Spot 135.61
· 138 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 10/09 06:58 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 | |
| — | 11.60 | 14.20 | 12.90 | — | — | 123 | — | — | 0.19 | 0.18 | 0.20 | — |
| — | 11.50 | 13.15 | 12.32 | — | — | 124 | — | — | 0.25 | 0.24 | 0.26 | — |
| — | 10.00 | 11.70 | 10.85 | — | — | 125 | — | — | 0.32 | 0.30 | 0.33 | — |
| — | 8.90 | 11.35 | 10.12 | — | — | 126 | — | — | 0.40 | 0.39 | 0.41 | — |
| — | 8.15 | 11.25 | 9.70 | — | — | 127 | — | — | 0.51 | 0.49 | 0.52 | — |
| — | 7.65 | 9.55 | 8.60 | — | — | 128 | — | — | 0.64 | 0.63 | 0.64 | — |
| — | 7.30 | 7.60 | 7.45 | — | — | 129 | — | — | 0.80 | 0.78 | 0.81 | — |
| — | 6.45 | 6.85 | 6.65 | — | — | 130 | — | — | 0.99 | 0.98 | 1.00 | — |
| — | 5.70 | 6.10 | 5.90 | — | — | 131 | — | — | 1.22 | 1.20 | 1.23 | — |
| — | 5.05 | 5.30 | 5.17 | — | — | 132 | — | — | 1.50 | 1.46 | 1.55 | — |
| — | 4.40 | 4.60 | 4.50 | — | — | 133 | — | — | 1.82 | 1.79 | 1.86 | — |
| — | 3.80 | 4.00 | 3.90 | — | — | 134 | — | — | 2.23 | 2.11 | 2.34 | — |
| — | 3.25 | 3.40 | 3.33 | — | — | 135 | — | — | 2.62 | 2.54 | 2.71 | — |
| — | 2.71 | 2.96 | 2.83 | +0.69 | 74.7% | 136 | — | — | 3.07 | 2.94 | 3.20 | — |
| — | 2.36 | 2.48 | 2.42 | +0.65 | 74.9% | 137 | — | — | 3.70 | 3.60 | 3.80 | — |
| — | 1.95 | 2.13 | 2.04 | — | — | 138 | — | — | 4.33 | 4.25 | 4.40 | — |
| — | 1.62 | 1.76 | 1.69 | — | — | 139 | — | — | 5.00 | 4.90 | 5.10 | — |
| — | 1.37 | 1.42 | 1.40 | — | — | 140 | — | — | 5.70 | 5.65 | 5.75 | — |
| — | 1.10 | 1.20 | 1.15 | — | — | 141 | — | — | 6.47 | 6.30 | 6.65 | — |
| — | 0.93 | 0.96 | 0.94 | — | — | 142 | — | — | 7.28 | 7.20 | 7.35 | — |
| — | 0.77 | 0.79 | 0.78 | — | — | 143 | — | — | 8.05 | 7.45 | 8.65 | — |
| — | 0.63 | 0.65 | 0.64 | — | — | 144 | — | — | 8.38 | 7.10 | 9.65 | — |
| — | 0.52 | 0.54 | 0.53 | — | — | 145 | — | — | 9.40 | 8.80 | 10.00 | — |
| — | 0.43 | 0.44 | 0.43 | — | — | 146 | — | — | 10.72 | 9.35 | 12.10 | — |
| — | 0.35 | 0.37 | 0.36 | — | — | 147 | — | — | 10.90 | 9.80 | 12.00 | — |
| — | 0.29 | 0.31 | 0.30 | — | — | 148 | — | — | 12.32 | 11.05 | 13.60 | — |
| — | 0.24 | 0.26 | 0.25 | — | — | 149 | — | — | 13.53 | 12.20 | 14.85 | — |
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.