Spot 12.12
· 190 contratti su 5 scadenze
· fonte ibkr
· catturata 29/09 01:46 UTC
| CALL | Strike | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Bid | Ask | Mid | Delta | IV | IV | Delta | Mid | Bid | Ask | OI | |
| — | 5.25 | 5.65 | 5.45 | +0.94 | 88.7% | 7 | 88.7% | -0.06 | 0.20 | 0.13 | 0.27 | 19,910 |
| 1,275 | 4.40 | 4.95 | 4.67 | +0.90 | 85.2% | 8 | 85.2% | -0.10 | 0.28 | 0.26 | 0.29 | 6,341 |
| — | 3.65 | 4.15 | 3.90 | +0.84 | 83.1% | 9 | 83.1% | -0.16 | 0.49 | 0.48 | 0.51 | — |
| — | 2.82 | 3.30 | 3.06 | +0.76 | 82.0% | 10 | 82.0% | -0.24 | 0.78 | 0.74 | 0.82 | — |
| 3,740 | 2.42 | 2.48 | 2.45 | +0.68 | 81.7% | 11 | 81.7% | -0.32 | 1.25 | 1.21 | 1.29 | — |
| — | 1.95 | 1.99 | 1.97 | +0.60 | 81.8% | 12 | 81.8% | -0.41 | 1.73 | 1.71 | 1.75 | — |
| 3,929 | 1.56 | 1.60 | 1.58 | +0.52 | 82.2% | 13 | 82.2% | -0.49 | 2.30 | 2.25 | 2.35 | — |
| — | 1.26 | 1.29 | 1.27 | +0.44 | 82.9% | 14 | 82.9% | -0.56 | 3.02 | 2.98 | 3.05 | — |
| — | 1.02 | 1.04 | 1.03 | +0.38 | 83.7% | 15 | 83.7% | -0.63 | 3.75 | 3.70 | 3.80 | — |
| — | 0.81 | 0.84 | 0.82 | +0.32 | 84.6% | 16 | 84.6% | -0.69 | 4.55 | 4.50 | 4.60 | — |
| — | 0.65 | 0.69 | 0.67 | +0.27 | 85.5% | 17 | 85.5% | -0.74 | 5.28 | 5.05 | 5.50 | — |
| — | 0.53 | 0.57 | 0.55 | +0.23 | 86.5% | 18 | 86.5% | -0.78 | 6.22 | 5.90 | 6.55 | — |
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.