Spot 1029.18
· 290 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 12/09 05:00 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 | |
| — | 97.55 | 102.95 | 100.25 | +0.97 | 41.3% | 930 | 41.3% | -0.03 | 0.73 | 0.47 | 0.99 | — |
| — | 92.65 | 98.10 | 95.38 | — | — | 935 | — | — | 0.84 | 0.48 | 1.21 | — |
| — | — | — | — | — | — | 940 | — | — | — | — | — | — |
| — | — | — | — | — | — | 945 | — | — | — | — | — | — |
| — | — | — | — | — | — | 950 | — | — | — | — | — | — |
| — | — | — | — | — | — | 955 | — | — | — | — | — | — |
| — | — | — | — | — | — | 960 | — | — | — | — | — | — |
| — | — | — | — | — | — | 965 | — | — | — | — | — | — |
| — | — | — | — | — | — | 970 | — | — | — | — | — | — |
| — | — | — | — | — | — | 975 | — | — | — | — | — | — |
| — | — | — | — | — | — | 980 | — | — | — | — | — | — |
| — | — | — | — | — | — | 985 | — | — | — | — | — | — |
| — | — | — | — | — | — | 990 | — | — | — | — | — | — |
| — | — | — | — | — | — | 995 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1000 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1005 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1010 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1015 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1020 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1022.5 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1025 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1027.5 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1030 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1032.5 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1035 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1037.5 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1040 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1042.5 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1045 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1050 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1055 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1060 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1065 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1070 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1075 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1080 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1085 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1090 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1095 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1100 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1105 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1110 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1115 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1120 | — | — | — | — | — | — |
| — | — | — | — | — | — | 1125 | — | — | — | — | — | — |
| — | 0.29 | 0.63 | 0.46 | — | — | 1130 | — | — | 101.42 | 98.70 | 104.15 | — |
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.