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 | |
| — | 28.97 | 29.38 | 29.18 | — | — | 267 | — | — | 0.12 | 0.11 | 0.12 | — |
| — | 27.98 | 28.37 | 28.18 | — | — | 268 | — | — | 0.12 | 0.12 | 0.13 | — |
| — | 26.99 | 27.40 | 27.20 | — | — | 269 | — | — | 0.14 | 0.13 | 0.14 | — |
| — | 26.01 | 26.41 | 26.21 | — | — | 270 | — | — | 0.14 | 0.14 | 0.15 | — |
| — | 25.02 | 25.41 | 25.21 | — | — | 271 | — | — | 0.15 | 0.15 | 0.16 | — |
| — | 24.04 | 24.44 | 24.24 | — | — | 272 | — | — | 0.17 | 0.16 | 0.18 | — |
| — | 23.05 | 23.44 | 23.25 | — | — | 273 | — | — | 0.18 | 0.17 | 0.19 | — |
| — | 22.07 | 22.47 | 22.27 | — | — | 274 | — | — | 0.20 | 0.19 | 0.21 | — |
| — | 21.09 | 21.48 | 21.29 | — | — | 275 | — | — | 0.22 | 0.21 | 0.23 | — |
| — | 20.12 | 20.50 | 20.31 | — | — | 276 | — | — | 0.24 | 0.23 | 0.25 | — |
| — | 19.17 | 19.52 | 19.34 | — | — | 277 | — | — | 0.27 | 0.25 | 0.28 | — |
| — | 18.21 | 18.55 | 18.38 | — | — | 278 | — | — | 0.29 | 0.28 | 0.31 | — |
| — | 17.24 | 17.51 | 17.38 | — | — | 279 | — | — | 0.33 | 0.32 | 0.34 | — |
| — | 16.28 | 16.55 | 16.41 | — | — | 280 | — | — | 0.36 | 0.35 | 0.38 | — |
| — | 15.33 | 15.59 | 15.46 | — | — | 281 | — | — | 0.41 | 0.40 | 0.43 | — |
| — | 14.39 | 14.65 | 14.52 | — | — | 282 | — | — | 0.47 | 0.45 | 0.48 | — |
| — | 13.92 | 14.18 | 14.05 | — | — | 282.5 | — | — | 0.49 | 0.48 | 0.51 | — |
| — | 13.45 | 13.69 | 13.57 | — | — | 283 | — | — | 0.53 | 0.51 | 0.55 | — |
| — | 12.50 | 12.79 | 12.64 | — | — | 284 | — | — | 0.60 | 0.59 | 0.62 | — |
| — | 11.62 | 11.85 | 11.73 | — | — | 285 | — | — | 0.68 | 0.67 | 0.69 | — |
| — | 9.90 | 10.05 | 9.97 | — | — | 287 | — | — | 0.91 | 0.89 | 0.93 | — |
| — | 9.47 | 9.62 | 9.54 | — | — | 287.5 | — | — | 0.98 | 0.96 | 1.00 | — |
| — | 9.06 | 9.19 | 9.12 | — | — | 288 | — | — | 1.05 | 1.03 | 1.07 | — |
| — | 8.22 | 8.35 | 8.29 | — | — | 289 | — | — | 1.22 | 1.19 | 1.24 | — |
| — | 7.42 | 7.54 | 7.48 | — | — | 290 | — | — | 1.41 | 1.38 | 1.43 | — |
| — | 6.63 | 6.76 | 6.70 | — | — | 291 | — | — | 1.61 | 1.59 | 1.64 | — |
| — | 5.89 | 6.01 | 5.95 | — | — | 292 | — | — | 1.87 | 1.84 | 1.90 | — |
| — | 5.53 | 5.64 | 5.58 | — | — | 292.5 | — | — | 2.01 | 1.98 | 2.04 | — |
| — | 5.17 | 5.29 | 5.23 | — | — | 293 | — | — | 2.16 | 2.13 | 2.19 | — |
| — | 4.51 | 4.62 | 4.57 | — | — | 294 | — | — | 2.49 | 2.46 | 2.52 | — |
| — | 3.90 | 3.99 | 3.94 | — | — | 295 | — | — | 2.86 | 2.83 | 2.89 | — |
