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 | |
| — | — | — | 107.50 | +0.97 | 25.6% | 560 | 29.5% | -0.05 | 1.55 | — | — | — |
| — | — | — | 102.55 | +0.97 | 24.8% | 565 | 28.8% | -0.05 | 1.70 | — | — | — |
| — | — | — | 97.65 | +0.96 | 24.2% | 570 | 27.8% | -0.06 | 1.75 | — | — | — |
| — | — | — | 93.00 | +0.95 | 24.7% | 575 | 27.4% | -0.07 | 2.00 | — | — | — |
| — | — | — | 88.10 | +0.95 | 23.9% | 580 | 27.1% | -0.08 | 2.35 | — | — | — |
| — | — | — | 83.25 | +0.94 | 23.2% | 585 | 25.4% | -0.08 | 2.20 | — | — | — |
| — | — | — | 78.50 | +0.93 | 22.8% | 590 | 24.3% | -0.08 | 2.25 | — | — | — |
| — | — | — | 73.85 | +0.92 | 22.6% | 595 | 23.4% | -0.09 | 2.40 | — | — | — |
| — | — | — | 69.05 | +0.91 | 21.8% | 600 | 22.4% | -0.09 | 2.55 | — | — | — |
| — | — | — | 64.70 | +0.89 | 22.0% | 605 | 21.7% | -0.11 | 2.80 | — | — | — |
| — | — | — | 60.15 | +0.88 | 21.6% | 610 | 21.1% | -0.12 | 3.15 | — | — | — |
| — | — | — | 55.60 | +0.86 | 21.0% | 615 | 20.6% | -0.14 | 3.65 | — | — | — |
| — | — | — | 51.10 | +0.84 | 20.4% | 620 | 20.1% | -0.16 | 4.15 | — | — | — |
| — | — | — | 46.70 | +0.82 | 19.9% | 625 | 19.5% | -0.18 | 4.70 | — | — | — |
| — | — | — | 42.60 | +0.79 | 19.6% | 630 | 19.2% | -0.20 | 5.55 | — | — | — |
| — | — | — | 38.25 | +0.77 | 18.9% | 635 | 18.5% | -0.23 | 6.25 | — | — | — |
| — | — | — | 34.25 | +0.74 | 18.4% | 640 | 18.1% | -0.26 | 7.25 | — | — | — |
| — | — | — | 30.60 | +0.70 | 18.2% | 645 | 17.9% | -0.30 | 8.55 | — | — | — |
| — | — | — | 26.80 | +0.66 | 17.6% | 650 | 17.4% | -0.33 | 9.85 | — | — | — |
| — | — | — | 23.25 | +0.62 | 17.1% | 655 | 17.1% | -0.38 | 11.45 | — | — | — |
| — | — | — | 20.05 | +0.58 | 16.8% | 660 | 16.9% | -0.42 | 13.35 | — | — | — |
| — | — | — | 17.10 | +0.53 | 16.5% | 665 | 16.5% | -0.47 | 15.35 | — | — | — |
| — | — | — | 14.35 | +0.48 | 16.1% | 670 | 16.3% | -0.52 | 17.80 | — | — | — |
| — | — | — | 11.95 | +0.43 | 15.9% | 675 | 16.1% | -0.57 | 20.40 | — | — | — |
| — | — | — | 9.85 | +0.38 | 15.7% | 680 | 15.8% | -0.62 | 23.25 | — | — | — |
| — | — | — | 7.95 | +0.33 | 15.4% | 685 | 15.5% | -0.67 | 26.25 | — | — | — |
| — | — | — | 6.50 | +0.28 | 15.4% | 690 | 15.6% | -0.71 | 29.95 | — | — | — |
| — | — | — | 5.05 | +0.24 | 15.1% | 695 | 15.7% | -0.75 | 33.75 | — | — | — |
| — | — | — | 3.95 | +0.20 | 15.0% | 700 | 16.1% | -0.78 | 38.00 | — | — | — |
| — | — | — | 3.05 | +0.16 | 14.8% | 705 | 16.5% | -0.81 | 42.35 | — | — | — |
| — | — | — | 2.40 | +0.13 | 14.9% | 710 | 17.0% | -0.83 | 46.85 | — | — | — |
| — | — | — | 2.20 | +0.12 | 15.6% | 715 | 18.0% | -0.84 | 51.75 | — | — | — |
| — | — | — | 2.05 | +0.11 | 16.4% | 720 | 19.0% | -0.85 | 56.65 | — | — | — |
| — | — | — | 2.00 | +0.10 | 17.3% | 725 | 20.2% | -0.86 | 61.65 | — | — | — |
| — | — | — | 1.95 | +0.10 | 18.2% | 730 | 21.3% | -0.87 | 66.65 | — | — | — |
| — | 735 | 22.4% | -0.87 | 71.65 | — | — | — | |||||
| — | 740 | 23.4% | -0.88 | 76.65 | — | — | — | |||||
| — | 745 | 24.5% | -0.88 | 81.65 | — | — | — | |||||
| — | 750 | 25.5% | -0.88 | 86.65 | — | — | — | |||||
| — | 755 | 26.5% | -0.89 | 91.65 | — | — | — | |||||
| — | 760 | 27.5% | -0.89 | 96.65 | — | — | — | |||||
| — | 765 | 28.5% | -0.89 | 101.65 | — | — | — | |||||
| — | 770 | 29.5% | -0.90 | 106.65 | — | — | — | |||||
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.