Spot 801.82
· 346 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 24/09 08:12 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 | |
| — | 130.90 | 139.80 | 135.35 | — | — | 670 | — | — | — | — | 7.70 | — |
| — | 121.10 | 130.00 | 125.55 | — | — | 680 | — | — | — | — | 7.60 | — |
| — | 111.50 | 120.40 | 115.95 | — | — | 690 | — | — | — | — | 7.90 | — |
| — | 102.00 | 110.80 | 106.40 | — | — | 700 | — | — | — | — | 8.10 | — |
| — | 92.50 | 101.40 | 96.95 | — | — | 710 | — | — | — | — | 8.30 | — |
| — | 83.00 | 92.60 | 87.80 | — | — | 720 | — | — | — | — | 8.50 | — |
| — | 75.00 | 83.70 | 79.35 | — | — | 730 | — | — | — | — | 9.30 | — |
| — | 66.00 | 75.40 | 70.70 | — | — | 740 | — | — | 5.50 | 1.00 | 10.00 | — |
| — | 58.30 | 67.20 | 62.75 | — | — | 750 | — | — | 7.70 | 3.10 | 12.30 | — |
| — | 51.00 | 59.60 | 55.30 | — | — | 760 | — | — | 10.40 | 6.00 | 14.80 | — |
| — | 43.40 | 52.60 | 48.00 | — | — | 770 | — | — | 12.90 | 8.10 | 17.70 | — |
| — | 36.40 | 45.70 | 41.05 | — | — | 780 | — | — | 16.55 | 12.00 | 21.10 | — |
| — | 30.30 | 39.70 | 35.00 | — | — | 790 | — | — | 19.85 | 15.60 | 24.10 | — |
| — | 25.00 | 33.00 | 29.00 | +0.54 | 29.2% | 800 | 29.2% | -0.46 | 24.60 | 20.20 | 29.00 | — |
| — | 20.30 | 28.60 | 24.45 | — | — | 810 | — | — | 29.15 | 25.00 | 33.30 | — |
| — | 15.30 | 24.10 | 19.70 | — | — | 820 | — | — | 34.60 | 30.60 | 38.60 | — |
| — | 12.00 | 20.20 | 16.10 | — | — | 830 | — | — | 41.00 | 37.00 | 45.00 | — |
| — | 8.20 | 16.90 | 12.55 | — | — | 840 | — | — | 48.20 | 44.00 | 52.40 | — |
| — | 6.00 | 14.20 | 10.10 | — | — | 850 | — | — | 55.25 | 51.00 | 59.50 | — |
| — | 3.00 | 12.30 | 7.65 | — | — | 860 | — | — | 63.35 | 59.00 | 67.70 | — |
| — | 1.60 | 10.00 | 5.80 | — | — | 870 | — | — | 71.45 | 67.00 | 75.90 | — |
| — | — | 9.20 | — | — | — | 880 | — | — | 80.40 | 76.00 | 84.80 | — |
| — | — | 8.90 | — | — | — | 890 | — | — | 89.55 | 85.10 | 94.00 | — |
| — | — | 8.20 | — | — | — | 900 | — | — | 99.00 | 94.60 | 103.40 | — |
| — | — | 7.70 | — | — | — | 930 | — | — | 128.15 | 123.70 | 132.60 | — |
| — | — | 7.60 | — | — | — | 940 | — | — | 138.15 | 133.70 | 142.60 | — |
| — | — | 7.30 | — | — | — | 950 | — | — | 148.15 | 143.70 | 152.60 | — |
| — | — | 7.00 | — | — | — | 960 | — | — | 158.15 | 153.70 | 162.60 | — |
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.