Spot 271.37
· 318 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 16/10 06:06 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 | |
| — | 25.97 | 26.41 | 26.57 | +0.99 | 60.0% | 245 | 57.9% | -0.01 | 0.03 | — | — | — |
| — | — | — | 21.58 | +0.99 | 51.0% | 250 | 49.5% | -0.01 | 0.04 | — | — | — |
| — | — | — | 19.56 | +0.99 | 43.6% | 252 | 45.3% | -0.01 | 0.04 | — | — | — |
| — | — | — | 17.58 | +0.98 | 42.5% | 254 | 42.5% | -0.02 | 0.05 | — | — | — |
| — | — | — | 15.58 | +0.98 | 38.1% | 256 | 39.2% | -0.02 | 0.06 | — | — | — |
| — | — | — | 13.59 | +0.98 | 34.8% | 258 | 35.6% | -0.03 | 0.07 | — | — | — |
| — | — | — | 12.58 | +0.98 | 31.6% | 259 | 33.4% | -0.03 | 0.07 | — | — | — |
| — | — | — | 11.61 | +0.97 | 31.8% | 260 | 31.8% | -0.03 | 0.08 | — | — | — |
| — | — | — | 10.61 | +0.97 | 29.5% | 261 | 30.1% | -0.04 | 0.09 | — | — | — |
| — | — | — | 9.63 | +0.96 | 28.3% | 262 | 28.8% | -0.05 | 0.11 | — | — | — |
| — | — | — | 8.65 | +0.95 | 26.8% | 263 | 27.2% | -0.06 | 0.13 | — | — | — |
| — | — | — | 7.69 | +0.93 | 25.8% | 264 | 26.2% | -0.07 | 0.17 | — | — | — |
| — | — | — | 6.74 | +0.91 | 24.7% | 265 | 25.0% | -0.09 | 0.22 | — | — | — |
| — | — | — | 5.83 | +0.88 | 24.2% | 266 | 24.4% | -0.13 | 0.31 | — | — | — |
| — | — | — | 4.94 | +0.84 | 23.4% | 267 | 23.6% | -0.17 | 0.42 | — | — | — |
| — | — | — | 4.10 | +0.78 | 22.8% | 268 | 22.9% | -0.22 | 0.58 | — | — | — |
| — | — | — | 3.33 | +0.72 | 22.4% | 269 | 22.4% | -0.28 | 0.80 | — | — | — |
| — | — | — | 2.61 | +0.64 | 21.7% | 270 | 21.9% | -0.36 | 1.09 | — | — | — |
| — | — | — | 1.98 | +0.55 | 21.2% | 271 | 21.2% | -0.45 | 1.45 | — | — | — |
| — | — | — | 1.44 | +0.46 | 20.7% | 272 | 20.9% | -0.54 | 1.92 | — | — | — |
| — | — | — | 1.02 | +0.36 | 20.5% | 273 | 20.7% | -0.63 | 2.50 | — | — | — |
| — | — | — | 0.69 | +0.28 | 20.3% | 274 | 20.3% | -0.72 | 3.16 | — | — | — |
| — | — | — | 0.45 | +0.20 | 20.2% | 275 | 20.4% | -0.80 | 3.93 | — | — | — |
| — | — | — | 0.29 | +0.14 | 20.3% | 276 | 21.0% | -0.85 | 4.79 | — | — | — |
| — | — | — | 0.19 | +0.10 | 20.7% | 277 | 21.8% | -0.89 | 5.70 | — | — | — |
| — | — | — | 0.13 | +0.07 | 21.3% | 278 | 23.1% | -0.91 | 6.65 | — | — | — |
| — | — | — | 0.09 | +0.05 | 22.1% | 279 | 25.7% | -0.92 | 7.65 | — | — | — |
| — | — | — | 0.07 | +0.04 | 23.2% | 280 | 26.7% | -0.94 | 8.61 | — | — | — |
| — | — | — | 0.06 | +0.03 | 24.7% | 281 | 28.1% | -0.95 | 9.59 | — | — | — |
| — | — | — | 0.05 | +0.03 | 26.0% | 282 | 30.4% | -0.95 | 10.59 | — | — | — |
| — | — | — | 0.05 | +0.02 | 28.1% | 283 | 33.2% | -0.95 | 11.60 | — | — | — |
| — | — | — | 0.04 | +0.02 | 31.0% | 285 | 38.7% | -0.95 | 13.62 | — | — | — |
| — | — | — | 0.02 | +0.01 | 36.8% | 290 | 46.2% | -0.97 | 18.57 | — | — | — |
| — | — | — | 0.02 | +0.01 | 45.1% | 295 | 56.0% | -0.98 | 23.57 | — | — | — |
| — | — | — | — | — | — | 300 | 65.4% | -0.98 | 28.57 | — | — | — |
| — | — | — | — | — | — | 305 | 74.5% | -0.98 | 33.57 | — | — | — |
| — | — | — | — | — | — | 310 | 82.0% | -0.98 | 38.56 | — | — | — |
| — | — | — | — | — | — | 315 | 91.6% | -0.98 | 43.57 | — | — | — |
| — | — | — | — | — | — | 320 | 99.9% | -0.99 | 48.57 | — | — | — |
| — | — | — | — | — | — | 325 | 106.4% | -0.99 | 53.56 | — | — | — |
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.