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 | |
| — | — | — | 47.78 | +0.98 | 31.4% | 230 | 33.4% | -0.02 | 0.25 | — | — | — |
| — | — | — | 25.47 | +0.91 | 24.5% | 253 | 24.4% | -0.09 | 0.85 | — | — | — |
| — | — | — | 22.69 | +0.89 | 23.6% | 256 | 23.5% | -0.11 | 1.06 | — | — | — |
| — | — | — | 20.84 | +0.87 | 22.9% | 258 | 22.9% | -0.13 | 1.23 | — | — | — |
| — | — | — | 19.07 | +0.85 | 22.5% | 260 | 22.3% | -0.15 | 1.44 | — | — | — |
| — | — | — | 17.29 | +0.83 | 21.8% | 262 | 21.8% | -0.17 | 1.68 | — | — | — |
| — | — | — | 16.43 | +0.81 | 21.5% | 263 | 21.6% | -0.19 | 1.83 | — | — | — |
| — | — | — | 15.58 | +0.80 | 21.2% | 264 | 21.3% | -0.20 | 1.98 | — | — | — |
| — | — | — | 14.75 | +0.79 | 21.0% | 265 | 21.0% | -0.22 | 2.15 | — | — | — |
| — | — | — | 13.95 | +0.77 | 20.8% | 266 | 20.8% | -0.23 | 2.33 | — | — | — |
| — | — | — | 13.15 | +0.75 | 20.6% | 267 | 20.6% | -0.25 | 2.53 | — | — | — |
| — | — | — | 12.74 | +0.74 | 20.4% | 267.5 | 20.4% | -0.26 | 2.64 | — | — | — |
| — | — | — | 12.36 | +0.73 | 20.3% | 268 | 20.3% | -0.27 | 2.75 | — | — | — |
| — | — | — | 11.59 | +0.71 | 20.1% | 269 | 20.1% | -0.29 | 2.98 | — | — | — |
| — | — | — | 10.85 | +0.69 | 19.9% | 270 | 19.9% | -0.31 | 3.24 | — | — | — |
| — | — | — | 10.13 | +0.67 | 19.7% | 271 | 19.7% | -0.33 | 3.52 | — | — | — |
| — | — | — | 9.43 | +0.65 | 19.5% | 272 | 19.5% | -0.35 | 3.82 | — | — | — |
| — | — | — | 9.09 | +0.64 | 19.4% | 272.5 | 19.4% | -0.36 | 3.98 | — | — | — |
| — | — | — | 8.75 | +0.63 | 19.3% | 273 | 19.3% | -0.37 | 4.14 | — | — | — |
| — | — | — | 8.11 | +0.60 | 19.1% | 274 | 19.1% | -0.40 | 4.50 | — | — | — |
| — | — | — | 7.49 | +0.58 | 19.0% | 275 | 18.9% | -0.42 | 4.87 | — | — | — |
| — | — | — | 6.89 | +0.55 | 18.8% | 276 | 18.8% | -0.45 | 5.28 | — | — | — |
| — | — | — | 6.32 | +0.53 | 18.6% | 277 | 18.6% | -0.47 | 5.71 | — | — | — |
| — | — | — | 6.05 | +0.51 | 18.6% | 277.5 | 18.6% | -0.49 | 5.94 | — | — | — |
| — | — | — | 5.78 | +0.50 | 18.5% | 278 | 18.5% | -0.50 | 6.18 | — | — | — |
| — | — | — | 5.27 | +0.47 | 18.4% | 279 | 18.4% | -0.53 | 6.67 | — | — | — |
| — | — | — | 4.79 | +0.45 | 18.2% | 280 | 18.3% | -0.55 | 7.20 | — | — | — |
| — | — | — | 4.33 | +0.42 | 18.1% | 281 | 18.2% | -0.58 | 7.75 | — | — | — |
| — | — | — | 3.91 | +0.39 | 18.0% | 282 | 18.1% | -0.61 | 8.33 | — | — | — |
| — | — | — | 3.71 | +0.38 | 17.9% | 282.5 | 18.0% | -0.62 | 8.64 | — | — | — |
| — | — | — | 3.52 | +0.37 | 17.9% | 283 | 18.0% | -0.63 | 8.95 | — | — | — |
| — | — | — | 3.15 | +0.34 | 17.7% | 284 | 17.8% | -0.66 | 9.57 | — | — | — |
| — | — | — | 2.81 | +0.31 | 17.6% | 285 | 17.9% | -0.68 | 10.27 | — | — | — |
| — | — | — | 2.50 | +0.29 | 17.5% | 286 | 17.9% | -0.71 | 10.99 | — | — | — |
| — | — | — | 2.21 | +0.26 | 17.4% | 287 | 17.8% | -0.73 | 11.71 | — | — | — |
| — | — | — | 2.08 | +0.25 | 17.4% | 287.5 | 17.8% | -0.74 | 12.08 | — | — | — |
| — | — | — | 1.94 | +0.24 | 17.3% | 288 | 17.8% | -0.75 | 12.46 | — | — | — |
| — | — | — | 1.72 | +0.22 | 17.3% | 289 | 17.9% | -0.77 | 13.25 | — | — | — |
| — | — | — | 1.51 | +0.20 | 17.2% | 290 | 17.9% | -0.79 | 14.05 | — | — | — |
| — | — | — | 1.32 | +0.18 | 17.2% | 291 | 18.2% | -0.81 | 14.94 | — | — | — |
| — | — | — | 1.00 | +0.14 | 17.1% | 293 | 18.6% | -0.83 | 16.68 | — | — | — |
| — | — | — | 0.75 | +0.11 | 17.0% | 295 | 19.1% | -0.86 | 18.50 | — | — | — |
| — | — | — | 0.53 | +0.09 | 17.0% | 297.5 | 19.7% | -0.88 | 20.81 | — | — | — |
| — | — | — | 0.37 | +0.06 | 17.1% | 300 | 21.1% | -0.89 | 23.27 | — | — | — |
| — | — | — | 0.17 | +0.03 | 17.7% | 306 | 24.9% | -0.90 | 29.27 | — | — | — |
| — | — | — | 0.12 | +0.02 | 18.1% | 309 | 26.6% | -0.91 | 32.26 | — | — | — |
| — | — | — | 0.06 | +0.01 | 19.3% | 316 | 30.7% | -0.92 | 39.26 | — | — | — |
| — | — | — | 0.04 | +0.01 | 19.9% | 320 | 32.9% | -0.92 | 43.26 | — | — | — |
| — | — | — | 0.03 | +0.01 | 20.7% | 324 | 35.0% | -0.93 | 47.26 | — | — | — |
| — | — | — | 0.02 | +0.00 | 21.2% | 328 | 37.1% | -0.93 | 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.