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 | |
| — | — | — | 107.10 | +0.92 | 47.9% | 320 | 52.8% | -0.10 | 5.60 | — | — | — |
| — | — | — | 98.90 | +0.89 | 49.0% | 330 | 52.3% | -0.13 | 7.10 | — | — | — |
| — | — | — | 90.50 | +0.86 | 48.5% | 340 | 51.4% | -0.15 | 8.70 | — | — | — |
| — | — | — | 83.05 | +0.83 | 49.4% | 350 | 50.9% | -0.18 | 10.70 | — | — | — |
| — | — | — | 75.35 | +0.80 | 48.9% | 360 | 51.1% | -0.21 | 13.50 | — | — | — |
| — | — | — | 68.50 | +0.76 | 49.2% | 370 | 50.6% | -0.25 | 16.25 | — | — | — |
| — | — | — | 61.65 | +0.72 | 48.9% | 380 | 50.0% | -0.28 | 19.30 | — | — | — |
| — | — | — | 55.70 | +0.68 | 49.2% | 390 | 50.2% | -0.32 | 23.25 | — | — | — |
| — | — | — | 50.50 | +0.64 | 50.0% | 400 | 50.2% | -0.36 | 27.55 | — | — | — |
| — | — | — | 45.25 | +0.60 | 50.0% | 410 | 50.1% | -0.40 | 32.20 | — | — | — |
| — | — | — | 40.30 | +0.56 | 49.9% | 420 | 49.9% | -0.44 | 37.20 | — | — | — |
| — | — | — | 35.95 | +0.52 | 50.1% | 430 | 49.6% | -0.48 | 42.45 | — | — | — |
| — | — | — | 31.95 | +0.48 | 50.2% | 440 | 50.0% | -0.52 | 48.75 | — | — | — |
| — | — | — | 28.15 | +0.44 | 50.0% | 450 | 50.0% | -0.56 | 55.00 | — | — | — |
| — | — | — | 24.70 | +0.40 | 49.9% | 460 | 49.7% | -0.60 | 61.50 | — | — | — |
| — | — | — | 22.00 | +0.37 | 50.3% | 470 | 49.7% | -0.63 | 68.50 | — | — | — |
| — | — | — | 18.80 | +0.33 | 49.6% | 480 | 50.1% | -0.67 | 76.05 | — | — | — |
| — | — | — | 16.90 | +0.30 | 50.3% | 490 | 50.2% | -0.70 | 83.75 | — | — | — |
| — | — | — | 14.65 | +0.27 | 50.1% | 500 | 50.6% | -0.72 | 91.85 | — | — | — |
| — | — | — | 12.70 | +0.24 | 50.0% | 510 | 50.5% | -0.75 | 99.90 | — | — | — |
| — | — | — | 10.75 | +0.22 | 49.6% | 520 | 50.5% | -0.78 | 108.20 | — | — | — |
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.