Spot 204.26
· 166 contratti su 4 scadenze
· fonte storico
· catturata 13/10 15:08 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 | |
| — | — | — | 25.45 | +0.96 | 23.2% | 180 | 30.5% | -0.09 | 0.85 | — | — | — |
| — | — | — | 21.55 | +0.87 | 29.5% | 185 | 26.5% | -0.11 | 0.95 | — | — | — |
| — | — | — | 20.10 | +0.89 | 25.1% | 186 | 27.7% | -0.13 | 1.25 | — | — | — |
| — | — | — | 19.20 | +0.88 | 24.8% | 187 | 29.0% | -0.15 | 1.60 | — | — | — |
| — | — | — | 18.85 | +0.84 | 28.2% | 188 | 26.6% | -0.15 | 1.40 | — | — | — |
| — | — | — | 17.50 | +0.85 | 24.8% | 189 | 25.8% | -0.15 | 1.45 | — | — | — |
| — | — | — | 16.65 | +0.84 | 24.7% | 190 | 25.3% | -0.17 | 1.55 | — | — | — |
| — | — | — | 16.15 | +0.81 | 26.4% | 191 | 26.7% | -0.19 | 2.00 | — | — | — |
| — | — | — | 14.90 | +0.81 | 23.9% | 192 | 26.0% | -0.21 | 2.10 | — | — | — |
| — | — | — | 14.10 | +0.80 | 23.8% | 193 | 22.2% | -0.19 | 1.60 | — | — | — |
| — | — | — | 13.30 | +0.78 | 23.6% | 194 | 22.1% | -0.21 | 1.80 | — | — | — |
| — | — | — | 12.50 | +0.76 | 23.3% | 195 | 25.2% | -0.25 | 2.70 | — | — | — |
| — | — | — | 11.80 | +0.74 | 23.5% | 196 | 23.9% | -0.27 | 2.70 | — | — | — |
| — | — | — | 11.05 | +0.72 | 23.2% | 197 | 25.2% | -0.30 | 3.30 | — | — | — |
| — | — | — | 10.35 | +0.69 | 23.2% | 198 | 24.6% | -0.31 | 3.50 | — | — | — |
| — | — | — | 9.70 | +0.67 | 23.2% | 199 | 25.0% | -0.34 | 3.95 | — | — | — |
| — | — | — | 9.40 | +0.64 | 24.5% | 200 | 22.9% | -0.35 | 3.80 | — | — | — |
| — | — | — | 6.50 | +0.52 | 23.9% | 205 | 23.9% | -0.48 | 6.30 | — | — | — |
| — | — | — | 3.90 | +0.39 | 22.2% | 210 | 24.5% | -0.60 | 9.30 | — | — | — |
| — | — | — | 2.60 | +0.28 | 23.1% | 215 | 25.1% | -0.70 | 12.85 | — | — | — |
| — | — | — | 1.30 | +0.17 | 21.7% | 220 | 25.8% | -0.78 | 16.85 | — | — | — |
| — | — | — | 0.75 | +0.11 | 22.1% | 225 | 27.0% | -0.84 | 21.25 | — | — | — |
| — | — | — | 1.40 | +0.14 | 30.8% | 230 | 29.0% | -0.88 | 25.95 | — | — | — |
| — | — | — | 1.30 | +0.12 | 33.9% | 235 | 31.1% | -0.90 | 30.75 | — | — | — |
| — | — | — | 0.95 | +0.09 | 34.6% | 240 | 34.1% | -0.91 | 35.70 | — | — | — |
| — | 245 | 37.9% | -0.91 | 40.75 | — | — | — | |||||
| — | 250 | 41.1% | -0.92 | 45.75 | — | — | — | |||||
| — | 255 | 43.6% | -0.93 | 50.70 | — | — | — | |||||
| — | 260 | 46.5% | -0.93 | 55.70 | — | — | — | |||||
| — | 265 | 49.3% | -0.93 | 60.70 | — | — | — | |||||
| — | 270 | 52.6% | -0.93 | 65.75 | — | — | — | |||||
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.