Spot 207.73
· 156 contratti su 5 scadenze
· fonte storico
· catturata 10/10 07:02 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 | |
| — | — | — | 37.95 | +0.99 | 61.7% | 170 | — | |||||
| — | — | — | 32.85 | — | — | 175 | — | |||||
| — | — | — | 27.85 | — | — | 180 | — | |||||
| — | — | — | 25.35 | — | — | 182.5 | — | |||||
| — | — | — | 22.85 | — | — | 185 | — | |||||
| — | — | — | 20.35 | — | — | 187.5 | — | |||||
| — | — | — | 17.90 | — | — | 190 | — | |||||
| — | — | — | 15.50 | +0.97 | 29.8% | 192.5 | — | |||||
| — | — | — | 12.95 | +0.98 | 22.8% | 195 | 34.5% | -0.09 | 0.40 | — | — | — |
| — | — | — | 10.65 | +0.93 | 25.9% | 197.5 | 28.2% | -0.09 | 0.35 | — | — | — |
| — | — | — | 8.90 | +0.81 | 32.6% | 200 | 29.3% | -0.16 | 0.75 | — | — | — |
| — | — | — | 6.35 | +0.78 | 25.4% | 202.5 | 21.7% | -0.19 | 0.65 | — | — | — |
| — | — | — | 4.00 | +0.70 | 19.8% | 205 | 25.2% | -0.34 | 1.65 | — | — | — |
| — | — | — | 2.95 | +0.53 | 23.9% | 207.5 | 23.9% | -0.47 | 2.55 | — | — | — |
| — | — | — | 1.65 | +0.38 | 22.2% | 210 | 19.5% | -0.64 | 3.45 | — | — | — |
| — | — | — | 0.80 | +0.23 | 21.0% | 212.5 | 28.4% | -0.70 | 6.10 | — | — | — |
| — | — | — | 0.50 | +0.15 | 22.9% | 215 | 28.9% | -0.79 | 8.05 | — | — | — |
| — | — | — | 0.60 | +0.14 | 29.7% | 217.5 | 26.3% | -0.89 | 10.00 | — | — | — |
| — | — | — | 0.25 | +0.07 | 27.6% | 220 | 27.6% | -0.93 | 12.35 | — | — | — |
| — | 222.5 | 28.6% | -0.95 | 14.75 | — | — | — | |||||
| — | — | — | 0.20 | +0.05 | 34.1% | 225 | 35.7% | -0.94 | 17.35 | — | — | — |
| — | 227.5 | 33.5% | -0.97 | 19.70 | — | — | — | |||||
| — | — | — | 0.15 | +0.03 | 39.4% | 230 | 36.8% | -0.97 | 22.20 | — | — | — |
| — | 232.5 | 47.0% | -0.95 | 24.85 | — | — | — | |||||
| — | 235 | 46.2% | -0.97 | 27.25 | — | — | — | |||||
| — | 237.5 | 49.5% | -0.97 | 29.75 | — | — | — | |||||
| — | 240 | 52.6% | -0.97 | 32.25 | — | — | — | |||||
| — | 245 | 61.6% | -0.97 | 37.30 | — | — | — | |||||
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.