Spot 80.92
· 142 contratti su 5 scadenze
· fonte storico
· catturata 13/10 14:29 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 | |
| — | — | — | 16.33 | — | — | 65 | — | |||||
| — | — | — | 15.30 | — | — | 66 | — | |||||
| — | — | — | 14.45 | — | — | 67 | — | |||||
| — | — | — | 13.43 | — | — | 68 | 44.9% | -0.07 | 0.38 | — | — | — |
| — | — | — | 12.38 | — | — | 69 | 39.5% | -0.07 | 0.29 | — | — | — |
| — | — | — | 11.43 | — | — | 70 | 39.4% | -0.08 | 0.38 | — | — | — |
| — | — | — | 10.53 | — | — | 71 | 36.6% | -0.09 | 0.38 | — | — | — |
| — | — | — | 9.60 | — | — | 72 | 35.5% | -0.10 | 0.45 | — | — | — |
| — | — | — | 8.73 | +0.98 | 18.4% | 73 | 35.9% | -0.13 | 0.61 | — | — | — |
| — | — | — | 7.88 | +0.93 | 23.2% | 74 | 34.7% | -0.15 | 0.71 | — | — | — |
| — | — | — | 6.95 | +0.91 | 22.6% | 75 | 33.3% | -0.18 | 0.82 | — | — | — |
| — | — | — | 6.28 | +0.83 | 26.2% | 76 | 34.0% | -0.22 | 1.10 | — | — | — |
| — | — | — | 6.05 | +0.74 | 33.7% | 77 | 31.0% | -0.24 | 1.14 | — | — | — |
| — | — | — | 4.90 | +0.73 | 28.1% | 78 | 33.3% | -0.30 | 1.63 | — | — | — |
| — | — | — | 3.75 | +0.70 | 22.5% | 79 | 33.2% | -0.35 | 1.98 | — | — | — |
| — | — | — | 3.65 | +0.61 | 28.4% | 80 | 29.5% | -0.39 | 2.05 | — | — | — |
| — | — | — | 3.06 | +0.56 | 28.1% | 81 | 28.1% | -0.44 | 2.36 | — | — | — |
| — | — | — | 2.63 | +0.50 | 28.7% | 82 | 34.1% | -0.49 | 3.45 | — | — | — |
| — | — | — | 2.12 | +0.44 | 28.0% | 83 | 34.0% | -0.54 | 4.00 | — | — | — |
| — | — | — | 1.81 | +0.39 | 28.7% | 84 | 34.0% | -0.59 | 4.60 | — | — | — |
| — | — | — | 1.45 | +0.33 | 28.4% | 85 | 40.3% | -0.61 | 5.83 | — | — | — |
| — | — | — | 1.21 | +0.29 | 28.9% | 86 | 35.0% | -0.67 | 6.03 | — | — | — |
| — | — | — | 1.00 | +0.25 | 29.3% | 87 | 35.9% | -0.70 | 6.83 | — | — | — |
| — | — | — | 0.80 | +0.21 | 29.3% | 88 | 36.4% | -0.74 | 7.63 | — | — | — |
| — | — | — | 0.63 | +0.17 | 29.3% | 89 | 44.6% | -0.72 | 9.05 | — | — | — |
| — | — | — | 0.47 | +0.14 | 28.8% | 90 | 41.6% | -0.77 | 9.60 | — | — | — |
| — | — | — | 0.17 | +0.06 | 31.0% | 95 | 47.2% | -0.84 | 14.18 | — | — | — |
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.