Spot 1685.12
· 282 contratti su 5 scadenze
· fonte storico
· catturata 03/10 06:33 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 | |
| — | — | — | 311.75 | — | — | 1380 | 40.7% | -0.03 | 2.60 | — | — | — |
| — | — | — | 294.60 | +0.98 | 34.2% | 1400 | 39.8% | -0.04 | 3.20 | — | — | — |
| — | — | — | 275.55 | +0.97 | 35.1% | 1420 | 40.0% | -0.05 | 4.45 | — | — | — |
| — | — | — | 256.95 | +0.95 | 36.0% | 1440 | 47.1% | -0.10 | 11.10 | — | — | — |
| — | — | — | 240.05 | +0.92 | 38.6% | 1460 | 38.2% | -0.08 | 6.55 | — | — | — |
| — | — | — | 220.90 | +0.91 | 37.0% | 1480 | 42.1% | -0.12 | 12.00 | — | — | — |
| — | — | — | 193.05 | +0.89 | 35.2% | 1510 | 37.0% | -0.13 | 11.50 | — | — | — |
| — | — | — | 179.80 | +0.84 | 38.6% | 1530 | 38.8% | -0.16 | 16.75 | — | — | — |
| — | — | — | 170.70 | +0.83 | 37.7% | 1540 | 36.1% | -0.16 | 15.50 | — | — | — |
| — | — | — | 164.05 | +0.81 | 38.7% | 1550 | 38.1% | -0.19 | 20.05 | — | — | — |
| — | — | — | 157.05 | +0.79 | 39.1% | 1560 | 37.7% | -0.20 | 21.80 | — | — | — |
| — | — | — | 150.25 | +0.77 | 39.6% | 1570 | 38.8% | -0.23 | 25.90 | — | — | — |
| — | — | — | 139.30 | +0.76 | 37.1% | 1580 | 34.6% | -0.22 | 22.35 | — | — | — |
| — | — | — | 132.70 | +0.74 | 37.5% | 1590 | 38.7% | -0.26 | 31.35 | — | — | — |
| — | — | — | 126.35 | +0.72 | 37.9% | 1600 | 40.5% | -0.29 | 37.30 | — | — | — |
| — | — | — | 118.65 | +0.70 | 37.3% | 1610 | 41.4% | -0.31 | 42.20 | — | — | — |
| — | — | — | 113.80 | +0.68 | 38.3% | 1620 | 38.9% | -0.32 | 41.60 | — | — | — |
| — | — | — | 105.40 | +0.66 | 37.1% | 1630 | 39.0% | -0.34 | 45.60 | — | — | — |
| — | — | — | 100.05 | +0.64 | 37.5% | 1640 | 38.6% | -0.36 | 48.70 | — | — | — |
| — | — | — | 94.90 | +0.62 | 37.9% | 1650 | 39.1% | -0.39 | 53.80 | — | — | — |
| — | — | — | 88.70 | +0.59 | 37.6% | 1660 | 38.5% | -0.41 | 57.10 | — | — | — |
| — | — | — | 82.55 | +0.57 | 37.2% | 1670 | 39.3% | -0.43 | 63.20 | — | — | — |
| — | — | — | 79.55 | +0.55 | 38.4% | 1680 | 38.6% | -0.45 | 66.70 | — | — | — |
| — | — | — | 73.15 | +0.53 | 37.6% | 1690 | 37.6% | -0.47 | 69.90 | — | — | — |
| — | — | — | 69.20 | +0.51 | 38.0% | 1700 | 38.2% | -0.49 | 76.20 | — | — | — |
| — | — | — | 66.25 | +0.49 | 38.9% | 1710 | 38.1% | -0.52 | 81.50 | — | — | — |
| — | — | — | 59.05 | +0.46 | 37.3% | 1720 | 38.3% | -0.54 | 87.60 | — | — | — |
| — | — | — | 57.70 | +0.44 | 38.8% | 1730 | 38.2% | -0.56 | 93.30 | — | — | — |
| — | — | — | 53.65 | +0.42 | 38.7% | 1740 | 38.8% | -0.58 | 100.60 | — | — | — |
| — | — | — | 38.90 | +0.34 | 38.1% | 1780 | 38.2% | -0.66 | 125.90 | — | — | — |
| — | — | — | 27.30 | +0.27 | 36.0% | 1810 | 38.4% | -0.71 | 147.90 | — | — | — |
| — | — | — | 25.60 | +0.25 | 37.9% | 1830 | 40.0% | -0.74 | 165.60 | — | — | — |
| — | — | — | 25.10 | +0.24 | 40.3% | 1850 | 40.3% | -0.76 | 181.85 | — | — | — |
| — | — | — | 19.10 | +0.20 | 38.7% | 1870 | 40.8% | -0.79 | 198.65 | — | — | — |
| — | — | — | 16.15 | +0.17 | 38.8% | 1890 | 41.1% | -0.81 | 215.80 | — | — | — |
| — | — | — | 10.05 | +0.12 | 38.7% | 1940 | 40.2% | -0.87 | 258.20 | — | — | — |
| — | — | — | 10.80 | +0.11 | 44.6% | 1990 | 43.1% | -0.90 | 306.25 | — | — | — |
| — | — | — | 5.45 | +0.07 | 40.3% | 2020 | 43.4% | -0.92 | 334.30 | — | — | — |
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.