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 | |
| — | — | — | 46.55 | +0.95 | 54.2% | 165 | 61.6% | -0.07 | 1.15 | — | — | — |
| — | — | — | 41.60 | +0.95 | 49.5% | 170 | 56.3% | -0.08 | 1.20 | — | — | — |
| — | — | — | 36.75 | +0.93 | 46.2% | 175 | 51.4% | -0.09 | 1.30 | — | — | — |
| — | — | — | 32.10 | +0.91 | 44.5% | 180 | 46.5% | -0.10 | 1.40 | — | — | — |
| — | — | — | 27.15 | +0.89 | 39.1% | 185 | 41.7% | -0.12 | 1.55 | — | — | — |
| — | — | — | 22.50 | +0.86 | 36.0% | 190 | 32.4% | -0.12 | 1.15 | — | — | — |
| — | — | — | 18.20 | +0.81 | 34.2% | 195 | 33.0% | -0.19 | 2.10 | — | — | — |
| — | — | — | 13.90 | +0.74 | 31.1% | 200 | 31.3% | -0.26 | 3.05 | — | — | — |
| — | — | — | 10.15 | +0.65 | 29.1% | 205 | 26.6% | -0.34 | 3.70 | — | — | — |
| — | — | — | 7.00 | +0.54 | 27.6% | 210 | 27.6% | -0.46 | 6.10 | — | — | — |
| — | — | — | 4.90 | +0.42 | 28.2% | 215 | 27.1% | -0.58 | 8.75 | — | — | — |
| — | — | — | 2.95 | +0.30 | 26.9% | 220 | 25.7% | -0.71 | 11.80 | — | — | — |
| — | — | — | 1.95 | +0.22 | 27.7% | 225 | 23.8% | -0.82 | 15.40 | — | — | — |
| — | — | — | 1.60 | +0.17 | 30.8% | 230 | 23.0% | -0.90 | 19.70 | — | — | — |
| — | — | — | 1.40 | +0.14 | 34.1% | 235 | 23.2% | -0.95 | 24.40 | — | — | — |
| — | — | — | 0.35 | +0.05 | 27.6% | 240 | — | — | 29.00 | — | — | — |
| — | — | — | 1.20 | +0.11 | 41.0% | 245 | — | — | 34.05 | — | — | — |
| — | — | — | 0.55 | +0.06 | 37.5% | 250 | — | — | 39.00 | — | — | — |
| — | 255 | — | — | 44.05 | — | — | — | |||||
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.