Spot 12.13
· 164 contratti su 5 scadenze
· fonte ibkr
· catturata 19/09 00:03 UTC
| CALL | Strike | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Bid | Ask | Mid | Delta | IV | IV | Delta | Mid | Bid | Ask | OI | |
| — | 4.50 | 6.15 | 5.33 | +0.98 | 58.7% | 7 | 58.7% | -0.02 | — | — | 0.41 | — |
| — | 3.80 | 6.10 | 4.95 | +0.95 | 54.8% | 8 | 54.8% | -0.05 | — | — | 0.56 | — |
| — | 2.75 | 4.00 | 3.38 | +0.89 | 51.6% | 9 | 51.6% | -0.11 | — | — | 0.62 | — |
| — | 2.40 | 2.85 | 2.62 | +0.81 | 49.4% | 10 | 49.4% | -0.19 | 0.45 | 0.27 | 0.62 | — |
| — | 1.73 | 2.19 | 1.96 | +0.69 | 48.1% | 11 | 48.1% | -0.31 | 0.56 | 0.34 | 0.79 | — |
| — | 1.14 | 1.52 | 1.33 | +0.56 | 47.5% | 12 | 47.5% | -0.44 | 0.98 | 0.90 | 1.06 | — |
| — | 0.79 | 0.88 | 0.83 | +0.43 | 47.6% | 13 | — | — | 1.60 | 1.51 | 1.69 | — |
| — | 0.45 | 0.61 | 0.53 | — | — | 14 | — | — | 2.45 | 2.26 | 2.64 | — |
| — | 0.10 | 0.80 | 0.45 | — | — | 15 | — | — | 3.15 | 3.05 | 3.25 | — |
| — | 0.22 | 0.28 | 0.25 | — | — | 16 | 50.2% | -0.86 | 3.95 | 3.70 | 4.20 | — |
| — | — | 0.43 | — | +0.12 | 51.5% | 17 | 51.5% | -0.91 | 4.90 | 4.50 | 5.30 | — |
| — | 0.08 | 0.29 | 0.18 | +0.09 | 52.9% | 18 | 52.9% | -0.95 | 5.75 | 5.40 | 6.10 | — |
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.