Spot 92.85
· 252 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 06/09 15:32 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 | |
| — | 6.05 | 9.95 | 8.00 | — | — | 85 | — | — | — | — | 0.01 | — |
| — | 5.05 | 8.95 | 7.00 | — | — | 86 | — | — | — | — | 0.01 | — |
| — | 5.80 | 5.95 | 5.88 | — | — | 87 | — | — | — | — | 0.01 | — |
| — | 5.30 | 5.45 | 5.38 | — | — | 87.5 | — | — | — | — | 0.01 | — |
| — | 4.80 | 4.95 | 4.88 | — | — | 88 | — | — | — | — | 0.01 | — |
| — | 4.30 | 4.45 | 4.38 | — | — | 88.5 | — | — | — | — | 0.01 | — |
| — | 3.80 | 3.95 | 3.88 | — | — | 89 | — | — | — | — | 0.02 | — |
| — | 3.30 | 3.45 | 3.38 | — | — | 89.5 | — | — | 0.01 | 0.01 | 0.02 | — |
| — | 2.82 | 2.91 | 2.87 | — | — | 90 | — | — | 0.01 | 0.01 | 0.02 | — |
| — | 2.32 | 2.41 | 2.37 | — | — | 90.5 | — | — | 0.02 | 0.01 | 0.03 | — |
| — | 1.82 | 1.91 | 1.86 | — | — | 91 | — | — | 0.04 | 0.03 | 0.04 | — |
| — | 1.32 | 1.41 | 1.36 | — | — | 91.5 | — | — | 0.07 | 0.06 | 0.07 | — |
| — | 0.86 | 0.90 | 0.88 | — | — | 92 | — | — | 0.14 | 0.13 | 0.15 | — |
| — | 0.47 | 0.49 | 0.48 | — | — | 92.5 | — | — | 0.30 | 0.29 | 0.31 | — |
| — | 0.22 | 0.24 | 0.23 | — | — | 93 | — | — | 0.58 | 0.56 | 0.60 | — |
| — | 0.09 | 0.10 | 0.10 | — | — | 93.5 | — | — | 0.98 | 0.95 | 1.01 | — |
| — | 0.04 | 0.05 | 0.04 | — | — | 94 | — | — | 1.46 | 1.41 | 1.50 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 94.5 | — | — | 1.95 | 1.90 | 2.00 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 95 | — | — | 2.45 | 2.40 | 2.50 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 95.5 | — | — | 2.95 | 2.90 | 3.00 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 96 | — | — | 3.42 | 3.35 | 3.50 | — |
| — | — | 0.02 | — | — | — | 96.5 | — | — | 3.92 | 3.85 | 4.00 | — |
| — | — | 0.01 | — | — | — | 97 | — | — | 4.42 | 4.35 | 4.50 | — |
| — | — | 0.01 | — | — | — | 97.5 | — | — | 4.92 | 4.85 | 5.00 | — |
| — | — | 0.01 | — | — | — | 98 | — | — | 5.42 | 5.35 | 5.50 | — |
| — | — | 0.01 | — | — | — | 98.5 | — | — | 5.92 | 5.85 | 6.00 | — |
| — | — | 0.01 | — | — | — | 99 | — | — | 6.42 | 6.35 | 6.50 | — |
| — | — | 0.01 | — | — | — | 100 | — | — | 7.47 | 5.65 | 9.30 | — |
| — | — | 0.01 | — | — | — | 101 | — | — | 7.62 | 6.10 | 9.15 | — |
| — | — | 0.01 | — | — | — | 102 | — | — | 9.45 | 7.15 | 11.75 | — |
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.