Spot 336.98
· 158 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 10/09 08:01 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 | |
| — | 30.55 | 37.85 | 34.20 | — | — | 302.5 | — | — | 0.20 | 0.12 | 0.28 | — |
| — | 28.15 | 35.55 | 31.85 | — | — | 305 | — | — | 0.23 | 0.15 | 0.32 | — |
| — | 25.70 | 33.25 | 29.48 | — | — | 307.5 | — | — | 0.32 | 0.20 | 0.43 | — |
| — | 23.45 | 31.00 | 27.23 | — | — | 310 | — | — | 0.47 | 0.40 | 0.53 | — |
| — | 21.10 | 28.50 | 24.80 | — | — | 312.5 | — | — | 0.67 | 0.32 | 1.01 | — |
| — | 20.35 | 25.45 | 22.90 | — | — | 315 | — | — | 0.68 | 0.40 | 0.95 | — |
| — | 16.45 | 24.35 | 20.40 | — | — | 317.5 | — | — | 1.25 | 0.90 | 1.59 | — |
| — | 14.30 | 20.00 | 17.15 | — | — | 320 | — | — | 1.64 | 1.35 | 1.93 | — |
| — | 12.40 | 19.15 | 15.78 | — | — | 322.5 | — | — | 1.89 | 1.28 | 2.50 | — |
| — | 12.50 | 16.00 | 14.25 | — | — | 325 | — | — | 2.48 | 1.90 | 3.05 | — |
| — | 10.80 | 14.00 | 12.40 | — | — | 327.5 | — | — | 3.12 | 2.38 | 3.85 | — |
| — | 9.30 | 12.15 | 10.72 | — | — | 330 | — | — | 4.17 | 3.60 | 4.75 | — |
| — | 7.95 | 10.35 | 9.15 | — | — | 332.5 | — | — | 4.88 | 4.00 | 5.75 | — |
| — | 7.40 | 8.50 | 7.95 | — | — | 335 | — | — | 5.95 | 5.00 | 6.90 | — |
| — | 5.50 | 7.35 | 6.42 | — | — | 337.5 | — | — | 7.20 | 6.15 | 8.25 | — |
| — | 4.95 | 6.00 | 5.47 | — | — | 340 | — | — | 8.60 | 7.45 | 9.75 | — |
| — | 4.00 | 4.65 | 4.33 | — | — | 342.5 | — | — | 10.15 | 8.80 | 11.50 | — |
| — | 3.35 | 3.85 | 3.60 | — | — | 345 | — | — | 11.82 | 10.25 | 13.40 | — |
| — | 2.19 | 3.05 | 2.62 | — | — | 347.5 | — | — | 13.62 | 11.85 | 15.40 | — |
| — | 2.25 | 2.62 | 2.44 | — | — | 350 | — | — | 15.75 | 14.00 | 17.50 | — |
| — | 1.32 | 2.43 | 1.88 | — | — | 352.5 | — | — | 17.55 | 13.60 | 21.50 | — |
| — | 1.02 | 1.65 | 1.33 | — | — | 355 | — | — | 20.00 | 16.35 | 23.65 | — |
| — | 0.58 | 1.25 | 0.92 | — | — | 357.5 | — | — | 21.98 | 18.10 | 25.85 | — |
| — | 0.72 | 0.98 | 0.85 | — | — | 360 | — | — | 24.98 | 21.85 | 28.10 | — |
| — | 0.37 | 0.77 | 0.57 | — | — | 362.5 | — | — | 27.43 | 24.50 | 30.35 | — |
| — | 0.20 | 0.63 | 0.41 | — | — | 365 | — | — | 28.77 | 24.90 | 32.65 | — |
| — | 0.24 | 0.79 | 0.52 | — | — | 367.5 | — | — | 32.15 | 29.25 | 35.05 | — |
| — | 0.05 | 0.30 | 0.17 | — | — | 370 | — | — | 33.83 | 30.20 | 37.45 | — |
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.