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 | |
| — | — | — | 47.07 | +1.00 | 43.8% | 230 | 43.8% | -0.00 | 0.03 | — | — | — |
| — | — | — | 26.15 | +0.98 | 29.8% | 251 | 28.9% | -0.02 | 0.09 | — | — | — |
| — | — | — | 24.16 | +0.98 | 28.1% | 253 | 27.8% | -0.02 | 0.11 | — | — | — |
| — | — | — | 21.20 | +0.97 | 26.3% | 256 | 25.7% | -0.03 | 0.14 | — | — | — |
| — | — | — | 19.24 | +0.96 | 25.2% | 258 | 24.2% | -0.04 | 0.16 | — | — | — |
| — | — | — | 17.27 | +0.95 | 23.6% | 260 | 23.0% | -0.05 | 0.20 | — | — | — |
| — | — | — | 15.33 | +0.94 | 22.4% | 262 | 21.9% | -0.06 | 0.26 | — | — | — |
| — | — | — | 14.35 | +0.93 | 21.5% | 263 | 21.4% | -0.07 | 0.30 | — | — | — |
| — | — | — | 13.40 | +0.92 | 21.1% | 264 | 20.8% | -0.08 | 0.34 | — | — | — |
| — | — | — | 12.46 | +0.91 | 20.6% | 265 | 20.2% | -0.09 | 0.39 | — | — | — |
| — | — | — | 11.54 | +0.89 | 20.3% | 266 | 19.8% | -0.10 | 0.46 | — | — | — |
| — | — | — | 10.61 | +0.87 | 19.7% | 267 | 19.4% | -0.12 | 0.54 | — | — | — |
| — | — | — | 9.71 | +0.85 | 19.3% | 268 | 19.0% | -0.14 | 0.64 | — | — | — |
| — | — | — | 8.83 | +0.83 | 18.9% | 269 | 18.7% | -0.17 | 0.77 | — | — | — |
| — | — | — | 7.98 | +0.80 | 18.5% | 270 | 18.3% | -0.19 | 0.91 | — | — | — |
| — | — | — | 7.15 | +0.77 | 18.1% | 271 | 18.0% | -0.23 | 1.09 | — | — | — |
| — | — | — | 6.36 | +0.74 | 17.8% | 272 | 17.8% | -0.26 | 1.31 | — | — | — |
| — | — | — | 5.61 | +0.70 | 17.6% | 273 | 17.5% | -0.30 | 1.56 | — | — | — |
| — | — | — | 4.91 | +0.65 | 17.4% | 274 | 17.3% | -0.34 | 1.86 | — | — | — |
| — | — | — | 4.26 | +0.61 | 17.2% | 275 | 17.1% | -0.39 | 2.21 | — | — | — |
| — | — | — | 3.65 | +0.56 | 17.0% | 276 | 17.0% | -0.44 | 2.61 | — | — | — |
| — | — | — | 3.10 | +0.51 | 16.8% | 277 | 16.8% | -0.49 | 3.06 | — | — | — |
| — | — | — | 2.61 | +0.46 | 16.7% | 278 | 16.7% | -0.54 | 3.57 | — | — | — |
| — | — | — | 2.17 | +0.40 | 16.6% | 279 | 16.7% | -0.60 | 4.14 | — | — | — |
| — | — | — | 1.77 | +0.35 | 16.4% | 280 | 16.6% | -0.65 | 4.75 | — | — | — |
| — | — | — | 1.43 | +0.30 | 16.3% | 281 | 16.5% | -0.69 | 5.42 | — | — | — |
| — | — | — | 1.15 | +0.26 | 16.3% | 282 | 16.5% | -0.74 | 6.14 | — | — | — |
| — | — | — | 1.02 | +0.24 | 16.2% | 282.5 | 16.5% | -0.76 | 6.52 | — | — | — |
| — | — | — | 0.90 | +0.22 | 16.1% | 283 | 16.5% | -0.78 | 6.91 | — | — | — |
| — | — | — | 0.70 | +0.18 | 16.0% | 284 | 16.5% | -0.81 | 7.72 | — | — | — |
| — | — | — | 0.54 | +0.15 | 16.0% | 285 | 16.6% | -0.84 | 8.57 | — | — | — |
| — | — | — | 0.40 | +0.11 | 15.8% | 286 | 17.0% | -0.87 | 9.47 | — | — | — |
| — | — | — | 0.31 | +0.09 | 15.9% | 287 | 17.5% | -0.89 | 10.40 | — | — | — |
| — | — | — | 0.27 | +0.08 | 15.9% | 287.5 | 17.8% | -0.89 | 10.87 | — | — | — |
| — | — | — | 0.23 | +0.07 | 15.9% | 288 | 18.0% | -0.90 | 11.34 | — | — | — |
| — | — | — | 0.18 | +0.06 | 16.1% | 289 | 18.7% | -0.91 | 12.31 | — | — | — |
| — | — | — | 0.14 | +0.05 | 16.3% | 290 | 19.4% | -0.92 | 13.28 | — | — | — |
| — | — | — | 0.11 | +0.04 | 16.5% | 291 | 20.4% | -0.92 | 14.27 | — | — | — |
| — | — | — | 0.08 | +0.03 | 17.4% | 293 | 22.5% | -0.93 | 16.27 | — | — | — |
| — | — | — | 0.06 | +0.02 | 18.3% | 295 | 24.6% | -0.94 | 18.27 | — | — | — |
| — | — | — | 0.04 | +0.01 | 19.2% | 297.5 | 27.0% | -0.94 | 20.76 | — | — | — |
| — | — | — | 0.04 | +0.01 | 21.2% | 300 | 29.4% | -0.95 | 23.26 | — | — | — |
| — | — | — | 0.03 | +0.01 | 22.2% | 302.5 | 32.0% | -0.95 | 25.77 | — | — | — |
| — | — | — | 0.03 | +0.01 | 24.8% | 306 | 35.1% | -0.95 | 29.26 | — | — | — |
| — | — | — | 0.02 | +0.01 | 25.7% | 309 | 37.8% | -0.96 | 32.26 | — | — | — |
| — | — | — | 0.02 | +0.00 | 28.0% | 312.5 | 40.9% | -0.96 | 35.76 | — | — | — |
| — | — | — | 0.02 | +0.00 | 30.3% | 316 | 44.2% | -0.96 | 39.27 | — | — | — |
| — | 320 | 47.3% | -0.96 | 43.26 | — | — | — | |||||
| — | 324 | 50.6% | -0.97 | 47.26 | — | — | — | |||||
| — | 328 | 54.1% | -0.97 | 51.27 | — | — | — | |||||
| — | 332 | 57.0% | -0.97 | 55.26 | — | — | — | |||||
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.