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 | |
| — | — | — | 7.53 | +0.98 | 83.8% | 22 | — | |||||
| — | — | — | 6.98 | — | — | 22.5 | — | |||||
| — | — | — | 6.68 | +0.93 | 104.0% | 23 | — | |||||
| — | — | — | 6.03 | +0.98 | 67.3% | 23.5 | — | |||||
| — | — | — | 5.53 | +0.98 | 61.9% | 24 | — | |||||
| — | — | — | 5.38 | +0.87 | 103.8% | 24.5 | — | |||||
| — | — | — | 4.43 | — | — | 25 | — | |||||
| — | — | — | 4.33 | +0.86 | 83.7% | 25.5 | — | |||||
| — | — | — | 3.50 | +1.00 | 1.0% | 26 | 38.2% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.94 | — | — | 26.5 | 33.3% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.55 | +0.94 | 34.2% | 27 | 28.4% | -0.03 | 0.02 | — | — | — |
| — | — | — | 2.04 | +0.94 | 27.1% | 27.5 | 27.1% | -0.06 | 0.04 | — | — | — |
| — | — | — | 1.60 | +0.86 | 27.9% | 28 | 27.0% | -0.13 | 0.09 | — | — | — |
| — | — | — | 1.15 | +0.79 | 24.8% | 28.5 | 24.1% | -0.20 | 0.14 | — | — | — |
| — | — | — | 0.76 | +0.67 | 23.1% | 29 | 24.7% | -0.34 | 0.29 | — | — | — |
| — | — | — | 0.48 | +0.51 | 23.5% | 29.5 | 23.5% | -0.49 | 0.48 | — | — | — |
| — | — | — | 0.28 | +0.35 | 23.8% | 30 | 23.8% | -0.65 | 0.78 | — | — | — |
| — | — | — | 0.16 | +0.22 | 24.6% | 30.5 | 45.6% | -0.65 | 1.53 | — | — | — |
| — | — | — | 0.07 | +0.12 | 23.8% | 31 | 28.2% | -0.84 | 1.62 | — | — | — |
| — | — | — | 0.03 | +0.06 | 23.8% | 31.5 | 61.2% | -0.71 | 2.53 | — | — | — |
| — | — | — | 0.03 | +0.05 | 28.2% | 32 | 44.6% | -0.84 | 2.68 | — | — | — |
| — | — | — | 0.03 | +0.04 | 32.4% | 32.5 | 74.8% | -0.75 | 3.53 | — | — | — |
| — | — | — | 0.04 | +0.05 | 38.5% | 33 | 68.9% | -0.81 | 3.85 | — | — | — |
| — | 33.5 | 70.7% | -0.84 | 4.30 | — | — | — | |||||
| — | 34 | 83.7% | -0.82 | 4.90 | — | — | — | |||||
| — | 35 | 56.1% | -0.96 | 5.55 | — | — | — | |||||
| — | 36 | 111.8% | -0.82 | 7.00 | — | — | — | |||||
| — | 37 | 125.2% | -0.82 | 8.05 | — | — | — | |||||
| — | 38 | 136.0% | -0.83 | 9.07 | — | — | — | |||||
| — | 39 | 143.2% | -0.84 | 10.05 | — | — | — | |||||
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.