Spot 28.00
· 172 contratti su 5 scadenze
· fonte storico
· catturata 08/10 06:31 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 | |
| — | — | — | 8.07 | +0.92 | 90.7% | 20 | — | |||||
| — | — | — | 7.08 | +0.91 | 80.9% | 21 | — | |||||
| — | — | — | 6.08 | +0.89 | 70.7% | 22 | — | |||||
| — | — | — | 4.97 | +0.91 | 53.2% | 23 | — | |||||
| — | — | — | 4.58 | +0.87 | 55.7% | 23.5 | 34.8% | -0.04 | 0.05 | — | — | — |
| — | — | — | 4.08 | +0.86 | 50.7% | 24 | 32.4% | -0.05 | 0.06 | — | — | — |
| — | — | — | 3.63 | +0.83 | 48.3% | 24.5 | 32.5% | -0.08 | 0.10 | — | — | — |
| — | — | — | 3.04 | +0.84 | 38.8% | 25 | 29.2% | -0.10 | 0.11 | — | — | — |
| — | — | — | 2.66 | +0.79 | 39.4% | 25.5 | 25.7% | -0.12 | 0.12 | — | — | — |
| — | — | — | 2.26 | +0.75 | 38.0% | 26 | 27.5% | -0.19 | 0.24 | — | — | — |
| — | — | — | 1.84 | +0.70 | 35.1% | 26.5 | 27.7% | -0.26 | 0.37 | — | — | — |
| — | — | — | 1.47 | +0.63 | 33.2% | 27 | 26.8% | -0.34 | 0.51 | — | — | — |
| — | — | — | 1.11 | +0.56 | 30.7% | 27.5 | 26.8% | -0.43 | 0.72 | — | — | — |
| — | — | — | 0.83 | +0.48 | 29.5% | 28 | 29.5% | -0.52 | 1.06 | — | — | — |
| — | — | — | 0.60 | +0.39 | 28.6% | 28.5 | 26.9% | -0.62 | 1.28 | — | — | — |
| — | — | — | 0.33 | +0.28 | 24.6% | 29 | 24.2% | -0.72 | 1.55 | — | — | — |
| — | — | — | 0.21 | +0.20 | 24.2% | 29.5 | 34.2% | -0.71 | 2.19 | — | — | — |
| — | — | — | 0.20 | +0.17 | 27.6% | 30 | 30.0% | -0.80 | 2.48 | — | — | — |
| — | — | — | 0.11 | +0.11 | 26.1% | 30.5 | 35.7% | -0.81 | 3.02 | — | — | — |
| — | — | — | 0.08 | +0.08 | 27.1% | 31 | 37.4% | -0.83 | 3.48 | — | — | — |
| — | — | — | 0.06 | +0.06 | 28.1% | 31.5 | 40.9% | -0.85 | 3.98 | — | — | — |
| — | — | — | 0.03 | +0.04 | 26.9% | 32 | 43.7% | -0.86 | 4.47 | — | — | — |
| — | — | — | 0.05 | +0.05 | 32.2% | 32.5 | 45.7% | -0.87 | 4.95 | — | — | — |
| — | 33 | 48.7% | -0.88 | 5.45 | — | — | — | |||||
| — | 33.5 | 46.8% | -0.91 | 5.88 | — | — | — | |||||
| — | 34 | 56.4% | -0.88 | 6.48 | — | — | — | |||||
| — | 35 | 56.2% | -0.91 | 7.40 | — | — | — | |||||
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.