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 | |
| — | — | — | 40.20 | — | — | 170 | — | |||||
| — | — | — | 37.65 | — | — | 172.5 | — | |||||
| — | — | — | 35.30 | — | — | 175 | 59.6% | -0.03 | 0.30 | — | — | — |
| — | — | — | 32.55 | — | — | 177.5 | — | |||||
| — | — | — | 30.40 | +0.98 | 43.1% | 180 | — | |||||
| — | — | — | 28.05 | +0.96 | 46.4% | 182.5 | 63.3% | -0.09 | 1.00 | — | — | — |
| — | — | — | 25.40 | +0.98 | 36.5% | 185 | 64.0% | -0.11 | 1.35 | — | — | — |
| — | — | — | 23.05 | +0.96 | 39.0% | 187.5 | 64.9% | -0.14 | 1.80 | — | — | — |
| — | — | — | 20.50 | +0.96 | 33.8% | 190 | 45.6% | -0.09 | 0.75 | — | — | — |
| — | — | — | 18.55 | +0.90 | 41.2% | 192.5 | 53.5% | -0.16 | 1.70 | — | — | — |
| — | — | — | 16.40 | +0.86 | 41.4% | 195 | 48.8% | -0.18 | 1.75 | — | — | — |
| — | — | — | 14.40 | +0.82 | 42.0% | 197.5 | 48.4% | -0.21 | 2.25 | — | — | — |
| — | — | — | 12.40 | +0.77 | 41.3% | 200 | 49.5% | -0.27 | 3.05 | — | — | — |
| — | — | — | 10.85 | +0.71 | 43.3% | 202.5 | 46.0% | -0.30 | 3.40 | — | — | — |
| — | — | — | 8.50 | +0.66 | 37.9% | 205 | 42.0% | -0.35 | 3.75 | — | — | — |
| — | — | — | 7.50 | +0.59 | 41.5% | 207.5 | 44.3% | -0.42 | 5.10 | — | — | — |
| — | — | — | 6.05 | +0.52 | 40.5% | 210 | 40.5% | -0.48 | 5.75 | — | — | — |
| — | — | — | 5.05 | +0.46 | 41.6% | 212.5 | 43.3% | -0.54 | 7.50 | — | — | — |
| — | — | — | 3.40 | +0.38 | 36.9% | 215 | 43.0% | -0.60 | 8.95 | — | — | — |
| — | — | — | 3.05 | +0.33 | 40.3% | 217.5 | 47.0% | -0.64 | 11.15 | — | — | — |
| — | — | — | 2.50 | +0.28 | 41.5% | 220 | 46.7% | -0.70 | 12.85 | — | — | — |
| — | — | — | 1.30 | +0.19 | 35.5% | 222.5 | 44.3% | -0.76 | 14.45 | — | — | — |
| — | — | — | 1.55 | +0.19 | 42.3% | 225 | 44.8% | -0.80 | 16.50 | — | — | — |
| — | — | — | 1.65 | +0.18 | 47.6% | 227.5 | 41.5% | -0.85 | 18.30 | — | — | — |
| — | — | — | 1.25 | +0.15 | 47.2% | 230 | 46.6% | -0.86 | 20.90 | — | — | — |
| — | — | — | 0.85 | +0.11 | 45.6% | 232.5 | 47.0% | -0.88 | 23.15 | — | — | — |
| — | — | — | 0.55 | +0.08 | 44.0% | 235 | 46.6% | -0.91 | 25.40 | — | — | — |
| — | 237.5 | 50.7% | -0.91 | 27.95 | — | — | — | |||||
| — | — | — | 0.45 | +0.06 | 48.0% | 240 | 53.0% | -0.92 | 30.40 | — | — | — |
| — | 242.5 | 48.4% | -0.95 | 32.55 | — | — | — | |||||
| — | 245 | 65.2% | -0.90 | 35.75 | — | — | — | |||||
| — | 250 | 63.9% | -0.93 | 40.35 | — | — | — | |||||
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.