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 | |
| — | — | — | — | — | — | 160 | — | — | — | — | — | — |
| — | — | — | — | — | — | 165 | — | — | — | — | — | — |
| — | — | — | — | — | — | 170 | — | — | — | — | — | — |
| — | — | — | — | — | — | 175 | — | — | — | — | — | — |
| — | — | — | — | — | — | 180 | — | — | — | — | — | — |
| — | — | — | 29.55 | +0.87 | 28.7% | 185 | 28.5% | -0.13 | 1.95 | — | — | — |
| — | — | — | 25.25 | +0.83 | 27.7% | 190 | 29.1% | -0.18 | 3.05 | — | — | — |
| — | — | — | 21.05 | +0.78 | 26.4% | 195 | 27.4% | -0.23 | 3.80 | — | — | — |
| — | — | — | 17.80 | +0.71 | 27.2% | 200 | 26.9% | -0.29 | 5.15 | — | — | — |
| — | — | — | 14.45 | +0.64 | 26.6% | 205 | 26.6% | -0.36 | 6.90 | — | — | — |
| — | — | — | 11.55 | +0.56 | 26.3% | 210 | 26.3% | -0.44 | 9.00 | — | — | — |
| — | 9.10 | 10.00 | 9.55 | +0.49 | 25.9% | 215 | 25.9% | -0.52 | 11.70 | 11.00 | 12.40 | — |
| — | 6.40 | 7.50 | 6.95 | +0.41 | 25.5% | 220 | 25.5% | -0.61 | 14.45 | 13.10 | 15.80 | — |
| — | 3.90 | 6.60 | 5.25 | +0.34 | 25.3% | 225 | 25.3% | -0.68 | 17.90 | 16.30 | 19.50 | — |
| — | 3.10 | 4.30 | 3.70 | +0.27 | 25.1% | 230 | 25.1% | -0.76 | 21.70 | 20.10 | 23.30 | — |
| — | 2.20 | 3.60 | 2.90 | +0.21 | 25.0% | 235 | 25.0% | -0.82 | 25.30 | 24.00 | 26.60 | — |
| — | 1.45 | 2.40 | 1.93 | +0.16 | 24.9% | 240 | 24.9% | -0.88 | 29.75 | 28.20 | 31.30 | — |
| — | 0.05 | 2.70 | 1.38 | +0.12 | 25.0% | 245 | 25.0% | -0.93 | 34.65 | 33.00 | 36.30 | — |
| — | 0.20 | 1.00 | 0.60 | +0.09 | 25.1% | 250 | 25.1% | -0.97 | 39.00 | 37.20 | 40.80 | — |
| — | 0.05 | 1.40 | 0.72 | +0.07 | 25.3% | 255 | 25.3% | -1.00 | 44.25 | 42.20 | 46.30 | — |
| — | 0.05 | 1.25 | 0.65 | +0.05 | 25.5% | 260 | 25.5% | -1.00 | 49.10 | 47.10 | 51.10 | — |
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.