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 | |
| — | — | — | 30.50 | +0.70 | 47.4% | 872.5 | 49.7% | -0.31 | 9.45 | — | — | — |
| — | — | — | 28.67 | +0.68 | 46.9% | 875 | 49.1% | -0.33 | 10.10 | — | — | — |
| — | — | — | 27.45 | +0.66 | 48.1% | 877.5 | 50.5% | -0.35 | 11.48 | — | — | — |
| — | — | — | 26.58 | +0.63 | 50.1% | 880 | 49.0% | -0.37 | 11.88 | — | — | — |
| — | — | — | 24.70 | +0.61 | 49.0% | 882.5 | 49.7% | -0.39 | 13.15 | — | — | — |
| — | — | — | 23.75 | +0.59 | 50.4% | 885 | 49.3% | -0.41 | 14.03 | — | — | — |
| — | — | — | 22.13 | +0.57 | 49.8% | 887.5 | 49.5% | -0.43 | 15.23 | — | — | — |
| — | — | — | 21.08 | +0.55 | 50.6% | 890 | 48.9% | -0.45 | 16.15 | — | — | — |
| — | — | — | 19.98 | +0.53 | 51.1% | 892.5 | 49.5% | -0.47 | 17.58 | — | — | — |
| — | — | — | 18.20 | +0.50 | 49.6% | 895 | 49.6% | -0.50 | 18.90 | — | — | — |
| — | — | — | 17.00 | +0.48 | 49.6% | 897.5 | 50.1% | -0.52 | 20.40 | — | — | — |
| — | — | — | 16.20 | +0.46 | 50.5% | 900 | 51.2% | -0.54 | 22.15 | — | — | — |
| — | — | — | 13.98 | +0.44 | 47.4% | 902.5 | 50.5% | -0.56 | 23.33 | — | — | — |
| — | — | — | 13.80 | +0.42 | 49.7% | 905 | 53.6% | -0.57 | 25.93 | — | — | — |
| — | — | — | 12.83 | +0.40 | 49.7% | 907.5 | 52.0% | -0.60 | 26.88 | — | — | — |
| — | — | — | 12.10 | +0.38 | 50.2% | 910 | 51.3% | -0.62 | 28.18 | — | — | — |
| — | — | — | 10.83 | +0.36 | 49.1% | 912.5 | 50.4% | -0.64 | 29.48 | — | — | — |
| — | — | — | 10.20 | +0.34 | 49.7% | 915 | 50.8% | -0.66 | 31.28 | — | — | — |
| — | — | — | 8.65 | +0.30 | 49.5% | 920 | 50.2% | -0.70 | 34.58 | — | — | — |
| — | — | — | 7.33 | +0.27 | 49.6% | 925 | 47.5% | -0.74 | 37.40 | — | — | — |
| — | — | — | 5.95 | +0.23 | 48.8% | 930 | 48.6% | -0.77 | 41.58 | — | — | — |
| — | — | — | 5.08 | +0.20 | 49.3% | 935 | 49.2% | -0.80 | 45.75 | — | — | — |
| — | — | — | 4.15 | +0.17 | 49.1% | 940 | 51.1% | -0.82 | 50.35 | — | — | — |
| — | — | — | 3.30 | +0.14 | 48.5% | 945 | 50.3% | -0.85 | 54.38 | — | — | — |
| — | — | — | 2.88 | +0.13 | 49.5% | 950 | 49.3% | -0.87 | 58.53 | — | — | — |
| — | — | — | 2.19 | +0.10 | 48.6% | 955 | 51.5% | -0.88 | 63.40 | — | — | — |
| — | — | — | 1.82 | +0.09 | 49.1% | 960 | 53.0% | -0.89 | 68.15 | — | — | — |
| — | — | — | 1.41 | +0.07 | 48.7% | 965 | 44.0% | -0.95 | 71.58 | — | — | — |
| — | — | — | 1.16 | +0.06 | 49.1% | 970 | 47.8% | -0.95 | 76.72 | — | — | — |
| — | — | — | 0.85 | +0.05 | 48.4% | 975 | 54.3% | -0.93 | 82.18 | — | — | — |
| — | — | — | 0.68 | +0.04 | 48.6% | 980 | 56.3% | -0.94 | 87.13 | — | — | — |
| — | — | — | 0.40 | +0.02 | 48.4% | 990 | 55.7% | -0.96 | 96.60 | — | — | — |
| — | — | — | 0.33 | +0.02 | 49.0% | 995 | 55.3% | -0.97 | 101.40 | — | — | — |
| — | — | — | 0.20 | +0.01 | 49.3% | 1005 | 65.5% | -0.95 | 111.88 | — | — | — |
| — | — | — | 0.41 | +0.02 | 58.4% | 1015 | 60.8% | -0.97 | 121.23 | — | — | — |
| — | — | — | 0.31 | +0.01 | 72.1% | 1060 | 86.5% | -0.97 | 166.73 | — | — | — |
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.