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 | |
| — | — | — | 45.05 | +0.97 | 62.2% | 185 | 51.6% | -0.01 | 0.12 | — | — | — |
| — | — | — | 39.48 | — | — | 190 | 47.6% | -0.02 | 0.15 | — | — | — |
| — | — | — | 34.63 | — | — | 195 | 43.6% | -0.02 | 0.19 | — | — | — |
| — | — | — | 30.05 | +0.95 | 43.0% | 200 | 40.0% | -0.04 | 0.26 | — | — | — |
| — | — | — | 27.60 | +0.95 | 40.9% | 202.5 | 38.3% | -0.04 | 0.31 | — | — | — |
| — | — | — | 25.15 | +0.94 | 38.7% | 205 | 36.7% | -0.05 | 0.38 | — | — | — |
| — | — | — | 22.70 | +0.93 | 36.2% | 207.5 | 35.2% | -0.07 | 0.47 | — | — | — |
| — | — | — | 20.30 | +0.91 | 34.4% | 210 | 33.9% | -0.08 | 0.60 | — | — | — |
| — | — | — | 18.00 | +0.89 | 33.4% | 212.5 | 32.8% | -0.11 | 0.78 | — | — | — |
| — | — | — | 15.68 | +0.86 | 31.6% | 215 | 31.8% | -0.14 | 1.03 | — | — | — |
| — | — | — | 13.68 | +0.81 | 32.2% | 217.5 | 31.1% | -0.18 | 1.38 | — | — | — |
| — | — | — | 11.50 | +0.77 | 30.3% | 220 | 30.4% | -0.23 | 1.84 | — | — | — |
| — | — | — | 9.65 | +0.71 | 30.1% | 222.5 | 29.8% | -0.28 | 2.44 | — | — | — |
| — | — | — | 7.88 | +0.65 | 29.4% | 225 | 29.3% | -0.35 | 3.20 | — | — | — |
| — | — | — | 6.33 | +0.58 | 29.0% | 227.5 | 28.9% | -0.42 | 4.15 | — | — | — |
| — | — | — | 4.97 | +0.50 | 28.6% | 230 | 28.6% | -0.50 | 5.30 | — | — | — |
| — | — | — | 3.83 | +0.42 | 28.4% | 232.5 | 28.5% | -0.58 | 6.68 | — | — | — |
| — | — | — | 2.88 | +0.35 | 28.1% | 235 | 28.4% | -0.65 | 8.25 | — | — | — |
| — | — | — | 2.13 | +0.28 | 28.1% | 237.5 | 28.2% | -0.72 | 9.98 | — | — | — |
| — | — | — | 1.53 | +0.22 | 27.9% | 240 | 28.4% | -0.78 | 11.93 | — | — | — |
| — | — | — | 1.09 | +0.17 | 27.9% | 242.5 | 28.6% | -0.83 | 14.00 | — | — | — |
| — | — | — | 0.76 | +0.12 | 28.0% | 245 | 28.4% | -0.87 | 16.13 | — | — | — |
| — | — | — | 0.54 | +0.09 | 28.3% | 247.5 | 29.9% | -0.89 | 18.50 | — | — | — |
| — | — | — | 0.38 | +0.07 | 28.6% | 250 | 30.8% | -0.92 | 20.85 | — | — | — |
| — | — | — | 0.27 | +0.05 | 29.0% | 252.5 | 33.1% | -0.92 | 23.33 | — | — | — |
| — | — | — | 0.20 | +0.04 | 29.7% | 255 | 34.0% | -0.94 | 25.73 | — | — | — |
| — | — | — | 0.15 | +0.03 | 30.4% | 257.5 | 37.7% | -0.93 | 28.30 | — | — | — |
| — | — | — | 0.12 | +0.02 | 31.3% | 260 | 39.2% | -0.94 | 30.75 | — | — | — |
| — | — | — | 0.09 | +0.02 | 31.9% | 262.5 | 41.5% | -0.95 | 33.25 | — | — | — |
| — | — | — | 0.08 | +0.02 | 33.3% | 265 | 39.8% | -0.96 | 35.58 | — | — | — |
| — | — | — | 0.06 | +0.01 | 33.8% | 267.5 | 42.5% | -0.96 | 38.10 | — | — | — |
| — | — | — | 0.05 | +0.01 | 34.8% | 270 | 44.0% | -0.97 | 40.58 | — | — | — |
| — | — | — | 0.04 | +0.01 | 35.6% | 272.5 | 46.6% | -0.97 | 43.10 | — | — | — |
| — | — | — | 0.04 | +0.01 | 37.2% | 275 | 48.0% | -0.97 | 45.58 | — | — | — |
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.