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 | |
| — | — | — | 78.05 | +1.00 | 24.0% | 305 | 38.6% | -0.05 | 1.15 | — | — | — |
| — | — | — | 73.40 | +0.98 | 29.8% | 310 | 37.0% | -0.05 | 1.25 | — | — | — |
| — | — | — | 68.80 | +0.96 | 31.6% | 315 | 35.7% | -0.06 | 1.40 | — | — | — |
| — | — | — | 64.25 | +0.94 | 32.5% | 320 | 37.1% | -0.08 | 2.15 | — | — | — |
| — | — | — | 59.90 | +0.92 | 33.6% | 325 | 35.3% | -0.09 | 2.30 | — | — | — |
| — | — | — | 55.50 | +0.90 | 33.6% | 330 | 34.2% | -0.11 | 2.65 | — | — | — |
| — | — | — | 51.30 | +0.87 | 34.0% | 335 | 34.4% | -0.13 | 3.45 | — | — | — |
| — | — | — | 47.10 | +0.85 | 33.8% | 340 | 33.5% | -0.15 | 4.00 | — | — | — |
| — | — | — | 42.80 | +0.82 | 32.9% | 345 | 33.3% | -0.18 | 4.95 | — | — | — |
| — | — | — | 39.00 | +0.79 | 33.0% | 350 | 34.6% | -0.22 | 6.65 | — | — | — |
| — | — | — | 35.35 | +0.75 | 33.1% | 355 | 35.5% | -0.26 | 8.45 | — | — | — |
| — | — | — | 32.15 | +0.71 | 33.6% | 360 | 34.6% | -0.29 | 9.65 | — | — | — |
| — | — | — | 28.90 | +0.67 | 33.6% | 365 | 34.4% | -0.33 | 11.30 | — | — | — |
| — | — | — | 26.05 | +0.63 | 33.9% | 370 | 33.9% | -0.37 | 13.05 | — | — | — |
| — | — | — | 22.80 | +0.59 | 33.1% | 375 | 34.1% | -0.41 | 15.35 | — | — | — |
| — | — | — | 20.15 | +0.55 | 33.1% | 380 | 33.1% | -0.45 | 17.15 | — | — | — |
| — | — | — | 17.25 | +0.51 | 32.2% | 385 | 33.4% | -0.49 | 19.95 | — | — | — |
| — | — | — | 15.30 | +0.46 | 32.6% | 390 | 33.1% | -0.53 | 22.60 | — | — | — |
| — | — | — | 13.45 | +0.42 | 32.8% | 395 | 33.2% | -0.58 | 25.65 | — | — | — |
| — | — | — | 11.75 | +0.38 | 33.0% | 400 | 33.6% | -0.61 | 29.10 | — | — | — |
| — | — | — | 10.00 | +0.34 | 32.7% | 405 | 33.1% | -0.65 | 32.20 | — | — | — |
| — | — | — | 8.50 | +0.31 | 32.5% | 410 | 34.2% | -0.68 | 36.35 | — | — | — |
| — | — | — | 7.20 | +0.27 | 32.4% | 415 | 34.0% | -0.72 | 39.95 | — | — | — |
| — | — | — | 6.20 | +0.24 | 32.6% | 420 | 33.3% | -0.75 | 43.50 | — | — | — |
| — | — | — | 5.15 | +0.21 | 32.4% | 425 | 34.1% | -0.78 | 47.85 | — | — | — |
| — | — | — | 4.55 | +0.19 | 33.0% | 430 | 33.6% | -0.81 | 51.80 | — | — | — |
| — | — | — | 3.85 | +0.16 | 33.1% | 435 | 33.8% | -0.83 | 56.10 | — | — | — |
| — | — | — | 3.10 | +0.14 | 32.7% | 440 | 34.2% | -0.85 | 60.60 | — | — | — |
| — | — | — | 2.70 | +0.12 | 33.1% | 445 | 34.5% | -0.87 | 65.10 | — | — | — |
| — | — | — | 1.60 | +0.08 | 30.4% | 450 | 35.2% | -0.88 | 69.80 | — | — | — |
| — | — | — | 2.00 | +0.09 | 33.8% | 455 | 35.7% | -0.89 | 74.50 | — | — | — |
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.