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 | |
| — | — | — | 38.50 | — | — | 170 | — | |||||
| — | — | — | 33.70 | — | — | 175 | 40.9% | -0.05 | 0.55 | — | — | — |
| — | — | — | 28.95 | +0.98 | 26.0% | 180 | 39.5% | -0.08 | 0.85 | — | — | — |
| — | — | — | 24.30 | +0.94 | 29.0% | 185 | 37.3% | -0.11 | 1.20 | — | — | — |
| — | — | — | 20.10 | +0.87 | 31.7% | 190 | 34.0% | -0.15 | 1.55 | — | — | — |
| — | — | — | 16.05 | +0.80 | 31.7% | 195 | 38.9% | -0.24 | 3.45 | — | — | — |
| — | — | — | 13.05 | +0.69 | 34.7% | 200 | 33.5% | -0.30 | 3.95 | — | — | — |
| — | — | — | 10.25 | +0.59 | 35.8% | 205 | 34.9% | -0.40 | 6.20 | — | — | — |
| — | — | — | 7.00 | +0.49 | 32.7% | 210 | 32.7% | -0.51 | 8.15 | — | — | — |
| — | — | — | 4.10 | +0.37 | 28.8% | 215 | 33.3% | -0.61 | 11.25 | — | — | — |
| — | — | — | 3.25 | +0.29 | 31.9% | 220 | 31.9% | -0.71 | 14.40 | — | — | — |
| — | — | — | 2.15 | +0.21 | 32.0% | 225 | 32.9% | -0.78 | 18.45 | — | — | — |
| — | — | — | 1.40 | +0.15 | 32.3% | 230 | 35.8% | -0.82 | 23.05 | — | — | — |
| — | — | — | 0.95 | +0.11 | 33.1% | 235 | 38.1% | -0.86 | 27.70 | — | — | — |
| — | — | — | 0.60 | +0.07 | 33.4% | 240 | 39.6% | -0.89 | 32.35 | — | — | — |
| — | — | — | 0.45 | +0.05 | 34.9% | 245 | 43.3% | -0.90 | 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.