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 | |
| — | — | — | 67.08 | +0.99 | 47.1% | 285 | 46.5% | -0.01 | 0.10 | — | — | — |
| — | — | — | 62.25 | +0.98 | 50.0% | 290 | 41.2% | -0.01 | 0.07 | — | — | — |
| — | — | — | 57.15 | +0.98 | 43.1% | 295 | 40.7% | -0.01 | 0.12 | — | — | — |
| — | — | — | 52.38 | +0.97 | 45.3% | 300 | 37.7% | -0.01 | 0.13 | — | — | — |
| — | — | — | 47.23 | +0.97 | 38.2% | 305 | 36.6% | -0.02 | 0.20 | — | — | — |
| — | — | — | 42.20 | +0.97 | 33.8% | 310 | 34.7% | -0.03 | 0.27 | — | — | — |
| — | — | — | 40.30 | +0.94 | 41.2% | 312.5 | 35.8% | -0.04 | 0.43 | — | — | — |
| — | — | — | 37.78 | +0.93 | 38.8% | 315 | 32.4% | -0.04 | 0.34 | — | — | — |
| — | — | — | 35.28 | +0.93 | 36.6% | 317.5 | 32.3% | -0.05 | 0.46 | — | — | — |
| — | — | — | 32.83 | +0.92 | 35.0% | 320 | 31.3% | -0.06 | 0.53 | — | — | — |
| — | — | — | 30.30 | +0.92 | 32.5% | 322.5 | 30.4% | -0.07 | 0.63 | — | — | — |
| — | — | — | 27.78 | +0.92 | 30.1% | 325 | 29.8% | -0.08 | 0.78 | — | — | — |
| — | — | — | 25.60 | +0.89 | 30.6% | 327.5 | 29.1% | -0.10 | 0.95 | — | — | — |
| — | — | — | 23.58 | +0.86 | 31.5% | 330 | 28.9% | -0.12 | 1.23 | — | — | — |
| — | — | — | 21.90 | +0.81 | 33.7% | 332.5 | 28.7% | -0.15 | 1.56 | — | — | — |
| — | — | — | 19.05 | +0.82 | 29.1% | 335 | 28.4% | -0.18 | 1.95 | — | — | — |
| — | — | — | 16.93 | +0.78 | 28.2% | 337.5 | 28.1% | -0.21 | 2.43 | — | — | — |
| — | — | — | 15.30 | +0.74 | 29.3% | 340 | 27.8% | -0.25 | 2.99 | — | — | — |
| — | — | — | 13.23 | +0.70 | 27.9% | 342.5 | 28.0% | -0.30 | 3.78 | — | — | — |
| — | — | — | 11.78 | +0.65 | 28.7% | 345 | 28.0% | -0.35 | 4.63 | — | — | — |
| — | — | — | 10.25 | +0.60 | 28.6% | 347.5 | 27.8% | -0.40 | 5.58 | — | — | — |
| — | — | — | 8.82 | +0.55 | 28.4% | 350 | 27.8% | -0.45 | 6.68 | — | — | — |
| — | — | — | 7.45 | +0.50 | 28.0% | 352.5 | 28.0% | -0.50 | 7.98 | — | — | — |
| — | — | — | 6.40 | +0.45 | 28.3% | 355 | 27.2% | -0.55 | 9.13 | — | — | — |
| — | — | — | 5.23 | +0.40 | 27.7% | 357.5 | 27.4% | -0.60 | 10.68 | — | — | — |
| — | — | — | 4.48 | +0.35 | 28.2% | 360 | 27.5% | -0.65 | 12.33 | — | — | — |
| — | — | — | 3.68 | +0.31 | 28.1% | 362.5 | 27.9% | -0.70 | 14.15 | — | — | — |
| — | — | — | 3.13 | +0.27 | 28.6% | 365 | 25.9% | -0.76 | 15.55 | — | — | — |
| — | — | — | 2.50 | +0.23 | 28.4% | 367.5 | 28.7% | -0.77 | 18.10 | — | — | — |
| — | — | — | 2.07 | +0.19 | 28.7% | 370 | 26.5% | -0.83 | 19.70 | — | — | — |
| — | — | — | 1.68 | +0.16 | 28.8% | 372.5 | 28.0% | -0.84 | 22.08 | — | — | — |
| — | — | — | 1.34 | +0.14 | 28.8% | 375 | 25.8% | -0.89 | 23.95 | — | — | — |
| — | — | — | 1.06 | +0.11 | 28.8% | 377.5 | 29.8% | -0.88 | 26.73 | — | — | — |
| — | — | — | 0.92 | +0.10 | 29.6% | 380 | 29.0% | -0.91 | 28.88 | — | — | — |
| — | — | — | 0.87 | +0.09 | 31.0% | 382.5 | 29.4% | -0.92 | 31.23 | — | — | — |
| — | — | — | 0.62 | +0.07 | 30.3% | 385 | 30.5% | -0.93 | 33.67 | — | — | — |
| — | — | — | 0.46 | +0.05 | 31.5% | 390 | 37.0% | -0.92 | 38.98 | — | — | — |
| — | — | — | 0.33 | +0.04 | 32.5% | 395 | 35.5% | -0.95 | 43.55 | — | — | — |
| — | — | — | 0.25 | +0.03 | 33.8% | 400 | 38.2% | -0.95 | 48.53 | — | — | — |
| — | — | — | 0.23 | +0.03 | 36.0% | 405 | 40.3% | -0.96 | 53.48 | — | — | — |
| — | — | — | 0.16 | +0.02 | 36.5% | 410 | 43.1% | -0.96 | 58.48 | — | — | — |
| — | — | — | 0.16 | +0.02 | 39.0% | 415 | 45.3% | -0.96 | 63.45 | — | — | — |
| — | — | — | 0.13 | +0.01 | 40.2% | 420 | 47.6% | -0.97 | 68.43 | — | — | — |
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.