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 | |
| — | — | — | 46.20 | +0.99 | 50.4% | 165 | — | |||||
| — | — | — | 41.10 | — | — | 170 | — | |||||
| — | — | — | 36.20 | +0.99 | 39.6% | 175 | 68.7% | -0.08 | 1.10 | — | — | — |
| — | — | — | 31.35 | +0.97 | 42.2% | 180 | 52.3% | -0.06 | 0.60 | — | — | — |
| — | — | — | 28.90 | +0.96 | 40.7% | 182.5 | 56.7% | -0.09 | 1.10 | — | — | — |
| — | — | — | 26.20 | +0.99 | 29.1% | 185 | 53.4% | -0.10 | 1.15 | — | — | — |
| — | — | — | 24.15 | +0.93 | 39.8% | 187.5 | 42.4% | -0.08 | 0.65 | — | — | — |
| — | — | — | 21.80 | +0.92 | 38.7% | 190 | 42.3% | -0.10 | 0.90 | — | — | — |
| — | — | — | 19.55 | +0.89 | 38.4% | 192.5 | 44.6% | -0.14 | 1.45 | — | — | — |
| — | — | — | 17.10 | +0.88 | 35.0% | 195 | 40.3% | -0.16 | 1.45 | — | — | — |
| — | — | — | 14.95 | +0.84 | 34.6% | 197.5 | 38.2% | -0.18 | 1.70 | — | — | — |
| — | — | — | 12.50 | +0.82 | 30.7% | 200 | 31.6% | -0.19 | 1.45 | — | — | — |
| — | — | — | 10.60 | +0.76 | 30.9% | 202.5 | 34.2% | -0.26 | 2.40 | — | — | — |
| — | — | — | 8.55 | +0.70 | 28.9% | 205 | 30.6% | -0.31 | 2.65 | — | — | — |
| — | — | — | 6.80 | +0.63 | 28.1% | 207.5 | 30.9% | -0.38 | 3.60 | — | — | — |
| — | — | — | 5.45 | +0.55 | 28.5% | 210 | 28.5% | -0.45 | 4.30 | — | — | — |
| — | — | — | 4.15 | +0.47 | 28.0% | 212.5 | 30.3% | -0.53 | 5.90 | — | — | — |
| — | — | — | 3.05 | +0.38 | 27.4% | 215 | 32.0% | -0.60 | 7.65 | — | — | — |
| — | — | — | 2.30 | +0.31 | 27.8% | 217.5 | 29.8% | -0.68 | 8.95 | — | — | — |
| — | — | — | 1.80 | +0.25 | 28.9% | 220 | 27.4% | -0.76 | 10.45 | — | — | — |
| — | — | — | 1.35 | +0.20 | 29.4% | 222.5 | 29.0% | -0.81 | 12.65 | — | — | — |
| — | — | — | 0.85 | +0.14 | 28.3% | 225 | 28.3% | -0.86 | 14.70 | — | — | — |
| — | — | — | 1.40 | +0.17 | 37.1% | 227.5 | 34.3% | -0.85 | 17.45 | — | — | — |
| — | — | — | 0.55 | +0.09 | 31.0% | 230 | 32.3% | -0.90 | 19.50 | — | — | — |
| — | — | — | 1.25 | +0.14 | 42.4% | 232.5 | 32.2% | -0.93 | 21.80 | — | — | — |
| — | — | — | 1.20 | +0.13 | 45.0% | 235 | 32.0% | -0.95 | 24.15 | — | — | — |
| — | — | — | 0.70 | +0.09 | 41.6% | 237.5 | 35.6% | -0.94 | 26.70 | — | — | — |
| — | — | — | 0.15 | +0.03 | 32.6% | 240 | 41.0% | -0.93 | 29.35 | — | — | — |
| — | 245 | 48.7% | -0.93 | 34.50 | — | — | — | |||||
| — | 250 | 53.7% | -0.93 | 39.50 | — | — | — | |||||
| — | 255 | 51.8% | -0.96 | 44.20 | — | — | — | |||||
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.