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 | |
| — | — | — | 38.00 | +0.98 | 53.1% | 170 | — | |||||
| — | — | — | 35.55 | +0.97 | 51.8% | 172.5 | — | |||||
| — | — | — | 33.25 | +0.95 | 54.2% | 175 | — | |||||
| — | — | — | 30.75 | +0.95 | 50.6% | 177.5 | 50.6% | -0.05 | 0.45 | — | — | — |
| — | — | — | 28.20 | +0.95 | 45.8% | 180 | 49.0% | -0.06 | 0.55 | — | — | — |
| — | — | — | 25.80 | +0.94 | 44.3% | 182.5 | 54.1% | -0.10 | 1.10 | — | — | — |
| — | — | — | 23.60 | +0.91 | 45.7% | 185 | 44.9% | -0.09 | 0.75 | — | — | — |
| — | — | — | 21.30 | +0.89 | 44.4% | 187.5 | 42.4% | -0.10 | 0.85 | — | — | — |
| — | — | — | 19.05 | +0.86 | 43.2% | 190 | 39.6% | -0.12 | 0.95 | — | — | — |
| — | — | — | 16.85 | +0.83 | 41.9% | 192.5 | 40.9% | -0.16 | 1.45 | — | — | — |
| — | — | — | 14.80 | +0.80 | 41.3% | 195 | 42.1% | -0.21 | 2.10 | — | — | — |
| — | — | — | 12.55 | +0.76 | 38.3% | 197.5 | 40.2% | -0.25 | 2.50 | — | — | — |
| — | — | — | 11.10 | +0.70 | 40.6% | 200 | 38.1% | -0.29 | 2.95 | — | — | — |
| — | — | — | 8.85 | +0.65 | 36.3% | 202.5 | 40.3% | -0.36 | 4.15 | — | — | — |
| — | — | — | 7.40 | +0.59 | 36.6% | 205 | 42.2% | -0.42 | 5.50 | — | — | — |
| — | — | — | 6.05 | +0.52 | 36.4% | 207.5 | 36.4% | -0.48 | 5.75 | — | — | — |
| — | — | — | 4.95 | +0.46 | 36.7% | 210 | 36.4% | -0.54 | 7.10 | — | — | — |
| — | — | — | 3.55 | +0.38 | 34.0% | 212.5 | 39.5% | -0.60 | 9.10 | — | — | — |
| — | — | — | 2.95 | +0.32 | 35.5% | 215 | 36.2% | -0.67 | 10.25 | — | — | — |
| — | — | — | 2.70 | +0.29 | 38.6% | 217.5 | 35.7% | -0.73 | 12.00 | — | — | — |
| — | — | — | 1.70 | +0.21 | 35.3% | 220 | 37.8% | -0.77 | 14.20 | — | — | — |
| — | — | — | 1.55 | +0.19 | 38.0% | 222.5 | 31.0% | -0.86 | 15.55 | — | — | — |
| — | — | — | 1.15 | +0.15 | 37.7% | 225 | 34.4% | -0.87 | 18.05 | — | — | — |
| — | — | — | 0.60 | +0.09 | 34.3% | 227.5 | 28.1% | -0.95 | 19.95 | — | — | — |
| — | — | — | 0.50 | +0.08 | 35.7% | 230 | 34.8% | -0.93 | 22.65 | — | — | — |
| — | — | — | 0.60 | +0.08 | 40.2% | 232.5 | 33.3% | -0.95 | 24.95 | — | — | — |
| — | — | — | 0.80 | +0.09 | 46.2% | 235 | 32.8% | -0.97 | 27.35 | — | — | — |
| — | — | — | 1.50 | +0.13 | 58.2% | 237.5 | 35.1% | -0.97 | 29.85 | — | — | — |
| — | 240 | 35.1% | -0.98 | 32.30 | — | — | — | |||||
| — | 242.5 | 41.4% | -0.97 | 34.90 | — | — | — | |||||
| — | 245 | 39.3% | -0.98 | 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.