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 | |
| — | — | — | 151.95 | — | — | 270 | 62.0% | -0.02 | 0.75 | — | — | — |
| — | — | — | 142.10 | — | — | 280 | 58.2% | -0.02 | 0.80 | — | — | — |
| — | — | — | 132.45 | +0.99 | 42.4% | 290 | 61.3% | -0.04 | 1.60 | — | — | — |
| — | — | — | 122.85 | +0.98 | 46.7% | 300 | 55.5% | -0.04 | 1.45 | — | — | — |
| — | — | — | 113.65 | +0.96 | 50.3% | 310 | 54.6% | -0.05 | 2.00 | — | — | — |
| — | — | — | 104.50 | +0.94 | 51.2% | 320 | 53.2% | -0.07 | 2.60 | — | — | — |
| — | — | — | 95.40 | +0.92 | 50.8% | 330 | 53.1% | -0.09 | 3.65 | — | — | — |
| — | — | — | 86.30 | +0.90 | 49.4% | 340 | 52.2% | -0.11 | 4.80 | — | — | — |
| — | — | — | 78.10 | +0.87 | 50.2% | 350 | 50.6% | -0.14 | 5.95 | — | — | — |
| — | — | — | 70.05 | +0.83 | 50.0% | 360 | 50.9% | -0.17 | 8.10 | — | — | — |
| — | — | — | 62.25 | +0.79 | 49.5% | 370 | 51.5% | -0.22 | 10.85 | — | — | — |
| — | — | — | 55.60 | +0.75 | 50.4% | 380 | 51.2% | -0.26 | 13.70 | — | — | — |
| — | — | — | 48.50 | +0.70 | 49.4% | 390 | 51.3% | -0.30 | 17.20 | — | — | — |
| — | — | — | 42.95 | +0.65 | 50.3% | 400 | 52.0% | -0.35 | 21.60 | — | — | — |
| — | — | — | 37.20 | +0.60 | 50.0% | 410 | 51.5% | -0.40 | 25.85 | — | — | — |
| — | — | — | 32.80 | +0.55 | 51.0% | 420 | 51.0% | -0.45 | 30.50 | — | — | — |
| — | — | — | 27.75 | +0.50 | 50.1% | 430 | 51.3% | -0.50 | 36.25 | — | — | — |
| — | — | — | 24.10 | +0.45 | 50.6% | 440 | 51.0% | -0.55 | 42.05 | — | — | — |
| — | — | — | 20.95 | +0.41 | 51.3% | 450 | 51.6% | -0.59 | 48.85 | — | — | — |
| — | — | — | 17.70 | +0.36 | 51.1% | 460 | 51.7% | -0.64 | 55.75 | — | — | — |
| — | — | — | 14.35 | +0.31 | 50.0% | 470 | 51.8% | -0.68 | 63.10 | — | — | — |
| — | — | — | 12.30 | +0.28 | 50.5% | 480 | 51.4% | -0.72 | 70.45 | — | — | — |
| — | — | — | 10.50 | +0.24 | 51.0% | 490 | 51.4% | -0.75 | 78.40 | — | — | — |
| — | — | — | 8.45 | +0.21 | 50.3% | 500 | 51.5% | -0.79 | 86.70 | — | — | — |
| — | — | — | 6.90 | +0.18 | 50.1% | 510 | 51.4% | -0.82 | 95.15 | — | — | — |
| — | — | — | 6.15 | +0.16 | 51.3% | 520 | 51.7% | -0.84 | 104.00 | — | — | — |
| — | — | — | 4.60 | +0.13 | 49.9% | 530 | 52.0% | -0.86 | 113.00 | — | — | — |
| — | — | — | 3.80 | +0.11 | 50.1% | 540 | 52.2% | -0.88 | 122.15 | — | — | — |
| — | — | — | 3.20 | +0.09 | 50.5% | 550 | 51.5% | -0.90 | 131.15 | — | — | — |
| — | — | — | 2.35 | +0.07 | 49.4% | 560 | 53.4% | -0.91 | 141.00 | — | — | — |
| — | — | — | 1.95 | +0.06 | 49.7% | 570 | 54.4% | -0.92 | 150.65 | — | — | — |
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.