| — | 3.35 | 3.37 | 3.36 | — | — | 296 | — | — | 3.29 | 3.25 | 3.32 | — |
| — | 2.78 | 2.84 | 2.81 | — | — | 297 | — | — | 3.76 | 3.73 | 3.79 | — |
| — | 2.54 | 2.60 | 2.57 | — | — | 297.5 | — | — | 4.01 | 3.95 | 4.07 | — |
| — | 2.30 | 2.36 | 2.33 | — | — | 298 | — | — | 4.29 | 4.22 | 4.36 | — |
| — | 1.88 | 1.94 | 1.91 | — | — | 299 | — | — | 4.86 | 4.80 | 4.92 | — |
| — | 1.51 | 1.57 | 1.54 | — | — | 300 | — | — | 5.50 | 5.44 | 5.57 | — |
| — | 1.20 | 1.25 | 1.23 | — | — | 301 | — | — | 6.21 | 6.13 | 6.28 | — |
| — | 0.94 | 0.98 | 0.96 | — | — | 302 | — | — | 6.96 | 6.88 | 7.03 | — |
| — | 0.82 | 0.87 | 0.84 | — | — | 302.5 | — | — | 7.34 | 7.27 | 7.42 | — |
| — | 0.72 | 0.75 | 0.73 | — | — | 303 | — | — | 7.75 | 7.68 | 7.83 | — |
| — | 0.55 | 0.59 | 0.57 | — | — | 304 | — | — | 8.54 | 8.40 | 8.69 | — |
| — | 0.41 | 0.45 | 0.43 | — | — | 305 | — | — | 9.41 | 9.26 | 9.57 | — |
| — | 0.31 | 0.34 | 0.33 | — | — | 306 | — | — | 10.34 | 10.18 | 10.49 | — |
| — | 0.23 | 0.25 | 0.24 | — | — | 307 | — | — | 11.29 | 11.13 | 11.46 | — |
| — | 0.17 | 0.20 | 0.18 | — | — | 308 | — | — | 12.26 | 12.10 | 12.42 | — |
| — | 0.13 | 0.15 | 0.14 | — | — | 309 | — | — | 13.23 | 13.11 | 13.35 | — |
| — | 0.10 | 0.11 | 0.10 | — | — | 310 | — | — | 14.27 | 14.11 | 14.42 | — |
| — | 0.07 | 0.09 | 0.08 | — | — | 311 | — | — | 15.29 | 15.09 | 15.49 | — |
| — | 0.06 | 0.07 | 0.07 | — | — | 312 | — | — | 16.29 | 16.09 | 16.49 | — |
| — | 0.04 | 0.06 | 0.05 | — | — | 313 | — | — | 17.29 | 17.09 | 17.49 | — |
| — | 0.03 | 0.05 | 0.04 | — | — | 314 | — | — | 18.30 | 18.10 | 18.49 | — |
| — | 0.02 | 0.04 | 0.03 | — | — | 315 | — | — | 19.30 | 19.10 | 19.49 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 316 | — | — | 20.30 | 20.10 | 20.49 | — |
| — | 0.01 | 0.03 | 0.02 | — | — | 317 | — | — | 21.30 | 21.10 | 21.49 | — |
| — | 0.01 | 0.03 | 0.02 | — | — | 318 | — | — | 22.30 | 22.10 | 22.49 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 319 | — | — | 23.30 | 23.10 | 23.49 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 320 | — | — | 24.30 | 24.10 | 24.49 | — |
| — | — | 0.02 | — | — | — | 321 | — | — | 25.29 | 25.09 | 25.49 | — |
| — | — | 0.02 | — | — | — | 322 | — | — | 26.29 | 26.09 | 26.49 | — |
| — | — | 0.02 | — | — | — | 323 | — | — | 27.29 | 27.09 | 27.49 | — |
| — | — | 0.02 | — | — | — | 324 | — | — | 28.30 | 28.10 | 28.49 | — |
| — | — | 0.02 | — | — | — | 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.