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 | |
| — | 28.73 | 29.14 | 28.93 | — | — | 267 | — | — | 0.04 | 0.03 | 0.04 | — |
| — | 27.74 | 28.15 | 27.95 | — | — | 268 | — | — | 0.04 | 0.03 | 0.04 | — |
| — | 26.75 | 27.15 | 26.95 | — | — | 269 | — | — | 0.04 | 0.03 | 0.04 | — |
| — | 25.75 | 26.14 | 25.95 | — | — | 270 | — | — | 0.04 | 0.03 | 0.05 | — |
| — | 24.75 | 25.15 | 24.95 | — | — | 271 | — | — | 0.04 | 0.03 | 0.05 | — |
| — | 23.74 | 24.16 | 23.95 | — | — | 272 | — | — | 0.04 | 0.04 | 0.05 | — |
| — | 22.75 | 23.16 | 22.95 | — | — | 273 | — | — | 0.04 | 0.04 | 0.05 | — |
| — | 21.75 | 22.17 | 21.96 | — | — | 274 | — | — | 0.05 | 0.04 | 0.06 | — |
| — | 20.77 | 21.17 | 20.97 | — | — | 275 | — | — | 0.06 | 0.05 | 0.06 | — |
| — | 19.77 | 20.18 | 19.98 | — | — | 276 | — | — | 0.07 | 0.06 | 0.07 | — |
| — | 18.78 | 19.19 | 18.98 | — | — | 277 | — | — | 0.07 | 0.06 | 0.07 | — |
| — | 17.80 | 18.20 | 18.00 | — | — | 278 | — | — | 0.07 | 0.07 | 0.08 | — |
| — | 16.81 | 17.20 | 17.00 | — | — | 279 | — | — | 0.09 | 0.08 | 0.09 | — |
| — | 15.82 | 16.22 | 16.02 | — | — | 280 | — | — | 0.10 | 0.09 | 0.10 | — |
| — | 14.84 | 15.24 | 15.04 | — | — | 281 | — | — | 0.12 | 0.11 | 0.12 | — |
| — | 13.87 | 14.16 | 14.02 | — | — | 282 | — | — | 0.13 | 0.12 | 0.14 | — |
| — | 13.38 | 13.77 | 13.57 | — | — | 282.5 | — | — | 0.14 | 0.13 | 0.15 | — |
| — | 12.89 | 13.19 | 13.04 | — | — | 283 | — | — | 0.15 | 0.14 | 0.16 | — |
| — | 11.92 | 12.21 | 12.06 | — | — | 284 | — | — | 0.18 | 0.17 | 0.19 | — |
| — | 10.99 | 11.23 | 11.11 | — | — | 285 | — | — | 0.22 | 0.21 | 0.23 | — |
| — | 10.04 | 10.30 | 10.17 | — | — | 286 | — | — | 0.27 | 0.25 | 0.28 | — |
| — | 9.10 | 9.33 | 9.21 | — | — | 287 | — | — | 0.33 | 0.31 | 0.34 | — |
| — | 8.64 | 8.87 | 8.76 | — | — | 287.5 | — | — | 0.36 | 0.35 | 0.37 | — |
| — | 8.18 | 8.41 | 8.29 | — | — | 288 | — | — | 0.41 | 0.39 | 0.42 | — |
| — | 7.28 | 7.51 | 7.39 | — | — | 289 | — | — | 0.51 | 0.49 | 0.52 | — |
| — | 6.49 | 6.60 | 6.54 | — | — | 290 | — | — | 0.63 | 0.62 | 0.64 | — |
| — | 5.66 | 5.75 | 5.71 | — | — | 291 | — | — | 0.80 | 0.78 | 0.81 | — |
| — | 4.86 | 4.96 | 4.91 | — | — | 292 | — | — | 0.99 | 0.98 | 1.01 | — |
| — | 4.48 | 4.58 | 4.53 | — | — | 292.5 | — | — | 1.11 | 1.10 | 1.13 | — |
| — | 4.11 | 4.20 | 4.16 | — | — | 293 | — | — | 1.25 | 1.23 | 1.26 | — |
| — | 3.41 | 3.51 | 3.46 | — | — | 294 | — | — | 1.55 | 1.53 | 1.57 | — |
| — | 2.79 | 2.86 | 2.83 | — | — | 295 | — | — | 1.91 | 1.89 | 1.93 | — |
| — | 2.23 | 2.28 | 2.25 | — | — | 296 | — | — | 2.35 | 2.32 | 2.37 | — |
