Spot 38.58
· 147 contratti su 5 scadenze
· fonte storico
· catturata 13/10 08:18 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 | |
| — | — | — | 9.53 | — | — | 29 | — | |||||
| — | — | — | 8.55 | — | — | 30 | — | |||||
| — | — | — | 7.55 | — | — | 31 | — | |||||
| — | — | — | 6.65 | +0.99 | 77.8% | 32 | — | |||||
| — | — | — | 6.13 | — | — | 32.5 | — | |||||
| — | — | — | 5.55 | — | — | 33 | — | |||||
| — | — | — | 4.63 | — | — | 34 | — | |||||
| — | — | — | 3.63 | — | — | 35 | 52.9% | -0.03 | 0.03 | — | — | — |
| — | — | — | 3.15 | +0.98 | 38.7% | 35.5 | 46.6% | -0.04 | 0.03 | — | — | — |
| — | — | — | 2.72 | +0.92 | 50.1% | 36 | 40.2% | -0.04 | 0.03 | — | — | — |
| — | — | — | 2.17 | +0.95 | 33.8% | 36.5 | 35.9% | -0.06 | 0.04 | — | — | — |
| — | — | — | 1.72 | +0.89 | 35.0% | 37 | 33.6% | -0.11 | 0.07 | — | — | — |
| — | — | — | 1.29 | +0.81 | 33.9% | 37.5 | 33.0% | -0.19 | 0.14 | — | — | — |
| — | — | — | 0.92 | +0.69 | 33.8% | 38 | 33.1% | -0.31 | 0.27 | — | — | — |
| — | — | — | 0.61 | +0.55 | 33.3% | 38.5 | 33.3% | -0.45 | 0.47 | — | — | — |
| — | — | — | 0.38 | +0.40 | 33.4% | 39 | 34.0% | -0.60 | 0.75 | — | — | — |
| — | — | — | 0.22 | +0.27 | 33.4% | 39.5 | 33.4% | -0.73 | 1.08 | — | — | — |
| — | — | — | 0.13 | +0.17 | 34.7% | 40 | 35.6% | -0.82 | 1.50 | — | — | — |
| — | — | — | 0.05 | +0.07 | 38.5% | 41 | 40.2% | -0.92 | 2.42 | — | — | — |
| — | — | — | 0.03 | +0.05 | 39.9% | 41.5 | 70.3% | -0.82 | 3.12 | — | — | — |
| — | — | — | 0.03 | +0.04 | 45.2% | 42 | 47.8% | -0.95 | 3.40 | — | — | — |
| — | — | — | 0.03 | +0.04 | 50.4% | 42.5 | 53.1% | -0.95 | 3.90 | — | — | — |
| — | — | — | 0.02 | +0.03 | 51.7% | 43 | 72.3% | -0.92 | 4.47 | — | — | — |
| — | 43.5 | 74.6% | -0.93 | 4.95 | — | — | — | |||||
| — | — | — | 0.02 | +0.02 | 60.8% | 44 | 60.8% | -0.98 | 5.38 | — | — | — |
| — | 44.5 | 73.0% | -0.96 | 5.90 | — | — | — | |||||
| — | — | — | 0.03 | +0.03 | 74.0% | 45 | 77.7% | -0.97 | 6.40 | — | — | — |
| — | 45.5 | 82.2% | -0.97 | 6.90 | — | — | — | |||||
| — | 46 | 110.4% | -0.93 | 7.50 | — | — | — | |||||
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.