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 | |
| — | — | — | 11.38 | +0.89 | 176.0% | 28 | — | |||||
| — | — | — | 10.38 | +0.88 | 161.9% | 29 | — | |||||
| — | — | — | 8.88 | +0.93 | 106.8% | 30 | — | |||||
| — | — | — | 8.38 | +0.85 | 134.7% | 31 | — | |||||
| — | — | — | 7.08 | +0.88 | 101.4% | 32 | — | |||||
| — | — | — | 5.95 | +0.89 | 80.2% | 33 | — | |||||
| — | — | — | 4.85 | +0.89 | 61.6% | 34 | 36.9% | -0.02 | 0.02 | — | — | — |
| — | — | — | 3.60 | — | — | 35 | 31.8% | -0.03 | 0.03 | — | — | — |
| — | — | — | 3.65 | +0.79 | 63.5% | 35.5 | 32.3% | -0.06 | 0.06 | — | — | — |
| — | — | — | 2.63 | — | — | 36 | 31.1% | -0.09 | 0.09 | — | — | — |
| — | — | — | 2.28 | +0.86 | 30.9% | 36.5 | 31.5% | -0.14 | 0.16 | — | — | — |
| — | — | — | 1.87 | +0.80 | 30.8% | 37 | 30.3% | -0.20 | 0.23 | — | — | — |
| — | — | — | 1.56 | +0.71 | 33.5% | 37.5 | 28.6% | -0.27 | 0.32 | — | — | — |
| — | — | — | 1.17 | +0.63 | 30.8% | 38 | 25.6% | -0.35 | 0.41 | — | — | — |
| — | — | — | 0.90 | +0.54 | 31.2% | 38.5 | 31.2% | -0.46 | 0.77 | — | — | — |
| — | — | — | 0.67 | +0.44 | 31.3% | 39 | 28.7% | -0.57 | 0.97 | — | — | — |
| — | — | — | 0.46 | +0.35 | 30.4% | 39.5 | 52.6% | -0.58 | 1.90 | — | — | — |
| — | — | — | 0.32 | +0.26 | 30.5% | 40 | 29.6% | -0.74 | 1.67 | — | — | — |
| — | — | — | 0.14 | +0.16 | 26.3% | 40.5 | 42.9% | -0.72 | 2.34 | — | — | — |
| — | — | — | 0.15 | +0.14 | 31.3% | 41 | 43.1% | -0.78 | 2.73 | — | — | — |
| — | — | — | 0.10 | +0.10 | 31.7% | 41.5 | 32.5% | -0.89 | 2.98 | — | — | — |
| — | — | — | 0.08 | +0.08 | 33.6% | 42 | 31.5% | -0.93 | 3.43 | — | — | — |
| — | — | — | 0.07 | +0.07 | 36.0% | 42.5 | 52.5% | -0.84 | 4.15 | — | — | — |
| — | — | — | 0.03 | +0.03 | 33.4% | 43 | 70.9% | -0.79 | 4.90 | — | — | — |
| — | 44 | 52.6% | -0.92 | 5.50 | — | — | — | |||||
| — | 45 | 59.2% | -0.92 | 6.50 | — | — | — | |||||
| — | 46 | 118.9% | -0.77 | 8.33 | — | — | — | |||||
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.