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 | |
| — | — | — | 45.13 | +0.95 | 96.8% | 185 | 67.6% | -0.01 | 0.07 | — | — | — |
| — | — | — | 39.58 | +0.99 | 61.2% | 190 | 62.2% | -0.01 | 0.09 | — | — | — |
| — | — | — | 34.55 | +0.99 | 50.5% | 195 | 55.5% | -0.02 | 0.10 | — | — | — |
| — | — | — | 32.40 | +0.95 | 65.7% | 197.5 | 52.5% | -0.02 | 0.11 | — | — | — |
| — | — | — | 29.63 | +0.98 | 50.0% | 200 | 48.7% | -0.02 | 0.11 | — | — | — |
| — | — | — | 27.53 | +0.94 | 60.3% | 202.5 | 46.1% | -0.02 | 0.13 | — | — | — |
| — | — | — | 24.63 | +0.97 | 42.3% | 205 | 42.8% | -0.03 | 0.14 | — | — | — |
| — | — | — | 21.73 | — | — | 207.5 | 40.2% | -0.03 | 0.17 | — | — | — |
| — | — | — | 19.68 | +0.96 | 36.6% | 210 | 37.7% | -0.04 | 0.21 | — | — | — |
| — | — | — | 17.23 | +0.95 | 34.2% | 212.5 | 35.4% | -0.06 | 0.27 | — | — | — |
| — | — | — | 14.90 | +0.92 | 34.1% | 215 | 33.7% | -0.08 | 0.38 | — | — | — |
| — | — | — | 12.55 | +0.89 | 32.1% | 217.5 | 32.1% | -0.11 | 0.55 | — | — | — |
| — | — | — | 10.33 | +0.84 | 31.0% | 220 | 31.2% | -0.16 | 0.84 | — | — | — |
| — | — | — | 8.28 | +0.78 | 30.4% | 222.5 | 30.3% | -0.22 | 1.27 | — | — | — |
| — | — | — | 6.43 | +0.69 | 29.9% | 225 | 29.8% | -0.31 | 1.91 | — | — | — |
| — | — | — | 4.78 | +0.59 | 29.3% | 227.5 | 29.3% | -0.41 | 2.79 | — | — | — |
| — | — | — | 3.43 | +0.49 | 29.0% | 230 | 29.0% | -0.51 | 3.93 | — | — | — |
| — | — | — | 2.33 | +0.38 | 28.5% | 232.5 | 28.5% | -0.62 | 5.33 | — | — | — |
| — | — | — | 1.51 | +0.28 | 28.2% | 235 | 28.4% | -0.72 | 7.03 | — | — | — |
| — | — | — | 0.94 | +0.19 | 28.0% | 237.5 | 28.5% | -0.80 | 8.98 | — | — | — |
| — | — | — | 0.57 | +0.13 | 28.1% | 240 | 28.6% | -0.87 | 11.10 | — | — | — |
| — | — | — | 0.34 | +0.08 | 28.4% | 242.5 | 30.5% | -0.90 | 13.45 | — | — | — |
| — | — | — | 0.22 | +0.06 | 29.4% | 245 | 32.1% | -0.93 | 15.83 | — | — | — |
| — | — | — | 0.15 | +0.04 | 30.6% | 247.5 | 31.6% | -0.96 | 18.18 | — | — | — |
| — | — | — | 0.10 | +0.03 | 31.6% | 250 | 35.7% | -0.96 | 20.70 | — | — | — |
| — | — | — | 0.07 | +0.02 | 32.8% | 252.5 | 40.7% | -0.95 | 23.25 | — | — | — |
| — | — | — | 0.06 | +0.02 | 34.9% | 255 | 40.1% | -0.97 | 25.65 | — | — | — |
| — | — | — | 0.04 | +0.01 | 35.6% | 257.5 | 34.4% | -0.99 | 28.03 | — | — | — |
| — | — | — | 0.04 | +0.01 | 38.2% | 260 | 47.5% | -0.97 | 30.68 | — | — | — |
| — | — | — | 0.03 | +0.01 | 39.4% | 262.5 | 53.5% | -0.96 | 33.25 | — | — | — |
| — | — | — | 0.03 | +0.01 | 41.8% | 265 | 61.7% | -0.95 | 35.90 | — | — | — |
| — | — | — | 0.02 | +0.00 | 44.5% | 270 | 46.5% | -0.99 | 40.53 | — | — | — |
| — | — | — | 0.02 | +0.00 | 48.9% | 275 | 51.1% | -0.99 | 45.53 | — | — | — |
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.