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 | |
| — | — | — | 28.53 | +0.89 | 59.1% | 125 | — | |||||
| — | — | — | 23.45 | +0.87 | 49.5% | 130 | 45.3% | -0.11 | 1.14 | — | — | — |
| — | — | — | 20.58 | +0.85 | 45.7% | 133 | 36.8% | -0.10 | 0.83 | — | — | — |
| — | — | — | 18.55 | +0.91 | 32.5% | 134 | 28.8% | -0.06 | 0.38 | — | — | — |
| — | — | — | 17.52 | +0.91 | 30.7% | 135 | 27.5% | -0.07 | 0.38 | — | — | — |
| — | — | — | 16.55 | +0.90 | 29.6% | 136 | 27.1% | -0.08 | 0.44 | — | — | — |
| — | — | — | 15.60 | +0.90 | 28.8% | 137 | 28.2% | -0.10 | 0.62 | — | — | — |
| — | — | — | 14.98 | +0.86 | 31.4% | 138 | 23.0% | -0.07 | 0.35 | — | — | — |
| — | — | — | 14.03 | +0.85 | 30.3% | 139 | 24.4% | -0.10 | 0.55 | — | — | — |
| — | — | — | 13.13 | +0.84 | 29.5% | 140 | 24.9% | -0.13 | 0.72 | — | — | — |
| — | — | — | 12.18 | +0.82 | 28.3% | 141 | 24.5% | -0.14 | 0.84 | — | — | — |
| — | — | — | 11.28 | +0.81 | 27.4% | 142 | 25.2% | -0.17 | 1.09 | — | — | — |
| — | — | — | 10.50 | +0.78 | 27.3% | 143 | 22.2% | -0.17 | 0.93 | — | — | — |
| — | — | — | 9.43 | +0.78 | 25.0% | 144 | 21.3% | -0.19 | 1.02 | — | — | — |
| — | — | — | 8.68 | +0.75 | 24.9% | 145 | 22.1% | -0.23 | 1.35 | — | — | — |
| — | — | — | 7.75 | +0.73 | 23.4% | 146 | 22.2% | -0.26 | 1.64 | — | — | — |
| — | — | — | 7.38 | +0.68 | 25.4% | 147 | 21.6% | -0.29 | 1.85 | — | — | — |
| — | — | — | 6.15 | +0.67 | 21.9% | 148 | 23.8% | -0.34 | 2.53 | — | — | — |
| — | — | — | 5.43 | +0.63 | 21.3% | 149 | 23.9% | -0.38 | 2.94 | — | — | — |
| — | — | — | 5.23 | +0.59 | 23.5% | 150 | 20.4% | -0.40 | 2.76 | — | — | — |
| — | — | — | 3.83 | +0.49 | 22.9% | 152.5 | 22.9% | -0.51 | 4.40 | — | — | — |
| — | — | — | 2.71 | +0.39 | 22.4% | 155 | 19.8% | -0.62 | 5.33 | — | — | — |
| — | — | — | 1.87 | +0.30 | 22.2% | 157.5 | 22.0% | -0.70 | 7.40 | — | — | — |
| — | — | — | 1.30 | +0.23 | 22.5% | 160 | 21.8% | -0.78 | 9.28 | — | — | — |
| — | — | — | 0.71 | +0.15 | 21.1% | 162.5 | 22.3% | -0.84 | 11.40 | — | — | — |
| — | — | — | 0.33 | +0.08 | 19.7% | 165 | 22.9% | -0.88 | 13.65 | — | — | — |
| — | — | — | 0.31 | +0.07 | 22.1% | 167.5 | 26.7% | -0.88 | 16.23 | — | — | — |
| — | — | — | 0.23 | +0.05 | 23.1% | 170 | 28.5% | -0.90 | 18.65 | — | — | — |
| — | — | — | 1.12 | +0.14 | 37.4% | 172.5 | 29.5% | -0.92 | 21.03 | — | — | — |
| — | 175 | 25.9% | -0.96 | 23.23 | — | — | — | |||||
| — | 177.5 | 27.0% | -0.97 | 25.70 | — | — | — | |||||
| — | 180 | 21.0% | -1.00 | 28.08 | — | — | — | |||||
| — | 185 | 24.0% | -1.00 | 33.08 | — | — | — | |||||
| — | 190 | 30.2% | -0.99 | 38.10 | — | — | — | |||||
| — | 195 | — | — | 43.00 | — | — | — | |||||
| — | 200 | — | — | 48.03 | — | — | — | |||||
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.