Spot 663.38
· 225 contratti su 4 scadenze
· fonte storico
· catturata 06/10 06:05 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 | |
| — | — | — | 69.65 | +0.99 | 24.7% | 595 | 32.9% | -0.05 | 0.85 | — | — | — |
| — | — | — | 64.65 | +0.99 | 23.0% | 600 | 30.9% | -0.05 | 0.85 | — | — | — |
| — | — | — | 59.75 | +0.98 | 23.1% | 605 | 28.5% | -0.05 | 0.80 | — | — | — |
| — | — | — | 54.85 | +0.97 | 22.6% | 610 | 26.8% | -0.05 | 0.85 | — | — | — |
| — | — | — | 50.05 | +0.96 | 22.6% | 615 | 30.8% | -0.10 | 2.05 | — | — | — |
| — | — | — | 45.25 | +0.94 | 22.1% | 620 | 28.4% | -0.11 | 2.05 | — | — | — |
| — | — | — | 40.60 | +0.92 | 21.9% | 625 | 26.0% | -0.12 | 2.05 | — | — | — |
| — | — | — | 35.95 | +0.90 | 21.3% | 630 | 23.2% | -0.12 | 1.95 | — | — | — |
| — | — | — | 31.30 | +0.87 | 20.2% | 635 | 21.7% | -0.15 | 2.25 | — | — | — |
| — | — | — | 27.05 | +0.83 | 20.1% | 640 | 21.7% | -0.19 | 3.15 | — | — | — |
| — | — | — | 22.70 | +0.79 | 19.1% | 645 | 20.2% | -0.23 | 3.65 | — | — | — |
| — | — | — | 18.70 | +0.73 | 18.4% | 650 | 18.2% | -0.27 | 4.10 | — | — | — |
| — | — | — | 14.95 | +0.66 | 17.7% | 655 | 17.9% | -0.34 | 5.55 | — | — | — |
| — | — | — | 11.45 | +0.59 | 16.8% | 660 | 17.1% | -0.42 | 7.10 | — | — | — |
| — | — | — | 8.55 | +0.50 | 16.4% | 665 | 16.4% | -0.50 | 9.05 | — | — | — |
| — | — | — | 5.75 | +0.40 | 15.2% | 670 | 15.5% | -0.60 | 11.40 | — | — | — |
| — | — | — | 3.80 | +0.30 | 14.7% | 675 | 14.9% | -0.69 | 14.40 | — | — | — |
| — | — | — | 2.65 | +0.23 | 15.0% | 680 | 14.8% | -0.77 | 18.05 | — | — | — |
| — | — | — | 1.85 | +0.17 | 15.4% | 685 | 15.4% | -0.83 | 22.35 | — | — | — |
| — | — | — | 2.00 | +0.16 | 18.2% | 690 | 16.6% | -0.87 | 27.00 | — | — | — |
| — | — | — | 1.90 | +0.14 | 20.1% | 695 | 17.8% | -0.89 | 31.75 | — | — | — |
| — | — | — | 1.85 | +0.13 | 22.1% | 700 | 19.3% | -0.90 | 36.65 | — | — | — |
| — | 705 | 21.3% | -0.91 | 41.65 | — | — | — | |||||
| — | 710 | 23.1% | -0.92 | 46.65 | — | — | — | |||||
| — | 715 | 25.0% | -0.92 | 51.65 | — | — | — | |||||
| — | 720 | 26.7% | -0.93 | 56.65 | — | — | — | |||||
| — | 725 | 28.5% | -0.93 | 61.65 | — | — | — | |||||
| — | 730 | 30.2% | -0.93 | 66.65 | — | — | — | |||||
| — | 735 | 31.9% | -0.94 | 71.65 | — | — | — | |||||
| — | 740 | 33.5% | -0.94 | 76.65 | — | — | — | |||||
| — | 745 | 35.1% | -0.94 | 81.65 | — | — | — | |||||
| — | 750 | 36.7% | -0.94 | 86.65 | — | — | — | |||||
| — | 755 | 38.3% | -0.95 | 91.65 | — | — | — | |||||
| — | 760 | 39.9% | -0.95 | 96.65 | — | — | — | |||||
| — | 765 | 41.4% | -0.95 | 101.65 | — | — | — | |||||
| — | 770 | 42.9% | -0.95 | 106.65 | — | — | — | |||||
| — | 775 | 44.4% | -0.95 | 111.65 | — | — | — | |||||
| — | 780 | 45.8% | -0.95 | 116.65 | — | — | — | |||||
| — | 785 | 47.3% | -0.95 | 121.65 | — | — | — | |||||
| — | 790 | 48.7% | -0.96 | 126.65 | — | — | — | |||||
| — | 795 | 50.1% | -0.96 | 131.65 | — | — | — | |||||
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.