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 | |
| — | — | — | 118.45 | +0.85 | 47.4% | 320 | 49.3% | -0.15 | 13.35 | — | — | — |
| — | — | — | 111.20 | +0.83 | 47.8% | 330 | 50.4% | -0.18 | 16.80 | — | — | — |
| — | — | — | 103.95 | +0.81 | 47.7% | 340 | 50.3% | -0.20 | 19.70 | — | — | — |
| — | — | — | 97.15 | +0.78 | 47.8% | 350 | 49.9% | -0.23 | 22.65 | — | — | — |
| — | — | — | 90.55 | +0.75 | 47.7% | 360 | 49.6% | -0.25 | 25.90 | — | — | — |
| — | — | — | 84.35 | +0.73 | 47.8% | 370 | 49.5% | -0.28 | 29.65 | — | — | — |
| — | — | — | 78.90 | +0.70 | 48.2% | 380 | 49.4% | -0.30 | 33.70 | — | — | — |
| — | — | — | 73.05 | +0.67 | 48.0% | 390 | 49.1% | -0.33 | 37.85 | — | — | — |
| — | — | — | 67.85 | +0.64 | 48.1% | 400 | 48.5% | -0.36 | 42.00 | — | — | — |
| — | — | — | 62.60 | +0.61 | 47.8% | 410 | 48.8% | -0.39 | 47.30 | — | — | — |
| — | — | — | 58.45 | +0.58 | 48.3% | 420 | 48.3% | -0.42 | 52.10 | — | — | — |
| — | — | — | 53.80 | +0.55 | 48.1% | 430 | 48.6% | -0.44 | 58.05 | — | — | — |
| — | — | — | 49.60 | +0.53 | 48.0% | 440 | 48.5% | -0.47 | 63.90 | — | — | — |
| — | — | — | 45.85 | +0.50 | 48.1% | 450 | 48.1% | -0.50 | 69.60 | — | — | — |
| — | — | — | 42.55 | +0.47 | 48.3% | 460 | 48.0% | -0.53 | 75.85 | — | — | — |
| — | — | — | 38.85 | +0.45 | 48.0% | 470 | 48.2% | -0.55 | 82.75 | — | — | — |
| — | — | — | 35.65 | +0.42 | 47.9% | 480 | 48.0% | -0.58 | 89.45 | — | — | — |
| — | — | — | 33.05 | +0.40 | 48.2% | 490 | 48.1% | -0.60 | 96.65 | — | — | — |
| — | — | — | 30.05 | +0.37 | 47.9% | 500 | 48.1% | -0.63 | 103.95 | — | — | — |
| — | — | — | 25.50 | +0.33 | 48.1% | 520 | 48.1% | -0.67 | 119.15 | — | — | — |
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.