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 | |
| — | — | — | 7.65 | +0.87 | 100.0% | 22 | — | |||||
| — | — | — | 6.65 | +0.85 | 88.6% | 23 | — | |||||
| — | — | — | 4.97 | — | — | 24 | 32.8% | -0.02 | 0.02 | — | — | — |
| — | — | — | 5.15 | +0.82 | 72.1% | 24.5 | 34.9% | -0.04 | 0.05 | — | — | — |
| — | — | — | 4.33 | +0.86 | 51.2% | 25 | 31.4% | -0.04 | 0.05 | — | — | — |
| — | — | — | 3.83 | +0.85 | 46.5% | 25.5 | 30.1% | -0.06 | 0.07 | — | — | — |
| — | — | — | 3.33 | +0.84 | 41.7% | 26 | 29.0% | -0.09 | 0.10 | — | — | — |
| — | — | — | 3.00 | +0.78 | 44.2% | 26.5 | 29.5% | -0.13 | 0.17 | — | — | — |
| — | — | — | 2.37 | +0.79 | 33.8% | 27 | 28.6% | -0.18 | 0.24 | — | — | — |
| — | — | — | 2.03 | +0.72 | 34.6% | 27.5 | 28.7% | -0.24 | 0.36 | — | — | — |
| — | — | — | 1.59 | +0.67 | 30.8% | 28 | 28.8% | -0.32 | 0.52 | — | — | — |
| — | — | — | 1.27 | +0.60 | 30.2% | 28.5 | 28.4% | -0.40 | 0.70 | — | — | — |
| — | — | — | 0.95 | +0.52 | 28.5% | 29 | 28.5% | -0.48 | 0.94 | — | — | — |
| — | — | — | 0.73 | +0.43 | 28.6% | 29.5 | 32.5% | -0.55 | 1.35 | — | — | — |
| — | — | — | 0.49 | +0.34 | 26.7% | 30 | 30.2% | -0.63 | 1.59 | — | — | — |
| — | — | — | 0.37 | +0.27 | 27.4% | 30.5 | 32.6% | -0.69 | 2.01 | — | — | — |
| — | — | — | 0.26 | +0.21 | 27.3% | 31 | 35.1% | -0.73 | 2.45 | — | — | — |
| — | — | — | 0.14 | +0.14 | 25.3% | 31.5 | 46.5% | -0.71 | 3.15 | — | — | — |
| — | — | — | 0.14 | +0.12 | 28.5% | 32 | 47.1% | -0.75 | 3.55 | — | — | — |
| — | — | — | 0.11 | +0.10 | 29.7% | 32.5 | 51.0% | -0.76 | 4.05 | — | — | — |
| — | — | — | 0.08 | +0.07 | 30.2% | 33 | 53.9% | -0.78 | 4.53 | — | — | — |
| — | 33.5 | 58.3% | -0.78 | 5.05 | — | — | — | |||||
| — | — | — | 0.03 | +0.03 | 29.3% | 34 | 58.7% | -0.80 | 5.48 | — | — | — |
| — | — | — | 0.06 | +0.05 | 38.0% | 35 | 73.8% | -0.78 | 6.68 | — | — | — |
| — | 36 | 83.0% | -0.78 | 7.75 | — | — | — | |||||
| — | 37 | 87.0% | -0.80 | 8.70 | — | — | — | |||||
| — | 38 | 80.7% | -0.85 | 9.45 | — | — | — | |||||
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.