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 | |
| — | — | — | 26.83 | +0.98 | 33.2% | 245 | 32.3% | -0.02 | 0.10 | — | — | — |
| — | — | — | 21.88 | +0.97 | 29.4% | 250 | 28.8% | -0.03 | 0.15 | — | — | — |
| — | — | — | 19.91 | +0.96 | 27.9% | 252 | 27.1% | -0.04 | 0.17 | — | — | — |
| — | — | — | 17.95 | +0.95 | 26.4% | 254 | 25.7% | -0.05 | 0.21 | — | — | — |
| — | — | — | 16.00 | +0.94 | 25.0% | 256 | 24.6% | -0.06 | 0.27 | — | — | — |
| — | — | — | 14.07 | +0.92 | 23.6% | 258 | 23.4% | -0.08 | 0.35 | — | — | — |
| — | — | — | 13.14 | +0.91 | 23.3% | 259 | 22.8% | -0.09 | 0.40 | — | — | — |
| — | — | — | 12.17 | +0.90 | 22.3% | 260 | 22.4% | -0.10 | 0.47 | — | — | — |
| — | — | — | 11.27 | +0.88 | 22.1% | 261 | 21.8% | -0.12 | 0.54 | — | — | — |
| — | — | — | 10.38 | +0.86 | 21.8% | 262 | 21.4% | -0.14 | 0.64 | — | — | — |
| — | — | — | 9.47 | +0.84 | 21.1% | 263 | 21.0% | -0.16 | 0.75 | — | — | — |
| — | — | — | 8.59 | +0.82 | 20.5% | 264 | 20.5% | -0.18 | 0.87 | — | — | — |
| — | — | — | 7.75 | +0.79 | 20.2% | 265 | 20.1% | -0.21 | 1.03 | — | — | — |
| — | — | — | 6.93 | +0.76 | 19.7% | 266 | 19.7% | -0.24 | 1.21 | — | — | — |
| — | — | — | 6.15 | +0.72 | 19.4% | 267 | 19.3% | -0.28 | 1.43 | — | — | — |
| — | — | — | 5.40 | +0.68 | 19.0% | 268 | 19.0% | -0.32 | 1.69 | — | — | — |
| — | — | — | 4.70 | +0.64 | 18.7% | 269 | 18.7% | -0.36 | 1.99 | — | — | — |
| — | — | — | 4.03 | +0.59 | 18.3% | 270 | 18.3% | -0.41 | 2.33 | — | — | — |
| — | — | — | 3.44 | +0.54 | 18.1% | 271 | 18.1% | -0.46 | 2.73 | — | — | — |
| — | — | — | 2.89 | +0.49 | 17.8% | 272 | 17.8% | -0.51 | 3.18 | — | — | — |
| — | — | — | 2.38 | +0.44 | 17.5% | 273 | 17.6% | -0.56 | 3.69 | — | — | — |
| — | — | — | 1.95 | +0.38 | 17.3% | 274 | 17.3% | -0.62 | 4.25 | — | — | — |
| — | — | — | 1.57 | +0.33 | 17.1% | 275 | 17.1% | -0.67 | 4.87 | — | — | — |
| — | — | — | 1.23 | +0.28 | 16.8% | 276 | 17.0% | -0.72 | 5.55 | — | — | — |
| — | — | — | 0.97 | +0.24 | 16.7% | 277 | 16.9% | -0.76 | 6.29 | — | — | — |
| — | — | — | 0.74 | +0.19 | 16.5% | 278 | 16.9% | -0.80 | 7.08 | — | — | — |
| — | — | — | 0.56 | +0.16 | 16.4% | 279 | 16.2% | -0.85 | 7.83 | — | — | — |
| — | — | — | 0.42 | +0.12 | 16.3% | 280 | 17.2% | -0.86 | 8.79 | — | — | — |
| — | — | — | 0.31 | +0.10 | 16.3% | 281 | 17.7% | -0.88 | 9.71 | — | — | — |
| — | — | — | 0.23 | +0.07 | 16.3% | 282 | 17.9% | -0.90 | 10.63 | — | — | — |
| — | — | — | 0.20 | +0.07 | 16.3% | 282.5 | 18.3% | -0.91 | 11.11 | — | — | — |
| — | — | — | 0.18 | +0.06 | 16.5% | 283 | 18.6% | -0.92 | 11.59 | — | — | — |
| — | — | — | 0.11 | +0.04 | 17.0% | 285 | 20.5% | -0.93 | 13.56 | — | — | — |
| — | — | — | 0.07 | +0.02 | 18.1% | 287.5 | 23.3% | -0.94 | 16.06 | — | — | — |
| — | — | — | 0.05 | +0.02 | 19.4% | 290 | 26.2% | -0.94 | 18.57 | — | — | — |
| — | — | — | 0.04 | +0.01 | 20.9% | 292.5 | 29.1% | -0.94 | 21.08 | — | — | — |
| — | — | — | 0.03 | +0.01 | 22.2% | 295 | 31.7% | -0.95 | 23.58 | — | — | — |
| — | — | — | 0.02 | +0.01 | 23.0% | 297.5 | 34.0% | -0.95 | 26.07 | — | — | — |
| — | — | — | 0.02 | +0.01 | 24.9% | 300 | 36.3% | -0.96 | 28.56 | — | — | — |
| — | — | — | 0.02 | +0.01 | 26.7% | 302.5 | 39.0% | -0.96 | 31.07 | — | — | — |
| — | — | — | 0.02 | +0.01 | 28.5% | 305 | 41.6% | -0.96 | 33.58 | — | — | — |
| — | — | — | 0.02 | +0.00 | 30.3% | 307.5 | 43.7% | -0.96 | 36.07 | — | — | — |
| — | — | — | — | — | — | 310 | 46.0% | -0.96 | 38.57 | — | — | — |
| — | — | — | — | — | — | 312.5 | 47.9% | -0.97 | 41.06 | — | — | — |
| — | — | — | — | — | — | 315 | 50.2% | -0.97 | 43.56 | — | — | — |
| — | — | — | — | — | — | 320 | 54.8% | -0.97 | 48.57 | — | — | — |
| — | — | — | — | — | — | 325 | 59.0% | -0.97 | 53.57 | — | — | — |
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.