Spot 420.15
· 196 contratti su 4 scadenze
· fonte storico
· catturata 02/10 07:24 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 | |
| — | — | — | 150.55 | — | — | 270 | — | |||||
| — | — | — | 140.30 | — | — | 280 | — | |||||
| — | — | — | 130.40 | — | — | 290 | 76.6% | -0.01 | 0.15 | — | — | — |
| — | — | — | 120.70 | +0.99 | 67.0% | 300 | 80.3% | -0.02 | 0.40 | — | — | — |
| — | — | — | 110.70 | +0.99 | 61.1% | 310 | — | |||||
| — | — | — | 101.05 | +0.98 | 68.0% | 320 | 60.4% | -0.01 | 0.20 | — | — | — |
| — | — | — | 91.10 | +0.98 | 62.5% | 330 | 57.6% | -0.02 | 0.30 | — | — | — |
| — | — | — | 81.25 | +0.97 | 58.5% | 340 | 52.7% | -0.02 | 0.35 | — | — | — |
| — | — | — | 71.35 | +0.96 | 53.2% | 350 | 51.8% | -0.04 | 0.65 | — | — | — |
| — | — | — | 62.25 | +0.93 | 55.4% | 360 | 49.3% | -0.05 | 1.00 | — | — | — |
| — | — | — | 52.80 | +0.90 | 51.6% | 370 | 48.9% | -0.09 | 1.80 | — | — | — |
| — | — | — | 44.05 | +0.85 | 50.4% | 380 | 48.9% | -0.14 | 3.15 | — | — | — |
| — | — | — | 36.00 | +0.79 | 49.9% | 390 | 47.6% | -0.20 | 4.85 | — | — | — |
| — | — | — | 28.70 | +0.71 | 49.4% | 400 | 48.0% | -0.29 | 7.70 | — | — | — |
| — | — | — | 22.35 | +0.62 | 49.2% | 410 | 47.8% | -0.38 | 11.30 | — | — | — |
| — | — | — | 16.45 | +0.53 | 47.5% | 420 | 47.5% | -0.47 | 15.85 | — | — | — |
| — | — | — | 12.50 | +0.43 | 48.8% | 430 | 47.2% | -0.57 | 21.35 | — | — | — |
| — | — | — | 8.90 | +0.34 | 48.5% | 440 | 47.5% | -0.66 | 28.00 | — | — | — |
| — | — | — | 6.05 | +0.26 | 47.8% | 450 | 47.1% | -0.75 | 35.25 | — | — | — |
| — | — | — | 4.15 | +0.19 | 48.0% | 460 | 47.2% | -0.81 | 43.35 | — | — | — |
| — | — | — | 2.30 | +0.12 | 45.6% | 470 | 46.2% | -0.87 | 51.80 | — | — | — |
| — | — | — | 1.80 | +0.10 | 48.3% | 480 | 47.9% | -0.90 | 61.15 | — | — | — |
| — | — | — | 1.10 | +0.06 | 48.0% | 490 | 46.5% | -0.94 | 70.35 | — | — | — |
| — | — | — | 0.55 | +0.04 | 46.3% | 500 | 42.9% | -0.97 | 79.75 | — | — | — |
| — | — | — | 0.40 | +0.03 | 48.0% | 510 | 45.9% | -0.98 | 89.70 | — | — | — |
| — | — | — | 0.30 | +0.02 | 49.7% | 520 | 49.7% | -0.98 | 99.70 | — | — | — |
| — | 530 | 57.7% | -0.97 | 109.90 | — | — | — | |||||
| — | 540 | 62.5% | -0.97 | 119.95 | — | — | — | |||||
| — | 550 | 64.2% | -0.98 | 129.85 | — | — | — | |||||
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.