Spot 716.43
· 866 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 06/09 15:52 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 | |
| — | 83.74 | 84.99 | 84.36 | — | — | 645 | — | — | 7.45 | 7.38 | 7.51 | — |
| — | 79.41 | 80.66 | 80.03 | — | — | 650 | — | — | 8.07 | 8.00 | 8.14 | — |
| — | 75.14 | 76.38 | 75.76 | — | — | 655 | — | — | 8.76 | 8.70 | 8.81 | — |
| — | 70.94 | 72.21 | 71.58 | — | — | 660 | — | — | 9.52 | 9.44 | 9.59 | — |
| — | 65.27 | 68.02 | 66.64 | — | — | 665 | — | — | 10.36 | 10.26 | 10.45 | — |
| — | 62.75 | 63.89 | 63.32 | — | — | 670 | — | — | 11.26 | 11.16 | 11.35 | — |
| — | 58.76 | 59.91 | 59.34 | — | — | 675 | — | — | 12.23 | 12.14 | 12.33 | — |
| — | 54.80 | 55.87 | 55.34 | — | — | 680 | — | — | 13.31 | 13.21 | 13.41 | — |
| — | 51.03 | 52.03 | 51.53 | — | — | 685 | — | — | 14.48 | 14.38 | 14.58 | — |
| — | 47.26 | 48.39 | 47.83 | — | — | 690 | — | — | 15.70 | 15.65 | 15.75 | — |
| — | 43.76 | 44.70 | 44.23 | — | — | 695 | — | — | 17.14 | 17.04 | 17.24 | — |
| — | 40.28 | 41.10 | 40.69 | — | — | 700 | — | — | 18.64 | 18.54 | 18.75 | — |
| — | 36.83 | 37.74 | 37.28 | — | — | 705 | — | — | 20.28 | 20.17 | 20.39 | — |
| — | 33.92 | 34.22 | 34.07 | — | — | 710 | — | — | 22.07 | 21.96 | 22.18 | — |
| — | 30.84 | 31.12 | 31.03 | +0.56 | 19.9% | 715 | 19.9% | -0.44 | 23.88 | 23.96 | 24.11 | — |
| — | 27.91 | 28.18 | 28.05 | — | — | 720 | — | — | 26.08 | 25.96 | 26.20 | — |
| — | 25.13 | 25.43 | 25.28 | — | — | 725 | — | — | 28.34 | 28.21 | 28.47 | — |
| — | 22.52 | 22.82 | 22.67 | — | — | 730 | — | — | 30.75 | 30.56 | 30.95 | — |
| — | 20.10 | 20.37 | 20.23 | — | — | 735 | — | — | 33.39 | 33.19 | 33.59 | — |
| — | 17.83 | 18.11 | 17.97 | — | — | 740 | — | — | 36.33 | 35.97 | 36.68 | — |
| — | 15.75 | 16.02 | 15.88 | — | — | 745 | — | — | 39.56 | 38.99 | 40.14 | — |
| — | 13.86 | 14.07 | 13.96 | — | — | 750 | — | — | 42.48 | 42.07 | 42.89 | — |
| — | 12.14 | 12.38 | 12.26 | — | — | 755 | — | — | 45.34 | 44.04 | 46.63 | — |
| — | 10.59 | 10.76 | 10.68 | — | — | 760 | — | — | 48.95 | 47.65 | 50.25 | — |
| — | 9.16 | 9.40 | 9.28 | — | — | 765 | — | — | 52.73 | 51.43 | 54.04 | — |
| — | 7.94 | 8.10 | 8.02 | — | — | 770 | — | — | 56.73 | 55.39 | 58.06 | — |
| — | 6.83 | 7.03 | 6.93 | — | — | 775 | — | — | 60.80 | 59.50 | 62.11 | — |
| — | 5.90 | 6.02 | 5.96 | — | — | 780 | — | — | 65.08 | 63.77 | 66.38 | — |
| — | 5.03 | 5.17 | 5.10 | — | — | 785 | — | — | 69.49 | 68.18 | 70.80 | — |
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.