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 | |
| — | — | — | 59.50 | +0.80 | 35.8% | 330 | 33.7% | -0.19 | 7.95 | — | — | — |
| — | — | — | 55.60 | +0.78 | 35.3% | 335 | 33.7% | -0.21 | 9.25 | — | — | — |
| — | — | — | 51.85 | +0.75 | 35.0% | 340 | 33.4% | -0.24 | 10.50 | — | — | — |
| — | — | — | 47.90 | +0.73 | 34.1% | 345 | 33.5% | -0.26 | 12.10 | — | — | — |
| — | — | — | 44.45 | +0.71 | 33.9% | 350 | 33.8% | -0.29 | 14.05 | — | — | — |
| — | — | — | 41.75 | +0.68 | 34.5% | 355 | 33.4% | -0.32 | 15.60 | — | — | — |
| — | — | — | 38.40 | +0.65 | 34.0% | 360 | 33.3% | -0.35 | 17.55 | — | — | — |
| — | — | — | 35.00 | +0.63 | 33.3% | 365 | 33.0% | -0.37 | 19.40 | — | — | — |
| — | — | — | 32.15 | +0.60 | 33.1% | 370 | 33.0% | -0.40 | 21.70 | — | — | — |
| — | — | — | 29.90 | +0.57 | 33.5% | 375 | 32.8% | -0.43 | 24.00 | — | — | — |
| — | — | — | 27.10 | +0.54 | 33.0% | 380 | 33.0% | -0.46 | 26.75 | — | — | — |
| — | — | — | 24.70 | +0.51 | 32.8% | 385 | 32.9% | -0.49 | 29.45 | — | — | — |
| — | — | — | 22.35 | +0.48 | 32.5% | 390 | 33.1% | -0.52 | 32.45 | — | — | — |
| — | — | — | 20.35 | +0.45 | 32.5% | 395 | 33.5% | -0.55 | 35.80 | — | — | — |
| — | — | — | 18.30 | +0.42 | 32.2% | 400 | 32.8% | -0.58 | 38.40 | — | — | — |
| — | — | — | 16.65 | +0.39 | 32.3% | 405 | 32.9% | -0.60 | 41.80 | — | — | — |
| — | — | — | 14.90 | +0.36 | 32.1% | 410 | 32.9% | -0.63 | 45.20 | — | — | — |
| — | — | — | 13.30 | +0.34 | 31.9% | 415 | 32.9% | -0.66 | 48.70 | — | — | — |
| — | — | — | 12.15 | +0.31 | 32.1% | 420 | 32.8% | -0.68 | 52.30 | — | — | — |
| — | — | — | 10.85 | +0.29 | 32.0% | 425 | 32.9% | -0.70 | 56.15 | — | — | — |
| — | — | — | 9.35 | +0.26 | 31.4% | 430 | 33.1% | -0.73 | 60.15 | — | — | — |
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.