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 | |
| — | 92.21 | 94.21 | 93.21 | — | — | 645 | — | — | 12.82 | 12.60 | 13.05 | — |
| — | 88.20 | 90.13 | 89.17 | — | — | 650 | — | — | 13.68 | 13.50 | 13.85 | — |
| — | 84.90 | 86.11 | 85.50 | — | — | 655 | — | — | 14.59 | 14.31 | 14.87 | — |
| — | 80.72 | 82.01 | 81.36 | — | — | 660 | — | — | 15.55 | 15.32 | 15.78 | — |
| — | 77.02 | 77.98 | 77.50 | — | — | 665 | — | — | 16.60 | 16.34 | 16.86 | — |
| — | 72.36 | 74.22 | 73.29 | — | — | 670 | — | — | 17.79 | 17.46 | 18.11 | — |
| — | 69.40 | 70.35 | 69.88 | — | — | 675 | — | — | 18.95 | 18.62 | 19.29 | — |
| — | 65.55 | 66.62 | 66.08 | — | — | 680 | — | — | 20.16 | 19.88 | 20.43 | — |
| — | 61.79 | 63.12 | 62.45 | — | — | 685 | — | — | 21.57 | 21.22 | 21.91 | — |
| — | 58.54 | 59.48 | 59.01 | — | — | 690 | — | — | 22.96 | 22.65 | 23.28 | — |
| — | 55.10 | 56.03 | 55.56 | — | — | 695 | — | — | 24.59 | 24.17 | 25.00 | — |
| — | 51.58 | 52.66 | 52.12 | — | — | 700 | — | — | 26.16 | 25.80 | 26.52 | — |
| — | 48.55 | 49.40 | 48.98 | — | — | 705 | — | — | 27.88 | 27.52 | 28.23 | — |
| — | 45.18 | 46.50 | 45.84 | — | — | 710 | — | — | 29.69 | 29.35 | 30.03 | — |
| — | 42.32 | 43.18 | 42.84 | +0.57 | 20.8% | 715 | 20.8% | -0.43 | 31.64 | 31.30 | 32.01 | — |
| — | 39.43 | 40.25 | 39.84 | — | — | 720 | — | — | 33.78 | 33.38 | 34.19 | — |
| — | 36.57 | 37.44 | 37.01 | — | — | 725 | — | — | 35.92 | 35.56 | 36.29 | — |
| — | 34.09 | 34.74 | 34.41 | — | — | 730 | — | — | 38.30 | 37.91 | 38.70 | — |
| — | 31.27 | 32.13 | 31.70 | — | — | 735 | — | — | 40.71 | 40.34 | 41.08 | — |
| — | 29.04 | 29.71 | 29.38 | — | — | 740 | — | — | 43.37 | 42.94 | 43.80 | — |
| — | 26.49 | 27.37 | 26.93 | — | — | 745 | — | — | 46.16 | 45.67 | 46.64 | — |
| — | 24.59 | 25.09 | 24.84 | — | — | 750 | — | — | 48.99 | 48.52 | 49.47 | — |
| — | 22.20 | 23.05 | 22.62 | — | — | 755 | — | — | 51.65 | 50.74 | 52.56 | — |
| — | 20.45 | 21.12 | 20.79 | — | — | 760 | — | — | 55.15 | 54.63 | 55.67 | — |
| — | 18.62 | 19.27 | 18.95 | — | — | 765 | — | — | 58.38 | 57.74 | 59.01 | — |
| — | 17.00 | 17.57 | 17.29 | — | — | 770 | — | — | 62.38 | 60.76 | 64.00 | — |
| — | 15.34 | 15.89 | 15.62 | — | — | 775 | — | — | 65.29 | 64.40 | 66.18 | — |
| — | 13.95 | 14.45 | 14.20 | — | — | 780 | — | — | 69.24 | 68.60 | 69.88 | — |
| — | 12.56 | 13.02 | 12.79 | — | — | 785 | — | — | 73.14 | 72.50 | 73.78 | — |
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.