Spot 137.39
· 72 contratti su 2 scadenze
· fonte storico
· catturata 13/10 16:19 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 | |
| — | — | — | 27.48 | +1.00 | 78.3% | 110 | 88.4% | -0.01 | 0.03 | — | — | — |
| — | — | — | 22.48 | +1.00 | 64.0% | 115 | 72.5% | -0.01 | 0.03 | — | — | — |
| — | — | — | 17.52 | +0.98 | 61.2% | 120 | 62.8% | -0.02 | 0.06 | — | — | — |
| — | — | — | 12.70 | +0.94 | 59.8% | 125 | 55.3% | -0.05 | 0.16 | — | — | — |
| — | — | — | 11.68 | +0.94 | 54.7% | 126 | 55.3% | -0.06 | 0.22 | — | — | — |
| — | — | — | 10.80 | +0.91 | 56.6% | 127 | 53.4% | -0.07 | 0.26 | — | — | — |
| — | — | — | 9.80 | +0.91 | 52.4% | 128 | 53.2% | -0.10 | 0.35 | — | — | — |
| — | — | — | 8.90 | +0.88 | 51.9% | 129 | 52.6% | -0.12 | 0.45 | — | — | — |
| — | — | — | 8.08 | +0.85 | 53.0% | 130 | 52.1% | -0.15 | 0.58 | — | — | — |
| — | — | — | 7.38 | +0.80 | 56.0% | 131 | 51.7% | -0.18 | 0.74 | — | — | — |
| — | — | — | 6.50 | +0.77 | 53.4% | 132 | 51.6% | -0.22 | 0.95 | — | — | — |
| — | — | — | 5.73 | +0.73 | 52.7% | 133 | 51.4% | -0.26 | 1.20 | — | — | — |
| — | — | — | 5.03 | +0.69 | 52.6% | 134 | 51.2% | -0.31 | 1.49 | — | — | — |
| — | — | — | 4.38 | +0.64 | 52.5% | 135 | 51.3% | -0.36 | 1.85 | — | — | — |
| — | — | — | 3.78 | +0.59 | 52.3% | 136 | 51.4% | -0.41 | 2.26 | — | — | — |
| — | — | — | 3.20 | +0.54 | 51.6% | 137 | 51.6% | -0.46 | 2.73 | — | — | — |
| — | — | — | 2.74 | +0.48 | 52.1% | 138 | 50.9% | -0.52 | 3.20 | — | — | — |
| — | — | — | 2.31 | +0.43 | 52.2% | 139 | 51.1% | -0.57 | 3.78 | — | — | — |
| — | — | — | 1.94 | +0.38 | 52.5% | 140 | 52.1% | -0.62 | 4.45 | — | — | — |
| — | — | — | 1.61 | +0.33 | 52.6% | 141 | 52.4% | -0.67 | 5.13 | — | — | — |
| — | — | — | 1.35 | +0.29 | 53.2% | 142 | 52.2% | -0.71 | 5.83 | — | — | — |
| — | — | — | 1.12 | +0.25 | 53.6% | 143 | 52.1% | -0.76 | 6.58 | — | — | — |
| — | — | — | 0.93 | +0.21 | 54.2% | 144 | 52.8% | -0.79 | 7.40 | — | — | — |
| — | — | — | 0.76 | +0.18 | 54.5% | 145 | 53.5% | -0.82 | 8.25 | — | — | — |
| — | — | — | 0.62 | +0.15 | 54.9% | 146 | 53.4% | -0.85 | 9.10 | — | — | — |
| — | — | — | 0.52 | +0.13 | 55.9% | 147 | 57.5% | -0.86 | 10.10 | — | — | — |
| — | — | — | 0.42 | +0.11 | 56.2% | 148 | 58.0% | -0.88 | 11.00 | — | — | — |
| — | — | — | 0.36 | +0.10 | 57.4% | 149 | 59.0% | -0.90 | 11.93 | — | — | — |
| — | — | — | 0.30 | +0.08 | 58.2% | 150 | 56.8% | -0.92 | 12.80 | — | — | — |
| — | — | — | 0.19 | +0.05 | 60.2% | 152.5 | 63.8% | -0.94 | 15.28 | — | — | — |
| — | — | — | 0.14 | +0.04 | 63.8% | 155 | 64.6% | -0.96 | 17.68 | — | — | — |
| — | — | — | 0.10 | +0.03 | 66.7% | 157.5 | 68.7% | -0.97 | 20.15 | — | — | — |
| — | — | — | 0.08 | +0.02 | 70.5% | 160 | 58.7% | -0.99 | 22.55 | — | — | — |
| — | — | — | 0.06 | +0.02 | 73.4% | 162.5 | 63.9% | -0.99 | 25.05 | — | — | — |
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.