Spot 32.60
· 204 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 13/10 11:59 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 | |
| — | 10.25 | 12.60 | 11.43 | +0.89 | 368.7% | 22 | — | — | — | — | 0.12 | — |
| — | 9.20 | 11.60 | 10.40 | +0.88 | 333.7% | 23 | — | — | — | — | 0.05 | — |
| — | 8.10 | 10.60 | 9.35 | +0.87 | 297.2% | 24 | — | — | — | — | 0.05 | — |
| — | 7.15 | 9.05 | 8.10 | +0.89 | 233.7% | 25 | 212.7% | -0.10 | 0.36 | — | 0.70 | — |
| — | 6.25 | 8.70 | 7.48 | +0.84 | 257.1% | 26 | — | — | — | — | 0.95 | — |
| — | 5.35 | 6.85 | 6.10 | +0.86 | 183.6% | 27 | — | — | — | — | 0.48 | — |
| — | 4.25 | 5.85 | 5.05 | +0.85 | 152.9% | 28 | — | — | — | — | 0.05 | — |
| — | 3.30 | 4.85 | 4.08 | +0.82 | 132.3% | 29 | — | — | — | — | — | — |
| — | — | — | 3.63 | +0.80 | 125.3% | 29.5 | 77.3% | -0.10 | 0.13 | — | — | — |
| — | — | — | 2.88 | +0.83 | 86.1% | 30 | 47.5% | -0.04 | 0.03 | — | — | — |
| — | — | — | 2.40 | +0.81 | 77.0% | 30.5 | 39.8% | -0.05 | 0.03 | — | — | — |
| — | — | — | 1.67 | +0.90 | 37.8% | 31 | 42.5% | -0.12 | 0.09 | — | — | — |
| — | — | — | 1.35 | +0.76 | 48.5% | 31.5 | 36.3% | -0.18 | 0.12 | — | — | — |
| — | — | — | 0.77 | +0.74 | 29.0% | 32 | 37.6% | -0.31 | 0.26 | — | — | — |
| — | — | — | 0.57 | +0.54 | 37.7% | 32.5 | 37.7% | -0.46 | 0.46 | — | — | — |
| — | — | — | 0.33 | +0.39 | 36.6% | 33 | 37.3% | -0.61 | 0.73 | — | — | — |
| — | — | — | 0.19 | +0.25 | 37.5% | 33.5 | 42.9% | -0.72 | 1.14 | — | — | — |
| — | — | — | 0.10 | +0.15 | 38.0% | 34 | 45.9% | -0.80 | 1.56 | — | — | — |
| — | — | — | 0.06 | +0.09 | 40.4% | 34.5 | 31.6% | -0.95 | 1.91 | — | — | — |
| — | — | — | 0.03 | +0.05 | 41.0% | 35 | 45.8% | -0.93 | 2.44 | — | — | — |
| — | — | — | 0.03 | +0.05 | 47.4% | 35.5 | 58.7% | -0.91 | 2.97 | — | — | — |
| — | — | — | 0.02 | +0.03 | 49.8% | 36 | 83.1% | -0.86 | 3.58 | — | — | — |
| — | — | — | — | — | — | 36.5 | 108.4% | -0.83 | 4.22 | — | — | — |
| — | — | — | 0.02 | +0.03 | 61.0% | 37 | 90.6% | -0.90 | 4.53 | — | — | — |
| — | — | — | — | — | — | 37.5 | — | — | 4.80 | — | — | — |
| — | — | — | — | — | — | 38 | — | — | 5.08 | — | — | — |
| — | — | — | — | — | — | 38.5 | 69.6% | -0.99 | 5.90 | — | — | — |
| — | — | — | — | — | — | 39 | 98.0% | -0.95 | 6.45 | — | — | — |
| — | — | — | — | — | — | 39.5 | 185.1% | -0.81 | 7.48 | — | — | — |
| — | — | — | — | — | — | 40 | 187.0% | -0.83 | 7.93 | — | — | — |
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.