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 | |
| — | — | — | 16.73 | +0.92 | 97.0% | 65 | 89.2% | -0.07 | 0.38 | — | — | — |
| — | — | — | 15.08 | — | — | 66 | — | |||||
| — | — | — | 13.80 | — | — | 67 | 88.0% | -0.09 | 0.56 | — | — | — |
| — | — | — | 12.80 | — | — | 68 | — | |||||
| — | — | — | 12.05 | — | — | 69 | — | |||||
| — | — | — | 10.70 | — | — | 70 | 39.9% | -0.01 | 0.03 | — | — | — |
| — | — | — | 10.10 | — | — | 71 | 60.5% | -0.09 | 0.38 | — | — | — |
| — | — | — | 9.13 | — | — | 72 | 55.8% | -0.10 | 0.38 | — | — | — |
| — | — | — | 8.20 | — | — | 73 | 42.0% | -0.07 | 0.18 | — | — | — |
| — | — | — | 7.00 | — | — | 74 | 34.4% | -0.06 | 0.12 | — | — | — |
| — | — | — | 6.15 | — | — | 75 | 34.9% | -0.09 | 0.21 | — | — | — |
| — | — | — | 5.23 | +0.97 | 20.0% | 76 | 36.8% | -0.14 | 0.39 | — | — | — |
| — | — | — | 4.78 | +0.81 | 36.9% | 77 | 36.2% | -0.19 | 0.55 | — | — | — |
| — | — | — | 3.98 | +0.75 | 36.0% | 78 | 32.1% | -0.23 | 0.61 | — | — | — |
| — | — | — | 2.96 | +0.71 | 29.4% | 79 | 34.1% | -0.31 | 0.99 | — | — | — |
| — | — | — | 2.14 | +0.64 | 26.2% | 80 | 27.3% | -0.37 | 1.00 | — | — | — |
| — | — | — | 1.66 | +0.53 | 27.7% | 81 | 27.7% | -0.47 | 1.46 | — | — | — |
| — | — | — | 1.23 | +0.43 | 28.3% | 82 | 29.9% | -0.56 | 2.12 | — | — | — |
| — | — | — | 0.88 | +0.34 | 28.6% | 83 | 32.0% | -0.64 | 2.86 | — | — | — |
| — | — | — | 0.62 | +0.26 | 29.0% | 84 | 33.7% | -0.71 | 3.64 | — | — | — |
| — | — | — | 0.51 | +0.21 | 31.5% | 85 | 41.4% | -0.73 | 4.75 | — | — | — |
| — | — | — | 0.35 | +0.15 | 31.6% | 86 | 37.1% | -0.80 | 5.35 | — | — | — |
| — | — | — | 0.29 | +0.13 | 33.8% | 87 | 41.1% | -0.82 | 6.33 | — | — | — |
| — | — | — | 0.11 | +0.06 | 29.6% | 88 | 42.3% | -0.86 | 7.23 | — | — | — |
| — | — | — | 0.19 | +0.08 | 37.1% | 89 | 41.7% | -0.89 | 8.10 | — | — | — |
| — | — | — | 0.18 | +0.07 | 39.9% | 90 | — | — | 8.78 | — | — | — |
| — | — | — | 0.18 | +0.07 | 43.2% | 91 | — | — | 9.78 | — | — | — |
| — | — | — | 0.07 | +0.03 | 38.6% | 92 | — | — | 10.75 | — | — | — |
| — | — | — | 0.10 | +0.04 | 44.0% | 93 | 42.2% | -0.97 | 11.88 | — | — | — |
| — | — | — | 0.15 | +0.05 | 50.5% | 94 | — | — | 12.75 | — | — | — |
| — | — | — | 0.06 | +0.03 | 45.4% | 95 | 59.3% | -0.93 | 14.05 | — | — | — |
| — | — | — | 0.09 | +0.03 | 51.2% | 96 | 76.5% | -0.88 | 15.38 | — | — | — |
| — | 97 | 69.4% | -0.92 | 16.13 | — | — | — | |||||
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.