Spot 209.64
· 160 contratti su 5 scadenze
· fonte storico
· catturata 13/10 07:45 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 | |
| — | — | — | 39.75 | +0.99 | 92.7% | 170 | — | |||||
| — | — | — | 35.05 | +0.96 | 103.0% | 175 | — | |||||
| — | — | — | 29.80 | +0.98 | 74.9% | 180 | — | |||||
| — | — | — | 27.20 | +0.99 | 58.7% | 182.5 | — | |||||
| — | — | — | 24.80 | +0.97 | 63.4% | 185 | — | |||||
| — | — | — | 22.00 | — | — | 187.5 | — | |||||
| — | — | — | 19.70 | +0.99 | 43.6% | 190 | 51.9% | -0.03 | 0.15 | — | — | — |
| — | — | — | 17.05 | — | — | 192.5 | — | |||||
| — | — | — | 14.90 | +0.94 | 44.8% | 195 | 46.6% | -0.07 | 0.30 | — | — | — |
| — | — | — | 12.55 | +0.91 | 43.2% | 197.5 | 48.3% | -0.11 | 0.60 | — | — | — |
| — | — | — | 10.00 | +0.90 | 35.0% | 200 | 38.7% | -0.12 | 0.50 | — | — | — |
| — | — | — | 7.40 | +0.91 | 25.5% | 202.5 | 43.4% | -0.22 | 1.20 | — | — | — |
| — | — | — | 4.70 | +0.96 | 12.6% | 205 | 30.6% | -0.24 | 0.95 | — | — | — |
| — | — | — | 3.30 | +0.67 | 23.5% | 207.5 | 20.3% | -0.31 | 0.90 | — | — | — |
| — | — | — | 2.10 | +0.48 | 25.9% | 210 | 25.9% | -0.52 | 2.45 | — | — | — |
| — | — | — | 1.40 | +0.34 | 29.2% | 212.5 | 34.8% | -0.64 | 4.70 | — | — | — |
| — | — | — | 1.10 | +0.25 | 34.5% | 215 | 32.3% | -0.77 | 6.30 | — | — | — |
| — | — | — | 0.60 | +0.16 | 34.1% | 217.5 | 28.9% | -0.89 | 8.20 | — | — | — |
| — | — | — | 0.40 | +0.11 | 36.4% | 220 | 44.9% | -0.84 | 11.15 | — | — | — |
| — | — | — | 0.10 | +0.04 | 31.5% | 222.5 | 28.0% | -0.98 | 12.90 | — | — | — |
| — | — | — | 0.30 | +0.07 | 45.0% | 225 | — | — | 15.30 | — | — | — |
| — | 227.5 | — | — | 17.50 | — | — | — | |||||
| — | 230 | — | — | 19.95 | — | — | — | |||||
| — | 232.5 | — | — | 22.45 | — | — | — | |||||
| — | 235 | — | — | 24.95 | — | — | — | |||||
| — | 237.5 | — | — | 27.45 | — | — | — | |||||
| — | 240 | 74.8% | -0.95 | 30.65 | — | — | — | |||||
| — | 245 | 19.5% | -1.00 | 35.35 | — | — | — | |||||
| — | 250 | — | — | 40.25 | — | — | — | |||||
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.