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 | |
| — | 77.50 | 82.50 | 80.00 | — | — | 625 | — | — | 8.45 | 6.20 | 10.70 | — |
| — | 73.50 | 78.40 | 75.95 | — | — | 630 | — | — | 9.15 | 7.00 | 11.30 | — |
| — | 69.10 | 74.00 | 71.55 | — | — | 635 | — | — | 9.75 | 7.80 | 11.70 | — |
| — | 65.00 | 69.90 | 67.45 | — | — | 640 | — | — | 10.60 | 8.50 | 12.70 | — |
| — | 61.70 | 65.40 | 63.55 | — | — | 645 | — | — | 11.20 | 9.40 | 13.00 | — |
| — | 57.70 | 61.40 | 59.55 | — | — | 650 | — | — | 12.80 | 11.50 | 14.10 | — |
| — | 53.80 | 57.50 | 55.65 | — | — | 655 | — | — | 13.15 | 11.40 | 14.90 | — |
| — | 49.10 | 54.00 | 51.55 | — | — | 660 | — | — | 14.60 | 12.40 | 16.80 | — |
| — | 45.60 | 50.50 | 48.05 | — | — | 665 | — | — | 16.05 | 13.80 | 18.30 | — |
| — | 42.10 | 47.00 | 44.55 | — | — | 670 | — | — | 17.45 | 15.20 | 19.70 | — |
| — | 38.60 | 43.50 | 41.05 | — | — | 675 | — | — | 18.80 | 16.60 | 21.00 | — |
| — | 35.10 | 40.00 | 37.55 | — | — | 680 | — | — | 20.40 | 18.30 | 22.50 | — |
| — | 32.10 | 37.00 | 34.55 | — | — | 685 | — | — | 22.15 | 20.00 | 24.30 | — |
| — | 28.60 | 33.50 | 31.45 | +0.56 | 16.2% | 690 | 16.2% | -0.44 | 24.25 | 22.00 | 26.40 | — |
| — | 26.10 | 31.00 | 28.55 | — | — | 695 | — | — | 26.15 | 23.80 | 28.50 | — |
| — | 23.30 | 28.00 | 25.65 | — | — | 700 | — | — | 28.25 | 26.60 | 29.90 | — |
| — | 20.90 | 25.50 | 23.20 | — | — | 705 | — | — | 31.10 | 28.70 | 33.50 | — |
| — | — | — | — | — | — | 710 | — | — | — | — | — | — |
| — | — | — | — | — | — | 715 | — | — | — | — | — | — |
| — | — | — | — | — | — | 720 | — | — | — | — | — | — |
| — | — | — | — | — | — | 725 | — | — | — | — | — | — |
| — | 10.90 | 15.00 | 12.95 | — | — | 730 | — | — | 46.05 | 43.60 | 48.50 | — |
| — | 9.00 | 13.00 | 11.00 | — | — | 735 | — | — | 49.55 | 47.10 | 52.00 | — |
| — | 7.90 | 12.00 | 9.95 | — | — | 740 | — | — | 53.55 | 51.10 | 56.00 | — |
| — | 6.90 | 10.50 | 8.70 | — | — | 745 | — | — | 57.55 | 55.10 | 60.00 | — |
| — | 5.40 | 9.50 | 7.45 | — | — | 750 | — | — | 61.50 | 59.00 | 64.00 | — |
| — | 4.50 | 8.50 | 6.50 | — | — | 755 | — | — | 66.05 | 63.60 | 68.50 | — |
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.