Spot 16.48
· 146 contratti su 5 scadenze
· fonte storico
· catturata 16/10 07:17 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 | |
| — | — | — | 7.95 | +0.90 | 385.3% | 9 | — | |||||
| — | — | — | 6.65 | +0.92 | 265.9% | 10 | — | |||||
| — | — | — | 6.25 | +0.90 | 267.9% | 10.5 | — | |||||
| — | — | — | 5.60 | +0.91 | 213.5% | 11 | — | |||||
| — | — | — | 5.10 | +0.90 | 195.0% | 11.5 | — | |||||
| — | — | — | 5.05 | +0.83 | 256.4% | 12 | — | |||||
| — | — | — | 3.83 | — | — | 12.5 | — | |||||
| — | — | — | 3.77 | +0.84 | 171.5% | 13 | — | |||||
| — | — | — | 3.10 | +0.86 | 125.9% | 13.5 | — | |||||
| — | — | — | 2.66 | +0.82 | 118.6% | 14 | 55.5% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.01 | +0.85 | 78.9% | 14.5 | 48.7% | -0.05 | 0.03 | — | — | — |
| — | — | — | 1.44 | +0.86 | 52.5% | 15 | 44.9% | -0.11 | 0.06 | — | — | — |
| — | — | — | 0.87 | +0.91 | 26.0% | 15.5 | 57.7% | -0.27 | 0.25 | — | — | — |
| — | — | — | 0.70 | +0.62 | 50.6% | 16 | 41.3% | -0.36 | 0.27 | — | — | — |
| — | — | — | 0.32 | +0.45 | 38.4% | 16.5 | 38.4% | -0.55 | 0.48 | — | — | — |
| — | — | — | 0.18 | +0.28 | 41.4% | 17 | 36.7% | -0.74 | 0.80 | — | — | — |
| — | — | — | 0.13 | +0.19 | 48.6% | 17.5 | 90.7% | -0.66 | 1.65 | — | — | — |
| — | — | — | 0.09 | +0.13 | 53.7% | 18 | 53.7% | -0.87 | 1.75 | — | — | — |
| — | — | — | 0.13 | +0.15 | 71.1% | 18.5 | 109.4% | -0.74 | 2.57 | — | — | — |
| — | — | — | 0.03 | +0.05 | 57.0% | 19 | 116.5% | -0.77 | 3.03 | — | — | — |
| — | — | — | 0.50 | +0.25 | 144.1% | 19.5 | 123.6% | -0.79 | 3.50 | — | — | — |
| — | 20 | 144.9% | -0.78 | 4.08 | — | — | — | |||||
| — | 20.5 | 155.0% | -0.79 | 4.58 | — | — | — | |||||
| — | 21 | 160.5% | -0.81 | 5.05 | — | — | — | |||||
| — | 21.5 | 218.9% | -0.73 | 5.93 | — | — | — | |||||
| — | 22 | 218.8% | -0.76 | 6.35 | — | — | — | |||||
| — | 22.5 | 227.9% | -0.76 | 6.85 | — | — | — | |||||
| — | 23 | 194.8% | -0.83 | 7.05 | — | — | — | |||||
| — | 24 | 253.2% | -0.78 | 8.35 | — | — | — | |||||
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.