Spot 153.20
· 209 contratti su 5 scadenze
· fonte storico
· catturata 13/10 13:18 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 | |
| — | — | — | 27.95 | — | — | 125 | — | |||||
| — | — | — | 22.98 | — | — | 130 | — | |||||
| — | — | — | 21.48 | — | — | 131 | — | |||||
| — | — | — | 20.60 | — | — | 132 | — | |||||
| — | — | — | 19.75 | — | — | 133 | — | |||||
| — | — | — | 18.38 | — | — | 134 | — | |||||
| — | — | — | 17.90 | — | — | 135 | 52.7% | -0.01 | 0.03 | — | — | — |
| — | — | — | 16.33 | — | — | 136 | — | |||||
| — | — | — | 15.53 | — | — | 137 | — | |||||
| — | — | — | 14.45 | — | — | 138 | — | |||||
| — | — | — | 13.35 | — | — | 139 | — | |||||
| — | — | — | 13.10 | — | — | 140 | 39.2% | -0.01 | 0.03 | — | — | — |
| — | — | — | 12.00 | — | — | 141 | 34.5% | -0.01 | 0.02 | — | — | — |
| — | — | — | 10.53 | — | — | 142 | — | |||||
| — | — | — | 9.45 | — | — | 143 | 32.4% | -0.02 | 0.04 | — | — | — |
| — | — | — | 8.93 | — | — | 144 | 30.7% | -0.03 | 0.05 | — | — | — |
| — | — | — | 8.30 | +0.94 | 33.4% | 145 | 36.3% | -0.07 | 0.19 | — | — | — |
| — | — | — | 7.08 | — | — | 146 | 24.9% | -0.03 | 0.05 | — | — | — |
| — | — | — | 6.28 | +0.94 | 25.7% | 147 | 24.6% | -0.05 | 0.09 | — | — | — |
| — | — | — | 5.48 | +0.87 | 29.5% | 148 | 22.3% | -0.07 | 0.11 | — | — | — |
| — | — | — | 4.47 | +0.86 | 25.1% | 149 | 21.1% | -0.10 | 0.17 | — | — | — |
| — | — | — | 3.48 | +0.83 | 21.1% | 150 | 20.6% | -0.16 | 0.29 | — | — | — |
| — | — | — | 1.61 | +0.59 | 19.5% | 152.5 | 19.5% | -0.41 | 0.94 | — | — | — |
| — | — | — | 0.55 | +0.28 | 19.6% | 155 | 20.7% | -0.70 | 2.44 | — | — | — |
| — | — | — | 0.13 | +0.09 | 19.7% | 157.5 | 33.1% | -0.78 | 4.97 | — | — | — |
| — | — | — | 0.05 | +0.03 | 22.8% | 160 | 32.4% | -0.90 | 7.08 | — | — | — |
| — | — | — | 0.05 | +0.03 | 29.3% | 162.5 | 44.3% | -0.89 | 9.68 | — | — | — |
| — | — | — | 0.02 | +0.01 | 31.1% | 165 | 64.1% | -0.86 | 12.55 | — | — | — |
| — | 167.5 | 76.5% | -0.86 | 15.18 | — | — | — | |||||
| — | — | — | 0.17 | +0.05 | 57.9% | 170 | 87.5% | -0.86 | 17.77 | — | — | — |
| — | 172.5 | 93.6% | -0.88 | 20.20 | — | — | — | |||||
| — | 175 | 101.4% | -0.89 | 22.70 | — | — | — | |||||
| — | 180 | 115.6% | -0.90 | 27.68 | — | — | — | |||||
| — | 185 | 123.6% | -0.92 | 32.53 | — | — | — | |||||
| — | 190 | 139.5% | -0.92 | 37.60 | — | — | — | |||||
| — | 195 | 155.3% | -0.92 | 42.68 | — | — | — | |||||
| — | — | — | 0.05 | +0.01 | 105.5% | 200 | 167.3% | -0.92 | 47.68 | — | — | — |
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.