Spot 46.36
· 154 contratti su 4 scadenze
· fonte ibkr + storico
· catturata 13/10 11:28 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 | |
| — | 5.30 | 9.50 | 7.40 | +1.00 | 32.2% | 39 | 32.2% | +0.00 | — | — | 0.75 | — |
| — | 4.30 | 8.50 | 6.40 | +1.00 | 31.8% | 40 | 31.8% | -0.00 | — | — | 0.95 | — |
| — | 3.90 | 6.60 | 5.25 | +1.00 | 30.0% | 41 | 30.0% | -0.00 | — | — | 0.80 | — |
| — | 3.00 | 5.60 | 4.30 | +1.00 | 27.5% | 42 | 27.5% | -0.00 | — | — | 0.65 | — |
| — | 2.00 | 4.60 | 3.30 | +1.00 | 24.9% | 43 | 24.9% | -0.00 | — | — | 0.25 | — |
| — | 1.95 | 3.70 | 2.83 | +0.99 | 22.5% | 44 | 22.5% | -0.01 | — | — | 1.05 | — |
| — | 0.95 | 3.20 | 2.08 | +0.92 | 20.6% | 45 | 20.6% | -0.08 | — | — | 0.30 | — |
| — | 0.50 | 1.00 | 0.75 | +0.66 | 19.4% | 46 | 19.4% | -0.34 | — | — | 0.55 | — |
| — | — | 0.20 | — | +0.25 | 18.8% | 47 | 22.3% | -0.70 | 0.80 | 0.50 | 1.05 | — |
| — | — | 0.15 | — | — | — | 48 | 37.6% | -0.80 | 1.80 | 1.35 | 2.25 | — |
| — | — | 0.20 | — | — | — | 49 | 19.1% | -1.00 | 2.77 | 2.35 | 3.20 | — |
| — | — | 0.10 | — | — | — | 50 | 51.7% | -0.91 | 3.70 | 3.10 | 4.30 | — |
| — | — | 0.05 | — | — | — | 51 | — | — | 4.75 | 3.40 | 6.10 | — |
| — | — | 0.20 | — | — | — | 52 | — | — | 5.75 | 4.40 | 7.10 | — |
| — | — | 0.25 | — | — | — | 53 | — | — | 6.70 | 4.60 | 8.80 | — |
| — | — | 0.10 | — | — | — | 54 | — | — | 7.70 | 5.60 | 9.80 | — |
| — | — | 0.95 | — | — | — | 55 | — | — | 8.70 | 6.60 | 10.80 | — |
| — | — | 0.05 | — | — | — | 56 | — | — | 9.70 | 7.60 | 11.80 | — |
| — | — | 0.75 | — | — | — | 57 | — | — | 10.80 | 8.80 | 12.80 | — |
| — | — | — | — | — | — | 58 | — | — | — | — | — | — |
| — | — | — | — | — | — | 59 | — | — | — | — | — | — |
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.