| — | 1.73 | 1.78 | 1.75 | — | — | 297 | — | — | 2.85 | 2.80 | 2.90 | — |
| — | 1.51 | 1.55 | 1.53 | — | — | 297.5 | — | — | 3.13 | 3.08 | 3.18 | — |
| — | 1.31 | 1.35 | 1.33 | — | — | 298 | — | — | 3.44 | 3.38 | 3.49 | — |
| — | 0.96 | 1.00 | 0.98 | — | — | 299 | — | — | 4.09 | 4.04 | 4.15 | — |
| — | 0.69 | 0.72 | 0.70 | — | — | 300 | — | — | 4.83 | 4.78 | 4.89 | — |
| — | 0.48 | 0.51 | 0.49 | — | — | 301 | — | — | 5.64 | 5.58 | 5.71 | — |
| — | 0.33 | 0.36 | 0.34 | — | — | 302 | — | — | 6.45 | 6.30 | 6.59 | — |
| — | 0.27 | 0.30 | 0.28 | — | — | 302.5 | — | — | 6.90 | 6.74 | 7.06 | — |
| — | 0.22 | 0.25 | 0.23 | — | — | 303 | — | — | 7.36 | 7.20 | 7.51 | — |
| — | 0.15 | 0.17 | 0.16 | — | — | 304 | — | — | 8.29 | 8.14 | 8.44 | — |
| — | 0.11 | 0.12 | 0.12 | — | — | 305 | — | — | 9.26 | 9.11 | 9.41 | — |
| — | 0.07 | 0.08 | 0.07 | — | — | 306 | — | — | 10.26 | 10.11 | 10.40 | — |
| — | 0.05 | 0.06 | 0.06 | — | — | 307 | — | — | 11.26 | 11.10 | 11.41 | — |
| — | 0.04 | 0.05 | 0.04 | — | — | 307.5 | — | — | 11.76 | 11.60 | 11.91 | — |
| — | 0.03 | 0.05 | 0.04 | — | — | 308 | — | — | 12.26 | 12.10 | 12.41 | — |
| — | 0.03 | 0.04 | 0.04 | — | — | 309 | — | — | 13.26 | 13.10 | 13.41 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 310 | — | — | 14.26 | 14.10 | 14.41 | — |
| — | 0.01 | 0.03 | 0.02 | — | — | 311 | — | — | 15.29 | 15.09 | 15.50 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 312 | — | — | 16.30 | 16.09 | 16.50 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 312.5 | — | — | 16.79 | 16.59 | 16.99 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 313 | — | — | 17.30 | 17.09 | 17.50 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 314 | — | — | 18.29 | 18.09 | 18.49 | — |
| — | — | 0.02 | — | — | — | 315 | — | — | 19.29 | 19.09 | 19.49 | — |
| — | — | 0.02 | — | — | — | 316 | — | — | 20.30 | 20.09 | 20.50 | — |
| — | — | 0.01 | — | — | — | 317 | — | — | 21.30 | 21.09 | 21.50 | — |
| — | — | 0.01 | — | — | — | 317.5 | — | — | 21.79 | 21.59 | 21.99 | — |
| — | — | 0.01 | — | — | — | 318 | — | — | 22.30 | 22.09 | 22.50 | — |
| — | — | 0.01 | — | — | — | 319 | — | — | 23.30 | 23.09 | 23.50 | — |
| — | — | 0.01 | — | — | — | 320 | — | — | 24.30 | 24.09 | 24.50 | — |
| — | — | 0.01 | — | — | — | 321 | — | — | 25.30 | 25.09 | 25.50 | — |
| — | — | 0.01 | — | — | — | 322 | — | — | 26.30 | 26.09 | 26.50 | — |
| — | — | 0.01 | — | — | — | 323 | — | — | 27.29 | 27.09 | 27.49 | — |
| — | — | 0.01 | — | — | — | 324 | — | — | 28.29 | 28.09 | 28.49 | — |
| — | — | 0.01 | — | — | — | 325 | — | — | 29.29 | 29.09 | 29.49 | — |
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.