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 | |
| — | — | — | 27.99 | +0.93 | 26.1% | 245 | 27.0% | -0.08 | 0.79 | — | — | — |
| — | — | — | 23.36 | +0.89 | 25.0% | 250 | 25.3% | -0.11 | 1.11 | — | — | — |
| — | — | — | 21.54 | +0.87 | 24.4% | 252 | 24.6% | -0.13 | 1.27 | — | — | — |
| — | — | — | 19.72 | +0.86 | 23.7% | 254 | 24.0% | -0.15 | 1.48 | — | — | — |
| — | — | — | 18.02 | +0.83 | 23.4% | 256 | 23.5% | -0.17 | 1.73 | — | — | — |
| — | — | — | 16.31 | +0.80 | 22.9% | 258 | 22.9% | -0.20 | 2.02 | — | — | — |
| — | — | — | 15.46 | +0.79 | 22.6% | 259 | 22.6% | -0.21 | 2.17 | — | — | — |
| — | — | — | 14.64 | +0.77 | 22.3% | 260 | 22.4% | -0.23 | 2.36 | — | — | — |
| — | — | — | 13.83 | +0.76 | 22.1% | 261 | 22.1% | -0.24 | 2.55 | — | — | — |
| — | — | — | 13.04 | +0.74 | 21.8% | 262 | 21.8% | -0.26 | 2.75 | — | — | — |
| — | — | — | 12.66 | +0.73 | 21.7% | 262.5 | 21.8% | -0.27 | 2.87 | — | — | — |
| — | — | — | 12.27 | +0.72 | 21.6% | 263 | 21.6% | -0.28 | 2.98 | — | — | — |
| — | — | — | 11.51 | +0.70 | 21.3% | 264 | 21.4% | -0.30 | 3.22 | — | — | — |
| — | — | — | 10.77 | +0.68 | 21.1% | 265 | 21.2% | -0.32 | 3.49 | — | — | — |
| — | — | — | 10.06 | +0.66 | 20.9% | 266 | 20.9% | -0.34 | 3.76 | — | — | — |
| — | — | — | 9.37 | +0.64 | 20.7% | 267 | 20.6% | -0.36 | 4.06 | — | — | — |
| — | — | — | 9.02 | +0.63 | 20.5% | 267.5 | 20.6% | -0.37 | 4.23 | — | — | — |
| — | — | — | 8.69 | +0.62 | 20.4% | 268 | 20.4% | -0.38 | 4.39 | — | — | — |
| — | — | — | 8.04 | +0.59 | 20.2% | 269 | 20.3% | -0.41 | 4.76 | — | — | — |
| — | — | — | 7.42 | +0.57 | 20.0% | 270 | 20.0% | -0.43 | 5.12 | — | — | — |
| — | — | — | 6.83 | +0.54 | 19.8% | 271 | 19.8% | -0.46 | 5.53 | — | — | — |
| — | — | — | 6.25 | +0.52 | 19.6% | 272 | 19.6% | -0.48 | 5.96 | — | — | — |
| — | — | — | 5.97 | +0.51 | 19.5% | 272.5 | 19.5% | -0.49 | 6.19 | — | — | — |
| — | — | — | 5.71 | +0.49 | 19.4% | 273 | 19.4% | -0.51 | 6.42 | — | — | — |
| — | — | — | 5.19 | +0.47 | 19.2% | 274 | 19.3% | -0.53 | 6.91 | — | — | — |
| — | — | — | 4.70 | +0.44 | 19.0% | 275 | 19.1% | -0.56 | 7.43 | — | — | — |
| — | — | — | 4.25 | +0.41 | 18.9% | 276 | 19.0% | -0.59 | 7.98 | — | — | — |
| — | — | — | 3.82 | +0.38 | 18.7% | 277 | 18.8% | -0.61 | 8.55 | — | — | — |
| — | — | — | 3.61 | +0.37 | 18.6% | 277.5 | 18.8% | -0.63 | 8.86 | — | — | — |
| — | — | — | 3.42 | +0.36 | 18.5% | 278 | 18.7% | -0.64 | 9.17 | — | — | — |
| — | — | — | 3.05 | +0.33 | 18.4% | 279 | 18.6% | -0.67 | 9.81 | — | — | — |
| — | — | — | 2.70 | +0.31 | 18.2% | 280 | 18.5% | -0.69 | 10.49 | — | — | — |
| — | — | — | 2.39 | +0.28 | 18.1% | 281 | 18.5% | -0.71 | 11.19 | — | — | — |
| — | — | — | 2.11 | +0.26 | 18.0% | 282 | 18.4% | -0.74 | 11.91 | — | — | — |
| — | — | — | 1.97 | +0.24 | 17.9% | 282.5 | 18.3% | -0.75 | 12.28 | — | — | — |
| — | — | — | 1.85 | +0.23 | 17.8% | 283 | 18.4% | -0.76 | 12.68 | — | — | — |
| — | — | — | 1.41 | +0.19 | 17.6% | 285 | 18.3% | -0.80 | 14.25 | — | — | — |
| — | — | — | 0.98 | +0.14 | 17.4% | 287.5 | 18.6% | -0.84 | 16.40 | — | — | — |
| — | — | — | 0.67 | +0.11 | 17.3% | 290 | 19.2% | -0.87 | 18.68 | — | — | — |
| — | — | — | 0.46 | +0.08 | 17.2% | 292.5 | 20.4% | -0.88 | 21.08 | — | — | — |
| — | — | — | 0.31 | +0.06 | 17.2% | 295 | 21.9% | -0.89 | 23.56 | — | — | — |
| — | — | — | 0.22 | +0.04 | 17.5% | 297.5 | 23.6% | -0.90 | 26.06 | — | — | — |
| — | — | — | 0.15 | +0.03 | 17.6% | 300 | 25.3% | -0.90 | 28.57 | — | — | — |
| — | — | — | 0.08 | +0.02 | 18.2% | 305 | 28.4% | -0.91 | 33.57 | — | — | — |
| — | — | — | 0.05 | +0.01 | 19.2% | 310 | 31.4% | -0.92 | 38.58 | — | — | — |
| — | — | — | 0.03 | +0.01 | 20.0% | 315 | 34.2% | -0.92 | 43.57 | — | — | — |
| — | — | — | 0.02 | +0.00 | 21.0% | 320 | 36.9% | -0.93 | 48.56 | — | — | — |
| — | — | — | 0.02 | +0.00 | 22.8% | 325 | 39.8% | -0.93 | 53.58 | — | — | — |
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.