Spot 210.96
· 301 contratti su 6 scadenze
· fonte ibkr + storico
· catturata 06/10 07:14 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 | |
| — | 43.90 | 48.00 | 45.95 | +1.00 | 56.5% | 165 | 56.5% | +0.00 | — | — | 2.15 | — |
| — | 38.90 | 43.00 | 40.95 | +1.00 | 53.8% | 170 | 53.8% | +0.00 | — | — | 2.15 | — |
| — | 34.40 | 37.50 | 35.95 | +1.00 | 51.3% | 175 | 51.3% | +0.00 | — | — | 2.15 | — |
| — | 28.90 | 32.50 | 30.70 | +1.00 | 48.9% | 180 | 48.9% | +0.00 | — | — | 2.15 | — |
| — | 26.30 | 30.40 | 28.35 | +1.00 | 47.8% | 182.5 | — | — | — | — | 2.15 | — |
| — | 24.50 | 27.80 | 26.15 | — | — | 185 | — | — | — | — | 0.60 | — |
| — | 22.00 | 24.70 | 23.35 | — | — | 187.5 | — | — | — | — | 2.15 | — |
| — | 19.50 | 22.20 | 20.85 | — | — | 190 | — | — | — | — | 2.15 | — |
| — | 16.40 | 20.00 | 18.20 | +1.00 | 43.9% | 192.5 | — | — | — | — | 2.15 | — |
| — | 14.10 | 17.30 | 15.70 | — | — | 195 | — | — | — | — | 2.20 | — |
| — | 11.60 | 14.60 | 13.10 | — | — | 197.5 | — | — | — | — | 0.45 | — |
| — | 9.20 | 12.30 | 10.75 | — | — | 200 | — | — | — | — | 0.20 | — |
| — | 7.20 | 9.60 | 8.40 | — | — | 202.5 | — | — | — | — | 0.25 | — |
| — | 5.10 | 6.90 | 6.00 | — | — | 205 | — | — | 0.35 | 0.05 | 0.65 | — |
| — | 2.80 | 4.90 | 3.85 | — | — | 207.5 | — | — | 0.57 | 0.20 | 0.95 | — |
| — | 0.75 | 2.40 | 1.57 | — | — | 210 | — | — | 1.55 | 0.45 | 2.65 | — |
| — | 0.10 | 1.00 | 0.55 | — | — | 212.5 | 37.8% | -0.65 | 2.48 | 1.35 | 3.60 | — |
| — | 0.05 | 0.75 | 0.40 | +0.17 | 37.7% | 215 | 37.7% | -0.83 | 4.35 | 3.40 | 5.30 | — |
| — | 0.05 | 0.15 | 0.10 | +0.06 | 37.8% | 217.5 | 37.8% | -0.94 | 6.70 | 5.40 | 8.00 | — |
| — | — | 0.35 | — | +0.02 | 38.0% | 220 | 38.0% | -0.99 | 9.50 | 8.10 | 10.90 | — |
| — | — | 0.45 | — | +0.00 | 38.1% | 222.5 | 38.1% | -1.00 | 11.90 | 10.30 | 13.50 | — |
| — | — | 0.15 | — | +0.00 | 38.2% | 225 | 38.2% | -1.00 | 14.35 | 12.80 | 15.90 | — |
| — | — | 2.15 | — | +0.00 | 38.4% | 227.5 | 38.4% | -1.00 | 16.60 | 14.70 | 18.50 | — |
| — | — | 2.15 | — | +0.00 | 38.6% | 230 | 38.6% | -1.00 | 19.15 | 17.20 | 21.10 | — |
| — | — | 2.15 | — | +0.00 | 38.8% | 232.5 | 38.8% | -1.00 | 21.60 | 19.70 | 23.50 | — |
| — | — | 2.15 | — | +0.00 | 39.1% | 235 | 39.1% | -1.00 | 24.10 | 22.20 | 26.00 | — |
| — | — | 2.15 | — | +0.00 | 39.5% | 237.5 | — | — | 26.60 | 24.70 | 28.50 | — |
| — | — | 2.15 | — | — | — | 240 | — | — | 29.10 | 27.20 | 31.00 | — |
| — | — | 2.15 | — | — | — | 242.5 | — | — | 31.60 | 29.70 | 33.50 | — |
| — | — | 2.15 | — | +0.00 | 40.8% | 245 | — | — | 34.45 | 32.80 | 36.10 | — |
| — | — | 2.15 | — | — | — | 250 | — | — | 39.15 | 37.20 | 41.10 | — |
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.