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 | |
| — | — | — | 68.15 | +0.97 | 42.9% | 285 | 45.7% | -0.04 | 0.77 | — | — | — |
| — | — | — | 63.20 | +0.96 | 40.6% | 290 | 40.2% | -0.04 | 0.57 | — | — | — |
| — | — | — | 58.50 | +0.95 | 40.9% | 295 | 40.5% | -0.05 | 0.86 | — | — | — |
| — | — | — | 53.83 | +0.93 | 40.6% | 300 | 39.8% | -0.06 | 1.13 | — | — | — |
| — | — | — | 49.10 | +0.92 | 39.2% | 305 | 39.0% | -0.08 | 1.47 | — | — | — |
| — | — | — | 44.63 | +0.89 | 39.0% | 310 | 38.2% | -0.10 | 1.89 | — | — | — |
| — | — | — | 40.13 | +0.87 | 37.9% | 315 | 38.3% | -0.13 | 2.61 | — | — | — |
| — | — | — | 35.98 | +0.84 | 37.9% | 320 | 37.5% | -0.16 | 3.28 | — | — | — |
| — | — | — | 31.85 | +0.80 | 37.2% | 325 | 36.7% | -0.20 | 4.13 | — | — | — |
| — | — | — | 27.78 | +0.76 | 36.1% | 330 | 36.2% | -0.24 | 5.23 | — | — | — |
| — | — | — | 24.53 | +0.71 | 36.9% | 335 | 36.4% | -0.29 | 6.78 | — | — | — |
| — | — | — | 21.15 | +0.66 | 36.5% | 340 | 36.4% | -0.34 | 8.53 | — | — | — |
| — | — | — | 18.18 | +0.60 | 36.5% | 345 | 36.2% | -0.39 | 10.48 | — | — | — |
| — | — | — | 15.48 | +0.55 | 36.4% | 350 | 36.4% | -0.45 | 12.88 | — | — | — |
| — | — | — | 12.83 | +0.49 | 35.8% | 355 | 36.5% | -0.51 | 15.48 | — | — | — |
| — | — | — | 10.88 | +0.44 | 36.3% | 360 | 36.1% | -0.56 | 18.23 | — | — | — |
| — | — | — | 9.05 | +0.38 | 36.4% | 365 | 36.1% | -0.62 | 21.35 | — | — | — |
| — | — | — | 7.28 | +0.33 | 35.9% | 370 | 36.5% | -0.67 | 24.88 | — | — | — |
| — | — | — | 5.98 | +0.29 | 36.1% | 375 | 36.5% | -0.71 | 28.50 | — | — | — |
| — | — | — | 4.90 | +0.24 | 36.4% | 380 | 36.7% | -0.75 | 32.40 | — | — | — |
| — | — | — | 3.90 | +0.21 | 36.3% | 385 | 36.1% | -0.80 | 36.23 | — | — | — |
| — | — | — | 3.10 | +0.17 | 36.3% | 390 | 37.1% | -0.82 | 40.70 | — | — | — |
| — | — | — | 2.44 | +0.14 | 36.4% | 395 | 35.7% | -0.86 | 44.70 | — | — | — |
| — | — | — | 2.05 | +0.12 | 37.1% | 400 | 37.9% | -0.87 | 49.60 | — | — | — |
| — | — | — | 1.83 | +0.11 | 38.5% | 405 | 38.5% | -0.89 | 54.23 | — | — | — |
| — | — | — | 1.29 | +0.08 | 37.5% | 410 | 39.1% | -0.91 | 58.93 | — | — | — |
| — | — | — | 1.86 | +0.10 | 43.4% | 415 | 40.0% | -0.92 | 63.73 | — | — | — |
| — | — | — | 0.75 | +0.05 | 37.4% | 420 | 41.3% | -0.93 | 68.60 | — | — | — |
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.