Spot 893.95
· 161 contratti su 2 scadenze
· fonte storico
· catturata 13/10 20:36 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 | |
| — | — | — | 175.50 | +0.97 | 67.0% | 720 | — | |||||
| — | — | — | 165.50 | +0.97 | 63.4% | 730 | — | |||||
| — | — | — | 149.75 | +0.99 | 48.8% | 745 | — | |||||
| — | — | — | 140.50 | +0.97 | 54.4% | 755 | — | |||||
| — | — | — | 130.55 | +0.96 | 51.3% | 765 | 47.6% | -0.03 | 0.77 | — | — | — |
| — | — | — | 120.15 | +0.97 | 44.3% | 775 | 44.3% | -0.03 | 0.78 | — | — | — |
| — | — | — | 110.73 | +0.95 | 45.5% | 785 | 38.0% | -0.02 | 0.50 | — | — | — |
| — | — | — | 100.40 | +0.96 | 39.6% | 795 | 38.1% | -0.03 | 0.83 | — | — | — |
| — | — | — | 90.08 | +0.97 | 33.7% | 805 | 37.7% | -0.05 | 1.27 | — | — | — |
| — | — | — | 80.70 | +0.94 | 34.5% | 815 | 36.9% | -0.07 | 1.79 | — | — | — |
| — | — | — | 76.13 | +0.93 | 34.9% | 820 | 37.0% | -0.08 | 2.24 | — | — | — |
| — | — | — | 71.40 | +0.92 | 34.2% | 825 | 36.2% | -0.09 | 2.55 | — | — | — |
| — | — | — | 67.65 | +0.89 | 36.8% | 830 | 36.1% | -0.11 | 3.08 | — | — | — |
| — | — | — | 63.90 | +0.86 | 38.4% | 835 | 36.7% | -0.13 | 3.93 | — | — | — |
| — | — | — | 59.18 | +0.84 | 36.9% | 840 | 35.9% | -0.15 | 4.45 | — | — | — |
| — | — | — | 54.38 | +0.83 | 35.1% | 845 | 35.4% | -0.17 | 5.15 | — | — | — |
| — | — | — | 50.85 | +0.80 | 36.2% | 850 | 35.4% | -0.20 | 6.13 | — | — | — |
| — | — | — | 46.63 | +0.78 | 35.4% | 855 | 36.3% | -0.23 | 7.68 | — | — | — |
| — | — | — | 42.93 | +0.75 | 35.4% | 860 | 36.7% | -0.26 | 9.20 | — | — | — |
| — | — | — | 39.50 | +0.72 | 35.7% | 865 | 36.9% | -0.29 | 10.80 | — | — | — |
| — | — | — | 35.95 | +0.68 | 35.4% | 870 | 36.5% | -0.32 | 12.20 | — | — | — |
| — | — | — | 33.92 | +0.67 | 34.7% | 872.5 | 37.9% | -0.34 | 13.88 | — | — | — |
| — | — | — | 32.50 | +0.65 | 35.0% | 875 | 38.1% | -0.36 | 14.90 | — | — | — |
| — | — | — | 31.05 | +0.63 | 35.2% | 877.5 | 38.0% | -0.37 | 15.85 | — | — | — |
| — | — | — | 30.50 | +0.61 | 36.8% | 880 | 38.5% | -0.39 | 17.15 | — | — | — |
| — | — | — | 28.73 | +0.60 | 36.2% | 882.5 | 38.2% | -0.41 | 18.02 | — | — | — |
| — | — | — | 26.73 | +0.58 | 35.3% | 885 | 37.7% | -0.42 | 18.83 | — | — | — |
| — | — | — | 25.70 | +0.56 | 35.8% | 887.5 | 37.6% | -0.44 | 19.93 | — | — | — |
| — | — | — | 25.10 | +0.54 | 37.0% | 890 | 37.4% | -0.46 | 20.98 | — | — | — |
| — | — | — | 23.63 | +0.53 | 36.7% | 892.5 | 37.4% | -0.47 | 22.23 | — | — | — |
| — | — | — | 22.70 | +0.51 | 37.1% | 895 | 37.1% | -0.49 | 23.33 | — | — | — |
| — | — | — | 20.48 | +0.49 | 35.5% | 897.5 | 37.8% | -0.51 | 25.03 | — | — | — |
| — | — | — | 20.55 | +0.47 | 37.4% | 900 | 36.7% | -0.53 | 25.73 | — | — | — |
| — | — | — | 18.45 | +0.45 | 35.8% | 902.5 | 37.7% | -0.54 | 27.73 | — | — | — |
| — | — | — | 17.38 | +0.44 | 35.8% | 905 | 38.0% | -0.56 | 29.38 | — | — | — |
| — | — | — | 16.27 | +0.42 | 35.6% | 907.5 | 38.3% | -0.57 | 31.05 | — | — | — |
| — | — | — | 16.38 | +0.41 | 37.4% | 910 | 38.0% | -0.59 | 32.38 | — | — | — |
| — | — | — | 15.20 | +0.39 | 37.0% | 912.5 | 38.3% | -0.61 | 34.10 | — | — | — |
| — | — | — | 14.35 | +0.37 | 37.1% | 915 | 38.4% | -0.62 | 35.78 | — | — | — |
| — | — | — | 12.43 | +0.34 | 36.6% | 920 | 36.9% | -0.66 | 38.23 | — | — | — |
| — | — | — | 10.45 | +0.30 | 35.8% | 925 | 38.0% | -0.68 | 42.30 | — | — | — |
| — | — | — | 9.20 | +0.28 | 36.0% | 930 | 36.7% | -0.72 | 45.20 | — | — | — |
| — | — | — | 7.70 | +0.24 | 35.4% | 935 | 36.6% | -0.75 | 48.95 | — | — | — |
| — | — | — | 7.23 | +0.23 | 36.6% | 940 | 38.1% | -0.76 | 53.55 | — | — | — |
| — | — | — | 6.58 | +0.21 | 37.4% | 945 | 38.2% | -0.79 | 57.58 | — | — | — |
| — | — | — | 5.50 | +0.18 | 36.9% | 950 | 36.0% | -0.82 | 60.75 | — | — | — |
| — | — | — | 4.38 | +0.15 | 36.0% | 955 | — | |||||
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.