Spot 276.70
· 292 contratti su 5 scadenze
· fonte storico
· catturata 14/10 08:48 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 | |
| — | — | — | 46.85 | — | — | 230 | — | |||||
| — | — | — | 25.88 | +0.99 | 45.2% | 251 | 45.2% | -0.01 | 0.03 | — | — | — |
| — | — | — | 23.89 | +0.99 | 43.5% | 253 | 41.9% | -0.01 | 0.03 | — | — | — |
| — | — | — | 20.89 | +0.99 | 38.5% | 256 | 38.5% | -0.01 | 0.04 | — | — | — |
| — | — | — | 18.90 | +0.98 | 36.2% | 258 | 36.2% | -0.02 | 0.05 | — | — | — |
| — | — | — | 16.91 | +0.98 | 33.7% | 260 | 32.8% | -0.02 | 0.05 | — | — | — |
| — | — | — | 14.92 | +0.98 | 30.9% | 262 | 30.9% | -0.02 | 0.07 | — | — | — |
| — | — | — | 13.93 | +0.97 | 29.8% | 263 | 29.1% | -0.03 | 0.07 | — | — | — |
| — | — | — | 12.96 | +0.96 | 29.5% | 264 | 27.9% | -0.03 | 0.08 | — | — | — |
| — | — | — | 11.96 | +0.96 | 27.6% | 265 | 27.1% | -0.04 | 0.10 | — | — | — |
| — | — | — | 10.99 | +0.95 | 26.9% | 266 | 25.6% | -0.04 | 0.11 | — | — | — |
| — | — | — | 7.15 | +0.89 | 22.6% | 270 | 22.2% | -0.10 | 0.28 | — | — | — |
| — | — | — | 6.26 | +0.86 | 22.2% | 271 | 21.7% | -0.14 | 0.38 | — | — | — |
| — | — | — | 5.39 | +0.82 | 21.6% | 272 | 21.3% | -0.18 | 0.52 | — | — | — |
| — | — | — | 4.56 | +0.77 | 21.1% | 273 | 20.9% | -0.23 | 0.70 | — | — | — |
| — | — | — | 3.81 | +0.71 | 20.9% | 274 | 20.7% | -0.29 | 0.94 | — | — | — |
| — | — | — | 3.13 | +0.64 | 20.8% | 275 | 20.6% | -0.36 | 1.26 | — | — | — |
| — | — | — | 2.51 | +0.57 | 20.6% | 276 | 20.5% | -0.43 | 1.65 | — | — | — |
| — | — | — | 1.98 | +0.49 | 20.5% | 277 | 20.5% | -0.51 | 2.13 | — | — | — |
| — | — | — | 1.53 | +0.42 | 20.5% | 278 | 20.4% | -0.59 | 2.67 | — | — | — |
| — | — | — | 1.14 | +0.34 | 20.3% | 279 | 20.4% | -0.66 | 3.30 | — | — | — |
| — | — | — | 0.84 | +0.27 | 20.3% | 280 | 20.5% | -0.73 | 4.01 | — | — | — |
| — | — | — | 0.60 | +0.21 | 20.2% | 281 | 20.5% | -0.79 | 4.77 | — | — | — |
| — | — | — | 0.41 | +0.16 | 20.0% | 282 | 20.7% | -0.84 | 5.60 | — | — | — |
| — | — | — | 0.28 | +0.12 | 20.0% | 283 | 21.0% | -0.87 | 6.48 | — | — | — |
| — | — | — | 0.19 | +0.08 | 20.2% | 284 | 21.6% | -0.90 | 7.40 | — | — | — |
| — | — | — | 0.13 | +0.06 | 20.4% | 285 | 22.2% | -0.92 | 8.34 | — | — | — |
| — | — | — | 0.09 | +0.04 | 20.7% | 286 | 23.3% | -0.94 | 9.31 | — | — | — |
| — | — | — | 0.07 | +0.03 | 21.5% | 287 | 24.6% | -0.95 | 10.29 | — | — | — |
| — | — | — | 0.06 | +0.03 | 22.6% | 288 | 26.4% | -0.95 | 11.29 | — | — | — |
| — | — | — | 0.05 | +0.02 | 23.6% | 289 | 28.2% | -0.95 | 12.29 | — | — | — |
| — | — | — | 0.04 | +0.02 | 24.3% | 290 | 30.0% | -0.95 | 13.29 | — | — | — |
| — | — | — | 0.03 | +0.01 | 24.8% | 291 | 31.8% | -0.96 | 14.29 | — | — | — |
| — | — | — | 0.03 | +0.01 | 27.7% | 293 | 33.8% | -0.97 | 16.26 | — | — | — |
| — | — | — | 0.02 | +0.01 | 29.1% | 295 | 38.7% | -0.96 | 18.29 | — | — | — |
| — | — | — | 0.02 | +0.01 | 35.7% | 300 | 46.9% | -0.97 | 23.29 | — | — | — |
| — | — | — | 0.02 | +0.01 | 43.4% | 306 | 54.2% | -0.98 | 29.26 | — | — | — |
| — | 309 | 58.6% | -0.98 | 32.26 | — | — | — | |||||
| — | 316 | 70.3% | -0.98 | 39.28 | — | — | — | |||||
| — | 320 | 74.0% | -0.98 | 43.26 | — | — | — | |||||
| — | 324 | 81.3% | -0.98 | 47.28 | — | — | — | |||||
| — | 328 | 84.6% | -0.99 | 51.26 | — | — | — | |||||
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.