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 | |
| — | 44.60 | 47.40 | 46.00 | +0.98 | 83.2% | 165 | — | — | — | — | 2.15 | — |
| — | 39.00 | 43.00 | 41.00 | +0.98 | 74.4% | 170 | — | — | — | — | 2.15 | — |
| — | 34.50 | 38.10 | 36.30 | +0.95 | 78.0% | 175 | — | — | — | — | 2.20 | — |
| — | 29.50 | 33.10 | 31.30 | +0.95 | 68.3% | 180 | — | — | — | — | 2.25 | — |
| — | 26.60 | 30.60 | 28.60 | +0.96 | 57.1% | 182.5 | — | — | — | — | 2.25 | — |
| — | 24.30 | 27.30 | 25.80 | — | — | 185 | 35.0% | -0.00 | — | — | 1.15 | — |
| — | 21.80 | 24.70 | 23.25 | — | — | 187.5 | 58.5% | -0.08 | 0.70 | — | 2.25 | — |
| — | 19.30 | 22.30 | 20.80 | — | — | 190 | 42.2% | -0.05 | 0.25 | 0.05 | 0.40 | — |
| — | 16.90 | 19.90 | 18.40 | +0.97 | 32.0% | 192.5 | 45.4% | -0.08 | 0.55 | 0.05 | 1.00 | — |
| — | 14.80 | 17.60 | 16.20 | +0.92 | 37.3% | 195 | 34.9% | -0.06 | 0.30 | 0.05 | 0.50 | — |
| — | 12.50 | 14.90 | 13.70 | +0.92 | 32.6% | 197.5 | 30.2% | -0.07 | 1.23 | 0.05 | 2.40 | — |
| — | 10.50 | 12.60 | 11.55 | +0.86 | 33.4% | 200 | 29.5% | -0.11 | 0.50 | 0.05 | 0.90 | — |
| — | 7.40 | 10.10 | 8.75 | +0.88 | 23.6% | 202.5 | 31.0% | -0.18 | 1.00 | 0.35 | 1.60 | — |
| — | 6.10 | 8.10 | 7.10 | +0.76 | 28.1% | 205 | 28.0% | -0.24 | 1.05 | 0.70 | 1.40 | — |
| — | 4.10 | 6.00 | 5.05 | +0.67 | 27.4% | 207.5 | 27.4% | -0.33 | 1.62 | 1.30 | 1.95 | — |
| — | 2.55 | 4.40 | 3.48 | +0.56 | 26.9% | 210 | 26.9% | -0.44 | 2.67 | 2.05 | 3.30 | — |
| — | 1.30 | 3.10 | 2.20 | +0.44 | 26.6% | 212.5 | 26.6% | -0.56 | 3.90 | 3.10 | 4.70 | — |
| — | 1.35 | 1.75 | 1.55 | +0.33 | 26.4% | 215 | 26.4% | -0.68 | 5.55 | 4.70 | 6.40 | — |
| — | 0.40 | 1.25 | 0.82 | +0.23 | 26.4% | 217.5 | 26.4% | -0.78 | 7.35 | 6.30 | 8.40 | — |
| — | 0.15 | 0.70 | 0.42 | +0.15 | 26.5% | 220 | 26.5% | -0.86 | 9.45 | 8.40 | 10.50 | — |
| — | 0.05 | 0.95 | 0.50 | +0.11 | 29.6% | 222.5 | 22.2% | -0.95 | 11.85 | 10.80 | 12.90 | — |
| — | 0.05 | 0.35 | 0.20 | +0.06 | 27.0% | 225 | 27.0% | -0.95 | — | — | — | — |
| — | — | — | 1.10 | +0.15 | 47.6% | 227.5 | 24.4% | -0.98 | 16.75 | — | — | — |
| — | — | — | 1.05 | +0.13 | 51.4% | 230 | — | — | 19.10 | — | — | — |
| — | — | — | — | — | — | 232.5 | — | — | 21.60 | — | — | — |
| — | — | — | — | — | — | 235 | 42.9% | -0.95 | 24.45 | — | — | — |
| — | — | — | — | — | — | 237.5 | — | — | 26.65 | — | — | — |
| — | — | — | — | — | — | 240 | 51.1% | -0.95 | 29.50 | — | — | — |
| — | — | — | — | — | — | 245 | — | — | 34.05 | — | — | — |
| — | — | — | — | — | — | 250 | — | — | 39.10 | — | — | — |
| — | 255 | 67.4% | -0.97 | 44.45 | — | — | — | |||||
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.