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 | |
| — | — | — | 7.18 | — | — | 22 | 50.2% | -0.02 | 0.04 | — | — | — |
| — | — | — | 6.55 | +0.90 | 68.3% | 23 | 43.5% | -0.03 | 0.04 | — | — | — |
| — | — | — | 5.50 | +0.90 | 56.0% | 24 | 35.1% | -0.03 | 0.03 | — | — | — |
| — | — | — | 5.20 | +0.85 | 62.7% | 24.5 | 35.1% | -0.04 | 0.05 | — | — | — |
| — | — | — | 4.53 | +0.88 | 49.1% | 25 | 31.8% | -0.04 | 0.05 | — | — | — |
| — | — | — | 4.05 | +0.86 | 45.7% | 25.5 | 30.6% | -0.06 | 0.07 | — | — | — |
| — | — | — | 3.55 | +0.85 | 41.3% | 26 | 29.6% | -0.08 | 0.10 | — | — | — |
| — | — | — | 3.05 | +0.83 | 36.8% | 26.5 | 27.3% | -0.10 | 0.12 | — | — | — |
| — | — | — | 2.61 | +0.80 | 34.7% | 27 | 27.2% | -0.15 | 0.19 | — | — | — |
| — | — | — | 2.20 | +0.75 | 33.2% | 27.5 | 26.7% | -0.21 | 0.28 | — | — | — |
| — | — | — | 1.74 | +0.71 | 29.4% | 28 | 27.0% | -0.28 | 0.42 | — | — | — |
| — | — | — | 1.43 | +0.63 | 29.7% | 28.5 | 25.6% | -0.35 | 0.55 | — | — | — |
| — | — | — | 1.04 | +0.56 | 26.4% | 29 | 27.0% | -0.44 | 0.81 | — | — | — |
| — | — | — | 0.84 | +0.47 | 27.7% | 29.5 | 27.7% | -0.53 | 1.09 | — | — | — |
| — | — | — | 0.55 | +0.38 | 25.0% | 30 | 27.1% | -0.61 | 1.37 | — | — | — |
| — | — | — | 0.38 | +0.29 | 24.5% | 30.5 | 28.8% | -0.67 | 1.76 | — | — | — |
| — | — | — | 0.27 | +0.23 | 24.8% | 31 | 28.5% | -0.74 | 2.12 | — | — | — |
| — | — | — | 0.16 | +0.15 | 23.7% | 31.5 | 29.8% | -0.79 | 2.55 | — | — | — |
| — | — | — | 0.12 | +0.12 | 24.8% | 32 | 29.9% | -0.83 | 2.97 | — | — | — |
| — | — | — | 0.08 | +0.08 | 25.0% | 32.5 | 32.2% | -0.85 | 3.45 | — | — | — |
| — | — | — | 0.05 | +0.06 | 25.0% | 33 | 34.2% | -0.87 | 3.93 | — | — | — |
| — | — | — | 0.08 | +0.07 | 30.3% | 33.5 | 37.1% | -0.88 | 4.43 | — | — | — |
| — | — | — | 0.03 | +0.03 | 27.1% | 34 | — | |||||
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.