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 | |
| — | — | — | 7.70 | +0.95 | 147.2% | 9 | — | |||||
| — | — | — | 6.93 | +0.91 | 159.8% | 10 | — | |||||
| — | — | — | 6.10 | +0.96 | 94.8% | 10.5 | — | |||||
| — | — | — | 5.73 | +0.93 | 110.7% | 11 | — | |||||
| — | — | — | 5.10 | +0.96 | 78.6% | 11.5 | — | |||||
| — | — | — | 4.60 | +0.95 | 70.9% | 12 | — | |||||
| — | — | — | 4.01 | — | — | 12.5 | — | |||||
| — | — | — | 3.28 | — | — | 13 | — | |||||
| — | — | — | 3.15 | +0.91 | 56.2% | 13.5 | 63.3% | -0.11 | 0.18 | — | — | — |
| — | — | — | 2.59 | +0.93 | 40.4% | 14 | 65.1% | -0.16 | 0.29 | — | — | — |
| — | — | — | 2.10 | +0.91 | 35.0% | 14.5 | 67.2% | -0.22 | 0.44 | — | — | — |
| — | — | — | 1.93 | +0.76 | 54.5% | 15 | 60.5% | -0.26 | 0.49 | — | — | — |
| — | — | — | 1.66 | +0.68 | 58.3% | 15.5 | 62.4% | -0.33 | 0.70 | — | — | — |
| — | — | — | 1.21 | +0.62 | 49.5% | 16 | 65.5% | -0.39 | 0.97 | — | — | — |
| — | — | — | 1.21 | +0.54 | 63.3% | 16.5 | 63.3% | -0.46 | 1.18 | — | — | — |
| — | — | — | 0.95 | +0.47 | 61.1% | 17 | 62.7% | -0.53 | 1.45 | — | — | — |
| — | — | — | 0.78 | +0.41 | 61.9% | 17.5 | 58.1% | -0.60 | 1.68 | — | — | — |
| — | — | — | 0.52 | +0.33 | 55.9% | 18 | 66.2% | -0.64 | 2.17 | — | — | — |
| — | — | — | 0.40 | +0.27 | 56.0% | 18.5 | 69.5% | -0.68 | 2.59 | — | — | — |
| — | — | — | 0.27 | +0.20 | 53.6% | 19 | 77.3% | -0.70 | 3.10 | — | — | — |
| — | — | — | 0.28 | +0.19 | 60.3% | 19.5 | 90.1% | -0.70 | 3.70 | — | — | — |
| — | — | — | 0.57 | +0.26 | 86.5% | 20 | 91.0% | -0.73 | 4.11 | — | — | — |
| — | 20.5 | 84.8% | -0.78 | 4.43 | — | — | — | |||||
| — | 21 | 97.3% | -0.76 | 5.03 | — | — | — | |||||
| — | 22 | 130.9% | -0.72 | 6.38 | — | — | — | |||||
| — | 23 | 122.4% | -0.78 | 7.10 | — | — | — | |||||
| — | 24 | 148.6% | -0.75 | 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.