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 | |
| — | — | — | 11.80 | — | — | 35 | — | — | — | — | — | — |
| — | — | — | 7.80 | — | — | 39 | 24.1% | -0.10 | 0.40 | — | — | — |
| — | — | — | 7.15 | +0.94 | 16.7% | 40 | 23.3% | -0.13 | 0.50 | — | — | — |
| — | 4.20 | 8.50 | 6.35 | +0.88 | 18.5% | 41 | 22.8% | -0.16 | 0.65 | 0.45 | 0.80 | — |
| — | 4.20 | 7.60 | 5.90 | +0.79 | 23.1% | 42 | 20.8% | -0.19 | 0.70 | — | 2.85 | — |
| — | 2.60 | 6.80 | 4.70 | +0.79 | 18.0% | 43 | 20.2% | -0.23 | 0.90 | 0.60 | 1.20 | — |
| — | 2.35 | 6.10 | 4.25 | +0.71 | 20.7% | 44 | 21.1% | -0.29 | 1.30 | — | 3.30 | — |
| — | 1.05 | 5.30 | 3.20 | +0.67 | 17.0% | 45 | 19.2% | -0.34 | 1.45 | — | — | — |
| — | — | — | 2.35 | +0.61 | 14.8% | 46 | 14.8% | -0.39 | 1.35 | — | — | — |
| — | — | — | 1.60 | +0.52 | 13.0% | 47 | 19.9% | -0.47 | 2.45 | — | — | — |
| — | — | — | 1.90 | +0.46 | 19.0% | 48 | 18.6% | -0.54 | 2.85 | — | — | — |
| — | — | — | 1.50 | +0.39 | 18.8% | 49 | 17.1% | -0.62 | 3.30 | — | — | — |
| — | — | — | 0.95 | +0.31 | 16.7% | 50 | 18.0% | -0.68 | 4.10 | — | — | — |
| — | — | — | 0.50 | +0.21 | 14.4% | 51 | 18.6% | -0.73 | 4.90 | — | — | — |
| — | — | — | 0.65 | +0.22 | 18.1% | 52 | 19.2% | -0.77 | 5.75 | — | — | — |
| — | — | — | 0.45 | +0.16 | 17.6% | 53 | 21.2% | -0.79 | 6.75 | — | — | — |
| — | — | — | — | — | — | 54 | 22.5% | -0.81 | 7.70 | — | — | — |
| — | — | — | — | — | — | 55 | 24.3% | -0.82 | 8.70 | — | — | — |
| — | — | — | — | — | — | 56 | 26.0% | -0.83 | 9.70 | — | — | — |
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.