Spot 229.28
· 200 contratti su 5 scadenze
· fonte storico
· catturata 10/10 07:33 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 | |
| — | — | — | 45.90 | +0.94 | 52.1% | 185 | 42.6% | -0.03 | 0.31 | — | — | — |
| — | — | — | 41.13 | +0.93 | 49.7% | 190 | 40.1% | -0.04 | 0.40 | — | — | — |
| — | — | — | 35.80 | +0.94 | 40.6% | 195 | 37.9% | -0.05 | 0.55 | — | — | — |
| — | — | — | 30.88 | +0.92 | 36.6% | 200 | 35.8% | -0.07 | 0.76 | — | — | — |
| — | — | — | 26.10 | +0.90 | 33.6% | 205 | 34.2% | -0.10 | 1.11 | — | — | — |
| — | — | — | 21.68 | +0.85 | 32.7% | 210 | 32.8% | -0.15 | 1.65 | — | — | — |
| — | — | — | 17.58 | +0.79 | 32.0% | 215 | 31.8% | -0.21 | 2.48 | — | — | — |
| — | — | — | 13.73 | +0.71 | 30.9% | 220 | 30.9% | -0.29 | 3.68 | — | — | — |
| — | — | — | 10.40 | +0.62 | 30.3% | 225 | 30.2% | -0.38 | 5.33 | — | — | — |
| — | — | — | 7.58 | +0.52 | 29.7% | 230 | 29.7% | -0.48 | 7.53 | — | — | — |
| — | — | — | 5.30 | +0.41 | 29.3% | 235 | 29.3% | -0.59 | 10.25 | — | — | — |
| — | — | — | 3.55 | +0.31 | 28.9% | 240 | 29.1% | -0.69 | 13.55 | — | — | — |
| — | — | — | 2.30 | +0.23 | 28.7% | 245 | 28.4% | -0.78 | 17.20 | — | — | — |
| — | — | — | 1.44 | +0.16 | 28.6% | 250 | 28.6% | -0.84 | 21.38 | — | — | — |
| — | — | — | 0.90 | +0.11 | 28.8% | 255 | 30.5% | -0.88 | 26.05 | — | — | — |
| — | — | — | 0.56 | +0.07 | 29.2% | 260 | 30.5% | -0.92 | 30.63 | — | — | — |
| — | — | — | 0.37 | +0.05 | 30.0% | 265 | 32.8% | -0.93 | 35.53 | — | — | — |
| — | — | — | 0.25 | +0.03 | 30.8% | 270 | 39.3% | -0.92 | 40.80 | — | — | — |
| — | — | — | 0.18 | +0.02 | 31.9% | 275 | 50.2% | -0.89 | 46.60 | — | — | — |
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.