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 | |
| — | — | — | 11.88 | +0.95 | 97.0% | 21 | — | — | — | — | — | — |
| — | — | — | 11.00 | +0.93 | 99.1% | 22 | — | — | — | — | — | — |
| — | — | — | 10.15 | +0.91 | 100.3% | 23 | — | — | — | — | — | — |
| — | — | — | 8.73 | +0.98 | 54.8% | 24 | — | — | — | — | — | — |
| — | — | — | 7.75 | +0.97 | 51.6% | 25 | — | — | — | — | — | — |
| — | — | — | 7.18 | +0.87 | 74.6% | 26 | — | — | — | — | — | — |
| — | — | — | 6.20 | +0.86 | 66.7% | 27 | — | — | — | — | — | — |
| — | — | — | 5.30 | +0.82 | 62.1% | 28 | 39.3% | -0.08 | 0.15 | — | — | — |
| — | — | — | 4.38 | +0.79 | 55.9% | 29 | 37.2% | -0.13 | 0.24 | — | — | — |
| — | — | — | 3.43 | +0.75 | 48.1% | 30 | 35.7% | -0.19 | 0.39 | — | — | — |
| — | — | — | 2.38 | +0.71 | 36.7% | 31 | 36.7% | -0.29 | 0.70 | — | — | — |
| — | — | — | 1.83 | +0.60 | 38.4% | 32 | 37.0% | -0.40 | 1.10 | — | — | — |
| — | — | — | 1.34 | +0.49 | 38.5% | 33 | 38.5% | -0.51 | 1.66 | — | — | — |
| — | — | — | 0.95 | +0.39 | 38.6% | 34 | 37.3% | -0.62 | 2.22 | — | — | — |
| — | — | — | 0.67 | +0.30 | 39.2% | 35 | 38.3% | -0.71 | 2.96 | — | — | — |
| — | — | — | 0.35 | +0.19 | 35.6% | 36 | 26.5% | -0.88 | 3.46 | — | — | — |
| — | — | — | 0.21 | +0.13 | 35.4% | 37 | 32.2% | -0.90 | 4.47 | — | — | — |
| — | — | — | 0.14 | +0.09 | 36.4% | 38 | 32.1% | -0.94 | 5.40 | — | — | — |
| — | — | — | 0.48 | +0.17 | 57.9% | 39 | 42.3% | -0.91 | 6.48 | — | — | — |
| — | — | — | 0.09 | +0.06 | 41.3% | 40 | 46.7% | -0.92 | 7.48 | — | — | — |
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.