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 | |
| — | — | — | 27.90 | +0.98 | 55.5% | 125 | — | |||||
| — | — | — | 23.68 | — | — | 129 | — | |||||
| — | — | — | 22.75 | — | — | 130 | — | |||||
| — | — | — | 21.73 | — | — | 131 | — | |||||
| — | — | — | 20.88 | +0.98 | 40.7% | 132 | — | |||||
| — | — | — | 19.75 | — | — | 133 | — | |||||
| — | — | — | 18.70 | — | — | 134 | — | |||||
| — | — | — | 17.73 | — | — | 135 | 34.5% | -0.02 | 0.06 | — | — | — |
| — | — | — | 16.80 | — | — | 136 | — | |||||
| — | — | — | 15.80 | — | — | 137 | 34.2% | -0.03 | 0.11 | — | — | — |
| — | — | — | 14.73 | — | — | 138 | 30.5% | -0.03 | 0.08 | — | — | — |
| — | — | — | 13.75 | — | — | 139 | 29.8% | -0.03 | 0.10 | — | — | — |
| — | — | — | 12.88 | +0.97 | 26.3% | 140 | 33.9% | -0.06 | 0.26 | — | — | — |
| — | — | — | 12.10 | +0.93 | 32.6% | 141 | 29.9% | -0.06 | 0.20 | — | — | — |
| — | — | — | 11.18 | +0.91 | 32.3% | 142 | 29.6% | -0.07 | 0.26 | — | — | — |
| — | — | — | 10.05 | +0.93 | 26.9% | 143 | 29.5% | -0.09 | 0.35 | — | — | — |
| — | — | — | 9.10 | +0.91 | 25.9% | 144 | 30.9% | -0.13 | 0.54 | — | — | — |
| — | — | — | 8.57 | +0.84 | 31.9% | 145 | 28.9% | -0.14 | 0.57 | — | — | — |
| — | — | — | 7.60 | +0.82 | 29.6% | 146 | 32.0% | -0.20 | 0.96 | — | — | — |
| — | — | — | 6.80 | +0.78 | 29.4% | 147 | 30.2% | -0.22 | 1.05 | — | — | — |
| — | — | — | 5.85 | +0.76 | 27.0% | 148 | 28.8% | -0.25 | 1.19 | — | — | — |
| — | — | — | 5.18 | +0.71 | 27.6% | 149 | 29.4% | -0.30 | 1.54 | — | — | — |
| — | — | — | 4.63 | +0.65 | 28.8% | 150 | 28.4% | -0.34 | 1.78 | — | — | — |
| — | — | — | 3.07 | +0.53 | 27.5% | 152.5 | 27.5% | -0.47 | 2.76 | — | — | — |
| — | — | — | 1.73 | +0.38 | 25.2% | 155 | 29.4% | -0.60 | 4.35 | — | — | — |
| — | — | — | 1.03 | +0.26 | 25.7% | 157.5 | 34.9% | -0.68 | 6.55 | — | — | — |
| — | — | — | 0.59 | +0.16 | 26.3% | 160 | 33.5% | -0.78 | 8.30 | — | — | — |
| — | — | — | 0.40 | +0.11 | 28.5% | 162.5 | 39.8% | -0.80 | 10.80 | — | — | — |
| — | — | — | 0.17 | +0.06 | 27.4% | 165 | 50.5% | -0.80 | 13.65 | — | — | — |
| — | — | — | 0.12 | +0.04 | 29.5% | 167.5 | 55.3% | -0.82 | 16.08 | — | — | — |
| — | 170 | 59.9% | -0.83 | 18.52 | — | — | — | |||||
| — | 172.5 | 65.6% | -0.84 | 21.05 | — | — | — | |||||
| — | 175 | 67.8% | -0.86 | 23.38 | — | — | — | |||||
| — | 177.5 | 74.7% | -0.86 | 26.00 | — | — | — | |||||
| — | 180 | 71.3% | -0.90 | 28.08 | — | — | — | |||||
| — | 185 | 87.9% | -0.88 | 33.48 | — | — | — | |||||
| — | 190 | 97.8% | -0.88 | 38.55 | — | — | — | |||||
| — | 195 | 101.7% | -0.90 | 43.35 | — | — | — | |||||
| — | 200 | 109.2% | -0.91 | 48.35 | — | — | — | |||||
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.