Spot 295.75
· 438 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 06/09 15:41 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 | |
| — | 28.03 | 31.37 | 29.70 | — | — | 267 | — | — | 0.53 | 0.51 | 0.54 | — |
| — | 27.05 | 30.40 | 28.73 | — | — | 268 | — | — | 0.56 | 0.55 | 0.58 | — |
| — | 26.08 | 29.44 | 27.76 | — | — | 269 | — | — | 0.60 | 0.59 | 0.62 | — |
| — | 25.09 | 28.47 | 26.78 | — | — | 270 | — | — | 0.65 | 0.63 | 0.66 | — |
| — | 24.10 | 27.51 | 25.80 | — | — | 271 | — | — | 0.70 | 0.68 | 0.72 | — |
| — | 23.15 | 26.56 | 24.86 | — | — | 272 | — | — | 0.75 | 0.73 | 0.77 | — |
| — | 22.21 | 25.61 | 23.91 | — | — | 273 | — | — | 0.80 | 0.79 | 0.81 | — |
| — | 21.24 | 24.66 | 22.95 | — | — | 274 | — | — | 0.86 | 0.85 | 0.88 | — |
| — | 20.28 | 23.72 | 22.00 | — | — | 275 | — | — | 0.93 | 0.92 | 0.94 | — |
| — | 19.89 | 22.79 | 21.34 | — | — | 276 | — | — | 1.01 | 0.99 | 1.03 | — |
| — | 18.38 | 21.87 | 20.12 | — | — | 277 | — | — | 1.09 | 1.07 | 1.11 | — |
| — | 17.40 | 20.95 | 19.18 | — | — | 278 | — | — | 1.19 | 1.16 | 1.21 | — |
| — | 16.50 | 20.04 | 18.27 | — | — | 279 | — | — | 1.29 | 1.27 | 1.31 | — |
| — | 15.55 | 19.14 | 17.34 | — | — | 280 | — | — | 1.39 | 1.37 | 1.41 | — |
| — | 14.77 | 18.25 | 16.51 | — | — | 281 | — | — | 1.51 | 1.49 | 1.53 | — |
| — | 15.30 | 15.54 | 15.42 | — | — | 282 | — | — | 1.65 | 1.62 | 1.67 | — |
| — | 14.44 | 14.68 | 14.56 | — | — | 283 | — | — | 1.79 | 1.77 | 1.82 | — |
| — | 13.59 | 13.83 | 13.71 | — | — | 284 | — | — | 1.95 | 1.92 | 1.98 | — |
| — | 12.76 | 12.99 | 12.88 | — | — | 285 | — | — | 2.12 | 2.10 | 2.15 | — |
| — | 11.93 | 12.17 | 12.05 | — | — | 286 | — | — | 2.31 | 2.28 | 2.35 | — |
| — | 11.14 | 11.37 | 11.26 | — | — | 287 | — | — | 2.52 | 2.49 | 2.56 | — |
| — | 10.75 | 10.98 | 10.87 | — | — | 287.5 | — | — | 2.63 | 2.60 | 2.67 | — |
| — | 10.35 | 10.59 | 10.47 | — | — | 288 | — | — | 2.75 | 2.71 | 2.79 | — |
| — | 9.62 | 9.81 | 9.71 | — | — | 289 | — | — | 3.00 | 2.96 | 3.04 | — |
| — | 8.89 | 9.07 | 8.98 | — | — | 290 | — | — | 3.27 | 3.23 | 3.31 | — |
| — | 8.19 | 8.36 | 8.28 | — | — | 291 | — | — | 3.56 | 3.52 | 3.60 | — |
| — | 7.49 | 7.67 | 7.58 | — | — | 292 | — | — | 3.88 | 3.84 | 3.93 | — |
| — | 7.15 | 7.34 | 7.25 | — | — | 292.5 | — | — | 4.05 | 4.01 | 4.10 | — |
| — | 6.84 | 7.01 | 6.92 | — | — | 293 | — | — | 4.24 | 4.19 | 4.28 | — |
| — | 6.20 | 6.38 | 6.29 | — | — | 294 | — | — | 4.61 | 4.56 | 4.65 | — |
| — | 5.61 | 5.73 | 5.67 | — | — | 295 | — | — | 5.00 | 4.97 | 5.04 | — |
| — | 5.05 | 5.16 | 5.17 | +0.50 | 16.3% | 296 | 16.3% | -0.50 | 5.47 | 5.40 | 5.50 | — |
