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 | |
| — | — | — | 70.60 | +0.77 | 19.4% | 615 | 19.5% | -0.23 | 12.55 | — | — | — |
| — | — | — | 66.60 | +0.76 | 19.2% | 620 | 19.1% | -0.24 | 13.45 | — | — | — |
| — | — | — | 62.65 | +0.74 | 18.9% | 625 | 18.8% | -0.26 | 14.45 | — | — | — |
| — | — | — | 58.60 | +0.72 | 18.5% | 630 | 18.6% | -0.28 | 15.65 | — | — | — |
| — | — | — | 54.85 | +0.70 | 18.2% | 635 | 18.3% | -0.30 | 16.85 | — | — | — |
| — | — | — | 51.30 | +0.68 | 18.0% | 640 | 17.9% | -0.32 | 18.00 | — | — | — |
| — | — | — | 47.75 | +0.66 | 17.8% | 645 | 17.6% | -0.34 | 19.45 | — | — | — |
| — | — | — | 44.20 | +0.64 | 17.4% | 650 | 17.4% | -0.36 | 21.00 | — | — | — |
| — | — | — | 40.80 | +0.61 | 17.2% | 655 | 17.2% | -0.39 | 22.85 | — | — | — |
| — | — | — | 37.55 | +0.59 | 16.9% | 660 | 16.9% | -0.41 | 24.50 | — | — | — |
| — | — | — | 34.55 | +0.56 | 16.7% | 665 | 16.7% | -0.44 | 26.45 | — | — | — |
| — | — | — | 31.55 | +0.54 | 16.5% | 670 | 16.6% | -0.46 | 28.65 | — | — | — |
| — | — | — | 28.70 | +0.51 | 16.2% | 675 | 16.4% | -0.49 | 31.00 | — | — | — |
| — | — | — | 26.05 | +0.48 | 16.0% | 680 | 16.2% | -0.51 | 33.30 | — | — | — |
| — | — | — | 23.45 | +0.46 | 15.7% | 685 | 16.0% | -0.54 | 35.85 | — | — | — |
| — | — | — | 21.25 | +0.43 | 15.6% | 690 | 15.9% | -0.57 | 38.55 | — | — | — |
| — | — | — | 18.95 | +0.40 | 15.4% | 695 | 15.8% | -0.60 | 41.55 | — | — | — |
| — | — | — | 16.85 | +0.37 | 15.2% | 700 | 15.7% | -0.62 | 44.65 | — | — | — |
| — | — | — | 14.85 | +0.34 | 15.0% | 705 | 15.7% | -0.65 | 47.95 | — | — | — |
| — | — | — | 13.15 | +0.32 | 14.8% | 710 | 15.6% | -0.67 | 51.40 | — | — | — |
| — | — | — | 11.55 | +0.29 | 14.7% | 715 | 15.8% | -0.69 | 55.25 | — | — | — |
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.