Spot 381.12
· 160 contratti su 3 scadenze
· fonte storico
· catturata 06/10 06:35 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 | |
| — | — | — | 76.80 | +0.99 | 46.9% | 305 | — | |||||
| — | — | — | 71.80 | +0.99 | 43.9% | 310 | — | |||||
| — | — | — | 66.85 | +0.99 | 43.2% | 315 | — | |||||
| — | — | — | 62.00 | +0.98 | 44.5% | 320 | 53.1% | -0.05 | 0.80 | — | — | — |
| — | — | — | 57.00 | +0.98 | 41.1% | 325 | 49.3% | -0.05 | 0.80 | — | — | — |
| — | — | — | 52.10 | +0.97 | 39.7% | 330 | 46.1% | -0.05 | 0.85 | — | — | — |
| — | — | — | 47.30 | +0.95 | 39.2% | 335 | 43.8% | -0.07 | 1.00 | — | — | — |
| — | — | — | 42.45 | +0.94 | 37.4% | 340 | 37.9% | -0.06 | 0.80 | — | — | — |
| — | — | — | 37.65 | +0.93 | 35.5% | 345 | 40.7% | -0.10 | 1.60 | — | — | — |
| — | — | — | 33.25 | +0.89 | 36.1% | 350 | 32.4% | -0.09 | 1.05 | — | — | — |
| — | — | — | 28.55 | +0.86 | 33.6% | 355 | 36.7% | -0.16 | 2.40 | — | — | — |
| — | — | — | 24.95 | +0.80 | 36.0% | 360 | 32.7% | -0.18 | 2.55 | — | — | — |
| — | — | — | 21.00 | +0.75 | 35.2% | 365 | 34.2% | -0.25 | 4.05 | — | — | — |
| — | — | — | 17.40 | +0.68 | 34.7% | 370 | 32.5% | -0.31 | 5.10 | — | — | — |
| — | — | — | 14.10 | +0.61 | 34.0% | 375 | 33.3% | -0.38 | 7.20 | — | — | — |
| — | — | — | 10.85 | +0.54 | 32.4% | 380 | 32.4% | -0.46 | 9.15 | — | — | — |
| — | — | — | 8.10 | +0.46 | 31.2% | 385 | 33.3% | -0.54 | 12.05 | — | — | — |
| — | — | — | 5.70 | +0.37 | 29.7% | 390 | 33.3% | -0.61 | 15.05 | — | — | — |
| — | — | — | 4.85 | +0.31 | 32.3% | 395 | 31.9% | -0.69 | 18.05 | — | — | — |
| — | — | — | 4.20 | +0.27 | 34.9% | 400 | 31.6% | -0.76 | 21.70 | — | — | — |
| — | — | — | 2.50 | +0.19 | 32.0% | 405 | 31.8% | -0.81 | 25.75 | — | — | — |
| — | — | — | 1.55 | +0.13 | 30.8% | 410 | 31.1% | -0.86 | 29.90 | — | — | — |
| — | — | — | 1.80 | +0.13 | 35.9% | 415 | 33.0% | -0.89 | 34.65 | — | — | — |
| — | — | — | 0.95 | +0.08 | 33.3% | 420 | 31.9% | -0.93 | 39.10 | — | — | — |
| — | — | — | 1.05 | +0.08 | 37.2% | 425 | 32.8% | -0.94 | 43.90 | — | — | — |
| — | — | — | 0.60 | +0.05 | 35.6% | 430 | 32.9% | -0.96 | 48.70 | — | — | — |
| — | — | — | 0.85 | +0.06 | 41.1% | 435 | 35.5% | -0.96 | 53.70 | — | — | — |
| — | — | — | 0.80 | +0.06 | 43.3% | 440 | 36.2% | -0.97 | 58.60 | — | — | — |
| — | 445 | 38.5% | -0.97 | 63.60 | — | — | — | |||||
| — | 450 | 40.8% | -0.97 | 68.60 | — | — | — | |||||
| — | 455 | 45.1% | -0.97 | 73.70 | — | — | — | |||||
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.