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 | |
| — | 29.70 | 37.50 | 33.60 | — | — | 305 | — | — | 2.03 | 1.64 | 2.42 | — |
| — | 25.70 | 33.45 | 29.57 | — | — | 310 | — | — | 2.64 | 2.30 | 2.98 | — |
| — | 23.45 | 26.50 | 24.98 | — | — | 315 | — | — | 3.49 | 2.78 | 4.20 | — |
| — | 21.60 | 25.45 | 23.52 | — | — | 317.5 | — | — | 3.98 | 3.10 | 4.85 | — |
| — | 19.80 | 23.50 | 21.65 | — | — | 320 | — | — | 4.78 | 4.00 | 5.55 | — |
| — | 18.10 | 21.30 | 19.70 | — | — | 322.5 | — | — | 5.35 | 4.35 | 6.35 | — |
| — | 16.55 | 19.85 | 18.20 | — | — | 325 | — | — | 6.15 | 5.10 | 7.20 | — |
| — | 15.10 | 18.10 | 16.60 | — | — | 327.5 | — | — | 7.08 | 6.00 | 8.15 | — |
| — | 13.70 | 16.50 | 15.10 | — | — | 330 | — | — | 8.05 | 6.90 | 9.20 | — |
| — | 12.35 | 15.00 | 13.68 | — | — | 332.5 | — | — | 9.35 | 8.30 | 10.40 | — |
| — | 11.10 | 13.50 | 12.30 | — | — | 335 | — | — | 10.30 | 9.00 | 11.60 | — |
| — | 9.95 | 12.30 | 11.12 | — | — | 337.5 | — | — | 11.57 | 10.25 | 12.90 | — |
| — | 9.30 | 11.10 | 10.20 | — | — | 340 | — | — | 13.20 | 12.10 | 14.30 | — |
| — | 7.80 | 10.00 | 8.90 | — | — | 342.5 | — | — | 14.40 | 12.95 | 15.85 | — |
| — | 6.90 | 9.00 | 7.95 | — | — | 345 | — | — | 16.30 | 15.10 | 17.50 | — |
| — | 6.05 | 8.10 | 7.08 | — | — | 347.5 | — | — | 17.55 | 15.90 | 19.20 | — |
| — | 5.80 | 6.80 | 6.30 | — | — | 350 | — | — | 19.25 | 17.50 | 21.00 | — |
| — | 4.60 | 6.50 | 5.55 | — | — | 352.5 | — | — | 21.05 | 19.15 | 22.95 | — |
| — | 4.30 | 5.15 | 4.72 | — | — | 355 | — | — | 23.38 | 21.80 | 24.95 | — |
| — | 3.45 | 5.00 | 4.22 | — | — | 357.5 | — | — | 24.82 | 22.70 | 26.95 | — |
| — | 3.00 | 4.25 | 3.62 | — | — | 360 | — | — | 27.23 | 25.45 | 29.00 | — |
| — | 2.59 | 3.50 | 3.04 | — | — | 362.5 | — | — | 28.85 | 26.65 | 31.05 | — |
| — | 2.72 | 3.25 | 2.98 | — | — | 365 | — | — | 31.73 | 28.25 | 35.20 | — |
| — | 1.87 | 3.35 | 2.61 | — | — | 367.5 | — | — | 33.17 | 29.00 | 37.35 | — |
| — | 2.02 | 2.50 | 2.26 | — | — | 370 | — | — | 35.12 | 31.20 | 39.05 | — |
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.