Spot 187.86
· 160 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 24/09 07:10 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 | |
| — | 38.70 | 44.30 | 41.50 | — | — | 152 | — | — | 6.10 | 5.50 | 6.70 | — |
| — | 36.70 | 40.00 | 38.35 | — | — | 158 | — | — | 7.80 | 7.50 | 8.10 | — |
| — | 32.00 | 35.20 | 33.60 | — | — | 165 | — | — | 9.95 | 9.50 | 10.40 | — |
| — | 28.40 | 31.30 | 29.85 | — | — | 171 | — | — | 12.10 | 11.50 | 12.70 | — |
| — | 25.70 | 28.40 | 27.05 | — | — | 176 | — | — | 14.50 | 13.80 | 15.20 | — |
| — | 23.70 | 26.10 | 24.90 | — | — | 180 | — | — | 16.35 | 15.50 | 17.20 | — |
| — | 22.20 | 25.10 | 23.65 | — | — | 183 | — | — | 17.70 | 16.70 | 18.70 | — |
| — | 22.30 | 23.60 | 22.95 | — | — | 185 | — | — | 19.00 | 18.20 | 19.80 | — |
| — | 20.90 | 23.40 | 22.15 | — | — | 186 | — | — | 19.25 | 18.70 | 19.80 | — |
| — | 21.30 | 22.60 | 21.95 | — | — | 187 | — | — | 19.75 | 18.30 | 21.20 | — |
| — | 20.00 | 22.00 | 21.00 | +0.56 | 57.1% | 188 | 57.1% | -0.44 | 20.50 | 19.50 | 21.50 | — |
| — | 19.50 | 21.70 | 20.60 | — | — | 189 | — | — | 20.95 | 20.00 | 21.90 | — |
| — | 19.30 | 21.50 | 20.40 | — | — | 190 | — | — | 21.25 | 20.70 | 21.80 | — |
| — | 18.70 | 21.00 | 19.85 | — | — | 191 | — | — | 21.95 | 21.10 | 22.80 | — |
| — | 17.00 | 20.10 | 18.55 | — | — | 195 | — | — | 24.20 | 23.30 | 25.10 | — |
| — | 15.70 | 17.60 | 16.65 | — | — | 200 | — | — | 27.40 | 25.60 | 29.20 | — |
| — | 13.80 | 15.90 | 14.85 | — | — | 205 | — | — | 30.45 | 29.70 | 31.20 | — |
| — | 13.10 | 15.00 | 14.05 | — | — | 210 | — | — | 34.30 | 32.90 | 35.70 | — |
| — | 11.00 | 12.70 | 11.85 | — | — | 215 | — | — | 37.75 | 36.80 | 38.70 | — |
| — | 10.70 | 11.10 | 10.90 | — | — | 220 | — | — | 41.45 | 39.20 | 43.70 | — |
| — | 9.70 | 9.90 | 9.80 | — | — | 225 | — | — | 46.00 | 44.40 | 47.60 | — |
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.