Spot 29.21
· 135 contratti su 4 scadenze
· fonte storico
· catturata 16/10 07:57 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 | |
| — | — | — | 7.28 | +0.99 | 85.2% | 22 | — | |||||
| — | — | — | 6.75 | — | — | 22.5 | — | |||||
| — | — | — | 6.25 | — | — | 23 | — | |||||
| — | — | — | 5.65 | — | — | 23.5 | — | |||||
| — | — | — | 5.30 | +0.97 | 69.6% | 24 | — | |||||
| — | — | — | 4.78 | +0.98 | 56.5% | 24.5 | — | |||||
| — | — | — | 4.15 | — | — | 25 | — | |||||
| — | — | — | 3.68 | — | — | 25.5 | — | |||||
| — | — | — | 3.23 | — | — | 26 | 49.5% | -0.06 | 0.06 | — | — | — |
| — | — | — | 2.88 | +0.90 | 51.5% | 26.5 | 34.5% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.24 | — | — | 27 | 31.4% | -0.05 | 0.03 | — | — | — |
| — | — | — | 1.84 | +0.89 | 32.7% | 27.5 | 30.2% | -0.09 | 0.06 | — | — | — |
| — | — | — | 1.33 | +0.88 | 24.6% | 28 | 26.6% | -0.14 | 0.09 | — | — | — |
| — | — | — | 0.92 | +0.76 | 24.3% | 28.5 | 27.0% | -0.26 | 0.20 | — | — | — |
| — | — | — | 0.60 | +0.60 | 25.1% | 29 | 25.1% | -0.40 | 0.34 | — | — | — |
| — | — | — | 0.32 | +0.42 | 23.3% | 29.5 | 25.0% | -0.57 | 0.59 | — | — | — |
| — | — | — | 0.19 | +0.27 | 25.3% | 30 | 27.3% | -0.71 | 0.96 | — | — | — |
| — | — | — | 0.10 | +0.16 | 26.1% | 30.5 | 27.0% | -0.83 | 1.35 | — | — | — |
| — | — | — | 0.08 | +0.12 | 30.5% | 31 | 73.1% | -0.67 | 2.42 | — | — | — |
| — | — | — | 0.03 | +0.05 | 28.9% | 31.5 | 71.3% | -0.73 | 2.76 | — | — | — |
| — | — | — | 0.02 | +0.04 | 31.2% | 32 | 71.9% | -0.77 | 3.16 | — | — | — |
| — | — | — | 0.02 | +0.03 | 35.6% | 32.5 | 78.0% | -0.79 | 3.65 | — | — | — |
| — | 33 | — | — | 3.68 | — | — | — | |||||
| — | 33.5 | 98.6% | -0.79 | 4.75 | — | — | — | |||||
| — | — | — | 0.02 | +0.02 | 47.8% | 34 | 104.9% | -0.80 | 5.25 | — | — | — |
| — | 35 | — | — | 5.70 | — | — | — | |||||
| — | 36 | 128.0% | -0.82 | 7.25 | — | — | — | |||||
| — | 37 | 138.5% | -0.83 | 8.25 | — | — | — | |||||
| — | 38 | 148.5% | -0.84 | 9.25 | — | — | — | |||||
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.