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 | |
| — | 56.20 | 60.20 | 58.20 | +0.96 | 37.9% | 155 | 37.9% | -0.09 | 2.20 | 0.90 | 3.50 | — |
| — | 51.70 | 55.40 | 53.55 | +0.95 | 36.3% | 160 | 36.3% | -0.11 | 2.35 | 0.40 | 4.30 | — |
| — | 47.00 | 50.70 | 48.85 | +0.94 | 34.8% | 165 | 34.8% | -0.13 | 2.80 | 1.50 | 4.10 | — |
| — | 42.30 | 46.00 | 44.15 | +0.92 | 33.5% | 170 | 33.5% | -0.15 | 3.30 | 1.90 | 4.70 | — |
| — | 37.90 | 41.20 | 39.55 | +0.90 | 32.2% | 175 | 32.2% | -0.18 | 3.38 | 1.85 | 4.90 | — |
| — | 33.30 | 37.00 | 35.15 | +0.87 | 31.1% | 180 | 31.1% | -0.21 | 4.58 | 2.75 | 6.40 | — |
| — | 29.00 | 32.80 | 30.90 | +0.84 | 30.0% | 185 | 30.0% | -0.25 | 5.75 | 3.90 | 7.60 | — |
| — | 25.00 | 28.50 | 26.75 | +0.79 | 29.1% | 190 | 29.1% | -0.30 | 7.35 | 5.60 | 9.10 | — |
| — | 21.10 | 24.80 | 22.95 | +0.75 | 28.3% | 195 | 28.3% | -0.35 | 9.25 | 7.30 | 11.20 | — |
| — | 17.60 | 21.30 | 19.45 | +0.69 | 27.6% | 200 | 27.6% | -0.40 | 11.20 | 9.40 | 13.00 | — |
| — | 11.40 | 15.50 | 13.45 | +0.56 | 26.5% | 210 | 26.5% | -0.52 | 16.05 | 14.10 | 18.00 | — |
| — | 6.70 | 10.50 | 8.60 | +0.42 | 25.7% | 220 | 25.7% | -0.64 | 22.05 | 20.10 | 24.00 | — |
| — | 4.90 | 7.00 | 5.95 | +0.30 | 25.2% | 230 | 25.2% | -0.75 | 29.35 | 27.70 | 31.00 | — |
| — | 3.10 | 4.00 | 3.55 | +0.20 | 25.0% | 240 | 25.0% | -0.84 | 37.50 | 36.00 | 39.00 | — |
| — | 0.75 | 3.80 | 2.27 | +0.13 | 25.1% | 250 | 25.1% | -0.89 | 46.40 | 44.80 | 48.00 | — |
| — | 0.10 | 3.50 | 1.80 | +0.09 | 25.4% | 260 | 25.4% | -0.93 | 55.80 | 54.10 | 57.50 | — |
| — | — | 2.75 | — | +0.06 | 25.8% | 270 | 25.8% | -0.96 | 65.25 | 63.50 | 67.00 | — |
| — | — | 2.50 | — | +0.04 | 26.4% | 280 | 26.4% | -0.97 | 74.80 | 73.10 | 76.50 | — |
| — | — | 2.35 | — | +0.03 | 27.2% | 290 | 27.2% | -0.98 | 84.50 | 83.00 | 86.00 | — |
| — | — | 2.30 | — | +0.02 | 28.0% | 300 | 28.0% | -0.99 | 94.35 | 92.70 | 96.00 | 4 |
| 1 | — | 2.20 | — | +0.01 | 28.9% | 310 | 28.9% | -0.99 | 104.25 | 102.50 | 106.00 | 0 |
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.