| — | 4.52 | 4.63 | 4.58 | — | — | 297 | — | — | 5.92 | 5.87 | 5.97 | — |
| — | 4.27 | 4.37 | 4.32 | — | — | 297.5 | — | — | 6.18 | 6.12 | 6.24 | — |
| — | 4.02 | 4.12 | 4.07 | — | — | 298 | — | — | 6.42 | 6.34 | 6.49 | — |
| — | 3.55 | 3.66 | 3.60 | — | — | 299 | — | — | 6.96 | 6.88 | 7.03 | — |
| — | 3.13 | 3.21 | 3.17 | — | — | 300 | — | — | 7.54 | 7.46 | 7.61 | — |
| — | 2.73 | 2.82 | 2.77 | — | — | 301 | — | — | 8.13 | 8.04 | 8.23 | — |
| — | 2.37 | 2.46 | 2.42 | — | — | 302 | — | — | 8.79 | 8.71 | 8.88 | — |
| — | 2.21 | 2.27 | 2.24 | — | — | 302.5 | — | — | 9.13 | 9.01 | 9.25 | — |
| — | 2.05 | 2.12 | 2.08 | — | — | 303 | — | — | 9.48 | 9.37 | 9.60 | — |
| — | 1.76 | 1.83 | 1.79 | — | — | 304 | — | — | 10.20 | 10.08 | 10.32 | — |
| — | 1.50 | 1.57 | 1.53 | — | — | 305 | — | — | 10.95 | 10.83 | 11.07 | — |
| — | 1.27 | 1.34 | 1.30 | — | — | 306 | — | — | 11.73 | 11.61 | 11.86 | — |
| — | 1.07 | 1.13 | 1.10 | — | — | 307 | — | — | 12.56 | 12.43 | 12.69 | — |
| — | 0.98 | 1.04 | 1.01 | — | — | 307.5 | — | — | 12.96 | 12.84 | 13.08 | — |
| — | 0.90 | 0.95 | 0.93 | — | — | 308 | — | — | 12.67 | 11.55 | 13.79 | — |
| — | 0.75 | 0.80 | 0.78 | — | — | 309 | — | — | 13.52 | 12.32 | 14.72 | — |
| — | 0.62 | 0.67 | 0.65 | — | — | 310 | — | — | 15.23 | 15.01 | 15.45 | — |
| — | 0.52 | 0.56 | 0.54 | — | — | 311 | — | — | 15.40 | 14.09 | 16.72 | — |
| — | 0.43 | 0.47 | 0.45 | — | — | 312 | — | — | 16.27 | 15.01 | 17.54 | — |
| — | 0.39 | 0.43 | 0.41 | — | — | 312.5 | — | — | 17.36 | 15.47 | 19.26 | — |
| — | 0.35 | 0.38 | 0.36 | — | — | 313 | — | — | 17.82 | 16.79 | 18.86 | — |
| — | 0.29 | 0.32 | 0.30 | — | — | 314 | — | — | 18.72 | 16.89 | 20.55 | — |
| — | 0.24 | 0.26 | 0.25 | — | — | 315 | — | — | 19.64 | 17.84 | 21.44 | — |
| — | 0.20 | 0.22 | 0.21 | — | — | 316 | — | — | 20.61 | 18.80 | 22.41 | — |
| — | 0.16 | 0.19 | 0.17 | — | — | 317 | — | — | 21.55 | 19.77 | 23.33 | — |
| — | 0.14 | 0.15 | 0.14 | — | — | 318 | — | — | 22.52 | 20.75 | 24.30 | — |
| — | 0.11 | 0.13 | 0.12 | — | — | 319 | — | — | 23.47 | 21.73 | 25.21 | — |
| — | 0.09 | 0.11 | 0.10 | — | — | 320 | — | — | 24.45 | 22.71 | 26.20 | — |
| — | 0.08 | 0.10 | 0.09 | — | — | 321 | — | — | 25.41 | 23.70 | 27.13 | — |
| — | 0.06 | 0.08 | 0.07 | — | — | 322 | — | — | 26.41 | 24.69 | 28.13 | — |
| — | 0.05 | 0.07 | 0.06 | — | — | 323 | — | — | 27.37 | 25.68 | 29.06 | — |
| — | 0.04 | 0.06 | 0.05 | — | — | 324 | — | — | 28.35 | 26.67 | 30.03 | — |
| — | 0.04 | 0.05 | 0.04 | — | — | 325 | — | — | 29.34 | 27.66 | 31.02 | — |
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.