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 | |
| — | — | — | 308.60 | +0.99 | 61.4% | 1380 | — | |||||
| — | — | — | 286.60 | — | — | 1400 | 68.3% | -0.03 | 1.95 | — | — | — |
| — | — | — | 268.15 | +0.99 | 46.3% | 1420 | — | |||||
| — | — | — | 248.40 | +0.99 | 47.5% | 1440 | — | |||||
| — | — | — | 226.10 | — | — | 1460 | — | |||||
| — | — | — | 209.85 | +0.96 | 50.6% | 1480 | — | |||||
| — | — | — | 191.95 | — | — | 1495 | — | |||||
| — | — | — | 179.55 | +0.96 | 42.8% | 1510 | 43.0% | -0.04 | 1.65 | — | — | — |
| — | — | — | 158.20 | +0.99 | 28.8% | 1530 | 41.7% | -0.05 | 2.35 | — | — | — |
| — | — | — | 147.05 | — | — | 1540 | 40.0% | -0.06 | 2.50 | — | — | — |
| — | — | — | 141.25 | +0.93 | 40.2% | 1550 | 38.7% | -0.06 | 2.80 | — | — | — |
| — | — | — | 132.05 | +0.91 | 40.0% | 1560 | 43.2% | -0.10 | 5.45 | — | — | — |
| — | — | — | 124.40 | +0.88 | 42.7% | 1570 | 41.4% | -0.11 | 5.80 | — | — | — |
| — | — | — | 114.65 | +0.87 | 40.5% | 1580 | 40.1% | -0.13 | 6.50 | — | — | — |
| — | — | — | 106.00 | +0.85 | 40.2% | 1590 | 34.6% | -0.12 | 5.05 | — | — | — |
| — | — | — | 97.60 | +0.83 | 39.9% | 1600 | 44.5% | -0.20 | 12.75 | — | — | — |
| — | — | — | 90.55 | +0.79 | 41.2% | 1610 | 39.9% | -0.20 | 11.70 | — | — | — |
| — | — | — | 82.35 | +0.76 | 40.3% | 1620 | 38.4% | -0.23 | 12.95 | — | — | — |
| — | — | — | 75.05 | +0.73 | 40.3% | 1630 | 39.2% | -0.26 | 16.20 | — | — | — |
| — | — | — | 67.55 | +0.70 | 39.7% | 1640 | 40.0% | -0.30 | 19.90 | — | — | — |
| — | — | — | 61.45 | +0.66 | 40.2% | 1650 | 37.8% | -0.33 | 21.30 | — | — | — |
| — | — | — | 55.25 | +0.62 | 40.2% | 1660 | 40.0% | -0.38 | 27.10 | — | — | — |
| — | — | — | 52.25 | +0.60 | 40.1% | 1665 | 40.0% | -0.40 | 29.15 | — | — | — |
| — | — | — | 49.15 | +0.58 | 39.9% | 1670 | 39.4% | -0.42 | 30.70 | — | — | — |
| — | — | — | 46.45 | +0.56 | 39.9% | 1675 | 39.8% | -0.44 | 33.40 | — | — | — |
| — | — | — | 43.65 | +0.54 | 39.8% | 1680 | 39.8% | -0.46 | 35.70 | — | — | — |
| — | — | — | 41.00 | +0.52 | 39.7% | 1685 | 39.7% | -0.48 | 38.05 | — | — | — |
| — | — | — | 38.60 | +0.50 | 39.7% | 1690 | 39.6% | -0.50 | 40.50 | — | — | — |
| — | — | — | 36.05 | +0.48 | 39.5% | 1695 | 39.4% | -0.52 | 43.00 | — | — | — |
| — | — | — | 36.60 | +0.47 | 42.3% | 1700 | 39.3% | -0.54 | 45.65 | — | — | — |
| — | — | — | 30.75 | +0.44 | 38.6% | 1705 | 39.2% | -0.56 | 48.40 | — | — | — |
| — | — | — | 29.10 | +0.42 | 39.0% | 1710 | 38.6% | -0.58 | 50.70 | — | — | — |
| — | — | — | 29.15 | +0.41 | 41.1% | 1715 | 38.9% | -0.60 | 54.10 | — | — | — |
| — | — | — | 24.75 | +0.38 | 38.4% | 1720 | 38.8% | -0.62 | 57.15 | — | — | — |
| — | — | — | 23.85 | +0.37 | 38.4% | 1722.5 | 38.7% | -0.63 | 58.65 | — | — | — |
| — | — | — | 23.40 | +0.36 | 38.9% | 1725 | 38.7% | -0.64 | 60.25 | — | — | — |
| — | — | — | 22.10 | +0.35 | 38.4% | 1727.5 | 38.5% | -0.65 | 61.75 | — | — | — |
| — | — | — | 21.20 | +0.34 | 38.3% | 1730 | 38.5% | -0.66 | 63.40 | — | — | — |
| — | — | — | 20.65 | +0.33 | 38.6% | 1732.5 | 38.5% | -0.67 | 65.15 | — | — | — |
| — | — | — | 19.60 | +0.32 | 38.2% | 1735 | 38.4% | -0.68 | 66.75 | — | — | — |
| — | — | — | 19.00 | +0.32 | 38.4% | 1737.5 | 38.4% | -0.68 | 68.50 | — | — | — |
| — | — | — | 18.00 | +0.30 | 38.1% | 1740 | 38.4% | -0.69 | 70.30 | — | — | — |
| — | — | — | 17.10 | +0.29 | 38.7% | 1745 | 38.2% | -0.71 | 73.75 | — | — | — |
| — | — | — | 13.30 | +0.25 | 37.1% | 1755 | 39.0% | -0.74 | 81.90 | — | — | — |
| — | — | — | 11.75 | +0.22 | 37.9% | 1765 | 37.5% | -0.78 | 88.50 | — | — | — |
| — | — | — | 10.30 | +0.19 | 39.9% | 1780 | 38.8% | -0.81 | 101.60 | — | — | — |
| — | — | — | 9.15 | +0.17 | 41.9% | 1795 | 35.7% | -0.87 | 112.60 | — | — | — |
| — | — | — | 7.80 | +0.14 | 43.2% | 1810 | 42.0% | -0.86 | 129.20 | — | — | — |
| — | — | — | 6.95 | +0.13 | 46.1% | 1830 | 41.0% | -0.90 | 146.60 | — | — | — |
| — | — | — | 4.55 | +0.09 | 45.0% | 1850 | 38.9% | -0.94 | 164.45 | — | — | — |
| — | — | — | 2.50 | +0.06 | 42.7% | 1870 | 40.3% | -0.95 | 183.90 | — | — | — |
| — | — | — | 2.25 | +0.05 | 45.2% | 1890 | 43.6% | -0.96 | 203.90 | — | — | — |
| — | 1940 | 51.5% | -0.96 | 253.90 | — | — | — | |||||
| — | 1990 | 60.6% | -0.96 | 304.20 | — | — | — | |||||
| — | 2020 | 64.5% | -0.97 | 334.10 | — | — | — | |||||
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.