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 | |
| — | — | — | 59.20 | +0.82 | 20.5% | 615 | 20.0% | -0.17 | 6.05 | — | — | — |
| — | — | — | 55.05 | +0.80 | 20.2% | 620 | 19.5% | -0.19 | 6.65 | — | — | — |
| — | — | — | 50.70 | +0.78 | 19.6% | 625 | 19.4% | -0.22 | 7.80 | — | — | — |
| — | — | — | 46.75 | +0.76 | 19.3% | 630 | 19.2% | -0.24 | 8.85 | — | — | — |
| — | — | — | 42.85 | +0.73 | 19.0% | 635 | 18.9% | -0.27 | 9.95 | — | — | — |
| — | — | — | 39.10 | +0.70 | 18.7% | 640 | 18.2% | -0.29 | 10.75 | — | — | — |
| — | — | — | 35.30 | +0.67 | 18.3% | 645 | 17.9% | -0.32 | 12.15 | — | — | — |
| — | — | — | 31.80 | +0.64 | 17.9% | 650 | 17.6% | -0.35 | 13.65 | — | — | — |
| — | — | — | 28.40 | +0.61 | 17.6% | 655 | 17.4% | -0.39 | 15.50 | — | — | — |
| — | — | — | 25.15 | +0.57 | 17.2% | 660 | 17.1% | -0.43 | 17.30 | — | — | — |
| — | — | — | 22.15 | +0.54 | 16.9% | 665 | 16.9% | -0.46 | 19.40 | — | — | — |
| — | — | — | 19.15 | +0.50 | 16.4% | 670 | 16.4% | -0.50 | 21.35 | — | — | — |
| — | — | — | 16.45 | +0.46 | 16.0% | 675 | 15.9% | -0.54 | 23.55 | — | — | — |
| — | — | — | 14.00 | +0.42 | 15.7% | 680 | 15.8% | -0.58 | 26.40 | — | — | — |
| — | — | — | 11.80 | +0.37 | 15.4% | 685 | 15.6% | -0.62 | 29.30 | — | — | — |
| — | — | — | 10.25 | +0.34 | 15.5% | 690 | 15.5% | -0.66 | 32.55 | — | — | — |
| — | — | — | 8.55 | +0.30 | 15.3% | 695 | 15.5% | -0.70 | 36.05 | — | — | — |
| — | — | — | 7.25 | +0.26 | 15.2% | 700 | 15.5% | -0.73 | 39.75 | — | — | — |
| — | — | — | 5.95 | +0.23 | 15.1% | 705 | 15.7% | -0.76 | 43.80 | — | — | — |
| — | — | — | 5.00 | +0.20 | 15.1% | 710 | 15.9% | -0.79 | 48.00 | — | — | — |
| — | — | — | 4.15 | +0.17 | 15.1% | 715 | 16.4% | -0.81 | 52.50 | — | — | — |
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.