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 | |
| — | — | — | 338.10 | — | — | 1350 | — | |||||
| — | — | — | 306.75 | — | — | 1380 | 48.4% | -0.02 | 1.05 | — | — | — |
| — | — | — | 290.65 | — | — | 1400 | 42.4% | -0.01 | 0.65 | — | — | — |
| — | — | — | 268.00 | — | — | 1420 | 40.0% | -0.01 | 0.70 | — | — | — |
| — | — | — | 251.85 | +0.99 | 36.4% | 1440 | 44.3% | -0.03 | 2.05 | — | — | — |
| — | — | — | 231.15 | — | — | 1460 | 43.8% | -0.04 | 2.85 | — | — | — |
| — | — | — | 211.80 | +0.99 | 30.6% | 1480 | 41.4% | -0.05 | 3.15 | — | — | — |
| — | — | — | 154.40 | +0.93 | 31.3% | 1540 | 42.9% | -0.13 | 10.05 | — | — | — |
| — | — | — | 146.40 | +0.91 | 33.5% | 1550 | 35.8% | -0.11 | 6.55 | — | — | — |
| — | — | — | 138.05 | +0.88 | 34.2% | 1560 | 39.4% | -0.15 | 10.60 | — | — | — |
| — | — | — | 122.50 | +0.83 | 36.0% | 1580 | 35.8% | -0.17 | 11.15 | — | — | — |
| — | — | — | 106.95 | +0.79 | 36.2% | 1600 | 34.5% | -0.20 | 14.00 | — | — | — |
| — | — | — | 93.00 | +0.73 | 36.9% | 1620 | 38.5% | -0.28 | 23.60 | — | — | — |
| — | — | — | 79.35 | +0.67 | 36.8% | 1640 | 37.2% | -0.33 | 28.60 | — | — | — |
| — | — | — | 72.85 | +0.64 | 36.7% | 1650 | 38.6% | -0.36 | 34.10 | — | — | — |
| — | — | — | 66.90 | +0.61 | 36.7% | 1660 | 38.9% | -0.39 | 38.60 | — | — | — |
| — | — | — | 64.20 | +0.60 | 36.8% | 1665 | 37.6% | -0.40 | 39.00 | — | — | — |
| — | — | — | 61.35 | +0.58 | 36.8% | 1670 | 37.3% | -0.42 | 40.75 | — | — | — |
| — | — | — | 59.00 | +0.57 | 37.1% | 1675 | 37.9% | -0.43 | 43.90 | — | — | — |
| — | — | — | 55.75 | +0.55 | 36.6% | 1680 | 38.2% | -0.45 | 46.60 | — | — | — |
| — | — | — | 55.35 | +0.53 | 38.2% | 1685 | 38.2% | -0.47 | 49.10 | — | — | — |
| — | — | — | 46.70 | +0.52 | 33.7% | 1690 | 37.3% | -0.48 | 50.35 | — | — | — |
| — | — | — | 47.65 | +0.50 | 36.2% | 1695 | 37.7% | -0.50 | 53.45 | — | — | — |
| — | — | — | 43.90 | +0.49 | 35.1% | 1700 | 37.4% | -0.51 | 55.75 | — | — | — |
| — | — | — | 45.95 | +0.47 | 38.3% | 1705 | 37.2% | -0.53 | 58.30 | — | — | — |
| — | — | — | 42.95 | +0.46 | 37.7% | 1710 | 37.3% | -0.54 | 61.15 | — | — | — |
| — | — | — | 40.75 | +0.44 | 37.6% | 1715 | 37.0% | -0.56 | 63.65 | — | — | — |
| — | — | — | 38.50 | +0.43 | 37.4% | 1720 | 37.5% | -0.57 | 67.35 | — | — | — |
| — | — | — | 34.25 | +0.40 | 37.1% | 1730 | 38.7% | -0.60 | 75.10 | — | — | — |
| — | — | — | 31.55 | +0.37 | 37.7% | 1740 | 37.8% | -0.63 | 80.40 | — | — | — |
| — | — | — | 29.70 | +0.35 | 37.6% | 1745 | 36.9% | -0.65 | 82.60 | — | — | — |
| — | — | — | 26.20 | +0.33 | 37.3% | 1755 | 38.2% | -0.67 | 91.00 | — | — | — |
| — | — | — | 24.00 | +0.30 | 37.9% | 1765 | 38.6% | -0.69 | 98.60 | — | — | — |
| — | — | — | 17.40 | +0.25 | 35.4% | 1780 | 39.0% | -0.73 | 110.15 | — | — | — |
| — | — | — | 17.40 | +0.23 | 38.5% | 1795 | 39.2% | -0.76 | 121.90 | — | — | — |
| — | — | — | 14.40 | +0.20 | 38.4% | 1810 | 38.1% | -0.80 | 132.85 | — | — | — |
| — | — | — | 12.35 | +0.17 | 39.8% | 1830 | 41.1% | -0.82 | 152.25 | — | — | — |
| — | — | — | 10.05 | +0.15 | 40.4% | 1850 | 41.6% | -0.85 | 169.75 | — | — | — |
| — | — | — | 9.90 | +0.14 | 43.4% | 1870 | 41.9% | -0.87 | 187.55 | — | — | — |
| — | — | — | 8.55 | +0.12 | 44.6% | 1890 | 42.6% | -0.89 | 205.95 | — | — | — |
| — | — | — | 4.60 | +0.07 | 44.6% | 1940 | 51.9% | -0.89 | 257.35 | — | — | — |
| — | — | — | 1.95 | +0.03 | 46.3% | 2020 | 53.2% | -0.94 | 332.90 | — | — | — |
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.