Spot 690.55
· 162 contratti su 3 scadenze
· fonte ibkr + storico
· catturata 06/09 15:51 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 | |
| — | 75.10 | 80.00 | 77.55 | — | — | 625 | — | — | 6.70 | 4.40 | 9.00 | — |
| — | 70.60 | 75.50 | 73.05 | — | — | 630 | — | — | 7.40 | 5.00 | 9.80 | — |
| — | 66.60 | 71.50 | 69.05 | — | — | 635 | — | — | 7.95 | 5.60 | 10.30 | — |
| — | 62.10 | 67.00 | 64.55 | — | — | 640 | — | — | 8.60 | 6.20 | 11.00 | — |
| — | 58.10 | 63.00 | 60.55 | — | — | 645 | — | — | 9.40 | 7.00 | 11.80 | — |
| — | 54.10 | 59.00 | 56.55 | — | — | 650 | — | — | 10.35 | 8.00 | 12.70 | — |
| — | 50.10 | 55.00 | 52.55 | — | — | 655 | — | — | 11.30 | 9.00 | 13.60 | — |
| — | 46.10 | 51.00 | 48.55 | — | — | 660 | — | — | 12.25 | 10.00 | 14.50 | — |
| — | 42.10 | 47.00 | 44.55 | — | — | 665 | — | — | 13.50 | 11.00 | 16.00 | — |
| — | 38.60 | 43.50 | 41.05 | — | — | 670 | — | — | 14.80 | 12.50 | 17.10 | — |
| — | 35.10 | 40.00 | 37.55 | — | — | 675 | — | — | 16.25 | 14.00 | 18.50 | — |
| — | 31.60 | 36.50 | 34.05 | — | — | 680 | — | — | 17.80 | 15.50 | 20.10 | — |
| — | 28.10 | 33.00 | 30.55 | — | — | 685 | — | — | 19.55 | 17.10 | 22.00 | — |
| — | 25.10 | 30.00 | 27.75 | +0.56 | 16.0% | 690 | 16.0% | -0.44 | 21.45 | 19.20 | 23.90 | — |
| — | 22.20 | 27.00 | 24.60 | — | — | 695 | — | — | 23.65 | 21.30 | 26.00 | — |
| — | 19.70 | 24.50 | 22.10 | — | — | 700 | — | — | 26.05 | 23.60 | 28.50 | — |
| — | 17.20 | 22.00 | 19.60 | — | — | 705 | — | — | 28.65 | 26.30 | 31.00 | — |
| — | 16.10 | 19.50 | 17.80 | — | — | 710 | — | — | 31.35 | 29.30 | 33.40 | — |
| — | 12.70 | 17.50 | 15.10 | — | — | 715 | — | — | 34.05 | 31.60 | 36.50 | — |
| — | 10.90 | 15.50 | 13.20 | — | — | 720 | — | — | 37.45 | 35.00 | 39.90 | — |
| — | 9.40 | 13.50 | 11.45 | — | — | 725 | — | — | 40.55 | 38.10 | 43.00 | — |
| — | 8.90 | 12.00 | 10.45 | — | — | 730 | — | — | 44.55 | 42.10 | 47.00 | — |
| — | 6.10 | 10.50 | 8.30 | — | — | 735 | — | — | 48.05 | 45.60 | 50.50 | — |
| — | 4.90 | 9.00 | 6.95 | — | — | 740 | — | — | 52.05 | 49.60 | 54.50 | — |
| — | 3.70 | 8.00 | 5.85 | — | — | 745 | — | — | 56.50 | 54.00 | 59.00 | — |
| — | 2.55 | 7.00 | 4.78 | — | — | 750 | — | — | 60.55 | 58.10 | 63.00 | — |
| — | 2.25 | 6.50 | 4.38 | — | — | 755 | — | — | 65.05 | 62.60 | 67.50 | — |
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.