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 | |
| — | — | — | 7.88 | — | — | 20 | — | |||||
| — | — | — | 6.90 | — | — | 21 | — | |||||
| — | — | — | 6.38 | — | — | 21.5 | — | |||||
| — | — | — | 6.05 | +0.96 | 89.0% | 22 | — | |||||
| — | — | — | 5.53 | +0.97 | 76.1% | 22.5 | — | |||||
| — | — | — | 5.00 | +0.99 | 56.1% | 23 | — | |||||
| — | — | — | 4.50 | +0.99 | 50.6% | 23.5 | — | |||||
| — | — | — | 4.00 | +0.99 | 45.3% | 24 | — | |||||
| — | — | — | 3.45 | — | — | 24.5 | — | |||||
| — | — | — | 3.04 | +0.94 | 46.3% | 25 | 38.8% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.47 | — | — | 25.5 | — | |||||
| — | — | — | 2.06 | +0.91 | 36.2% | 26 | 38.8% | -0.11 | 0.09 | — | — | — |
| — | — | — | 1.56 | +0.89 | 29.1% | 26.5 | 23.4% | -0.07 | 0.03 | — | — | — |
| — | — | — | 1.13 | +0.80 | 28.0% | 27 | 23.6% | -0.16 | 0.09 | — | — | — |
| — | — | — | 0.71 | +0.69 | 24.2% | 27.5 | 22.9% | -0.31 | 0.20 | — | — | — |
| — | — | — | 0.39 | +0.50 | 22.5% | 28 | 22.5% | -0.50 | 0.40 | — | — | — |
| — | — | — | 0.20 | +0.31 | 22.9% | 28.5 | 21.6% | -0.70 | 0.69 | — | — | — |
| — | — | — | 0.10 | +0.18 | 24.0% | 29 | 18.0% | -0.89 | 1.05 | — | — | — |
| — | — | — | 0.05 | +0.10 | 25.4% | 29.5 | — | — | 1.51 | — | — | — |
| — | — | — | 0.03 | +0.06 | 27.8% | 30 | — | — | 1.96 | — | — | — |
| — | — | — | 0.02 | +0.04 | 30.4% | 30.5 | 44.7% | -0.88 | 2.62 | — | — | — |
| — | — | — | 0.02 | +0.03 | 35.0% | 31 | 50.6% | -0.89 | 3.12 | — | — | — |
| — | — | — | 0.03 | +0.04 | 42.4% | 31.5 | 57.5% | -0.90 | 3.63 | — | — | — |
| — | 32 | 63.0% | -0.90 | 4.13 | — | — | — | |||||
| — | 32.5 | 60.3% | -0.94 | 4.58 | — | — | — | |||||
| — | 33 | — | — | 4.95 | — | — | — | |||||
| — | 33.5 | 78.3% | -0.92 | 5.63 | — | — | — | |||||
| — | 34 | — | — | 5.95 | — | — | — | |||||
| — | — | — | 0.03 | +0.03 | 71.3% | 35 | — | — | 6.95 | — | — | — |
| — | 36 | 100.9% | -0.93 | 8.13 | — | — | — | |||||
| — | 37 | 109.2% | -0.94 | 9.13 | — | — | — | |||||
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.