | +0.64 | 27.6% | 347.5 | 27.9% | -0.36 | 3.45 | — | — | — |
| — | — | — | 6.38 | +0.57 | 27.6% | 350 | 28.1% | -0.44 | 4.53 | — | — | — |
| — | — | — | 5.13 | +0.49 | 27.8% | 352.5 | 27.8% | -0.51 | 5.68 | — | — | — |
| — | — | — | 4.00 | +0.42 | 27.6% | 355 | 28.0% | -0.58 | 7.13 | — | — | — |
| — | — | — | 3.15 | +0.35 | 28.0% | 357.5 | 28.0% | -0.65 | 8.70 | — | — | — |
| — | — | — | 2.40 | +0.29 | 28.0% | 360 | 29.4% | -0.70 | 10.68 | — | — | — |
| — | — | — | 1.72 | +0.23 | 27.6% | 362.5 | 29.3% | -0.76 | 12.53 | — | — | — |
| — | — | — | 1.36 | +0.18 | 28.5% | 365 | 31.9% | -0.79 | 14.88 | — | — | — |
| — | — | — | 1.00 | +0.14 | 28.7% | 367.5 | 30.8% | -0.84 | 16.80 | — | — | — |
| — | — | — | 0.78 | +0.11 | 29.4% | 370 | 29.1% | -0.89 | 18.80 | — | — | — |
| — | — | — | 0.57 | +0.09 | 29.7% | 372.5 | 25.3% | -0.95 | 20.83 | — | — | — |
| — | — | — | 0.46 | +0.07 | 30.7% | 375 | 37.2% | -0.89 | 24.03 | — | — | — |
| — | — | — | 0.35 | +0.06 | 31.2% | 377.5 | 30.3% | -0.95 | 25.85 | — | — | — |
| — | — | — | 0.10 | +0.02 | 38.1% | 395 | 46.5% | -0.96 | 43.40 | — | — | — |
| — | — | — | 0.07 | +0.01 | 39.7% | 400 | 52.5% | -0.96 | 48.48 | — | — | — |
| — | — | — | 0.08 | +0.01 | 43.8% | 405 | 55.8% | -0.96 | 53.45 | — | — | — |
| — | — | — | 0.08 | +0.01 | 47.1% | 410 | 57.8% | -0.97 | 58.38 | — | — | — |
| — | — | — | 0.07 | +0.01 | 49.5% | 415 | 63.6% | -0.97 | 63.45 | — | — | — |
| — | — | — | 0.06 | +0.01 | 51.6% | 420 | 69.5% | -0.96 | 68.53 | — | — | — |
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.