Spot 29.44
· 133 contratti su 3 scadenze
· fonte storico
· catturata 20/10 06:22 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 | |
| — | — | — | 7.48 | +0.98 | 138.3% | 22 | — | |||||
| — | — | — | 6.98 | +0.98 | 129.0% | 22.5 | — | |||||
| — | — | — | 6.50 | +0.97 | 130.8% | 23 | — | |||||
| — | — | — | 5.98 | +0.98 | 110.9% | 23.5 | — | |||||
| — | — | — | 5.48 | +0.98 | 102.0% | 24 | — | |||||
| — | — | — | 4.95 | +1.00 | 22.7% | 24.5 | — | |||||
| — | — | — | 4.45 | +1.00 | 19.5% | 25 | — | |||||
| — | — | — | 3.95 | +1.00 | 17.3% | 25.5 | — | |||||
| — | — | — | 3.45 | +1.00 | 15.6% | 26 | 62.6% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.96 | +0.98 | 48.7% | 26.5 | 54.5% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.53 | +0.91 | 62.7% | 27 | 46.3% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.00 | +0.92 | 46.5% | 27.5 | 38.1% | -0.04 | 0.02 | — | — | — |
| — | — | — | 1.52 | +0.89 | 40.6% | 28 | 29.8% | -0.05 | 0.02 | — | — | — |
| — | — | — | 1.03 | +0.84 | 31.4% | 28.5 | 28.6% | -0.13 | 0.06 | — | — | — |
| — | — | — | 0.60 | +0.71 | 26.8% | 29 | 26.8% | -0.29 | 0.15 | — | — | — |
| — | — | — | 0.28 | +0.48 | 24.7% | 29.5 | 24.7% | -0.52 | 0.33 | — | — | — |
| — | — | — | 0.12 | +0.25 | 26.0% | 30 | 24.0% | -0.77 | 0.65 | — | — | — |
| — | — | — | 0.05 | +0.12 | 28.0% | 30.5 | 33.8% | -0.83 | 1.14 | — | — | — |
| — | — | — | 0.02 | +0.05 | 29.9% | 31 | 36.9% | -0.90 | 1.60 | — | — | — |
| — | — | — | 0.02 | +0.04 | 37.1% | 31.5 | 42.8% | -0.93 | 2.09 | — | — | — |
| — | — | — | 0.02 | +0.04 | 44.0% | 32 | 44.0% | -0.96 | 2.57 | — | — | — |
| — | 32.5 | 62.9% | -0.93 | 3.11 | — | — | — | |||||
| — | 33 | — | — | 3.55 | — | — | — | |||||
| — | 33.5 | 74.4% | -0.95 | 4.10 | — | — | — | |||||
| — | 34 | 81.1% | -0.95 | 4.60 | — | — | — | |||||
| — | 35 | 93.8% | -0.96 | 5.60 | — | — | — | |||||
| — | 36 | — | — | 6.55 | — | — | — | |||||
| — | 37 | — | — | 7.55 | — | — | — | |||||
| — | 38 | 128.4% | -0.97 | 8.60 | — | — | — | |||||
| — | 39 | 138.9% | -0.97 | 9.60 | — | — | — | |||||
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.