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 | |
| — | 127.70 | 136.60 | 132.15 | — | — | 670 | — | — | — | — | 6.80 | — |
| — | 118.90 | 125.60 | 122.25 | — | — | 680 | — | — | — | — | 6.80 | — |
| — | 109.10 | 115.80 | 112.45 | — | — | 690 | — | — | — | — | 6.80 | — |
| — | 98.70 | 105.70 | 102.20 | — | — | 700 | — | — | — | — | 6.80 | — |
| — | 94.00 | 100.70 | 97.35 | — | — | 705 | — | — | — | — | 6.80 | — |
| — | 87.80 | 96.70 | 92.25 | — | — | 710 | — | — | — | — | 6.80 | — |
| — | 82.90 | 91.80 | 87.35 | — | — | 715 | — | — | — | — | 6.90 | — |
| — | 77.90 | 86.80 | 82.35 | — | — | 720 | — | — | — | — | 6.90 | — |
| — | 72.90 | 81.70 | 77.30 | — | — | 725 | — | — | — | — | 6.90 | — |
| — | 68.00 | 76.90 | 72.45 | — | — | 730 | — | — | — | — | 6.90 | — |
| — | 63.90 | 70.90 | 67.40 | — | — | 735 | — | — | — | — | 7.10 | — |
| — | 58.10 | 66.80 | 62.45 | — | — | 740 | — | — | — | — | 5.70 | — |
| — | 54.10 | 61.00 | 57.55 | — | — | 745 | — | — | — | — | 6.00 | — |
| — | 49.10 | 56.10 | 52.60 | — | — | 750 | — | — | — | — | 1.45 | — |
| — | 43.90 | 51.20 | 47.55 | — | — | 755 | — | — | — | — | 7.10 | — |
| — | 39.50 | 46.30 | 42.90 | — | — | 760 | — | — | — | — | 7.10 | — |
| — | 34.60 | 41.50 | 38.05 | — | — | 765 | — | — | — | — | 7.20 | — |
| — | 30.00 | 36.70 | 33.35 | — | — | 770 | — | — | — | — | 6.90 | — |
| — | 23.90 | 32.50 | 28.20 | — | — | 775 | — | — | — | — | 3.00 | — |
| — | 20.90 | 28.00 | 24.45 | — | — | 780 | — | — | — | — | 4.90 | — |
| — | 16.50 | 23.70 | 20.10 | — | — | 785 | — | — | — | — | 5.90 | — |
| — | 12.30 | 19.10 | 15.70 | — | — | 790 | — | — | — | — | 7.90 | — |
| — | 10.40 | 17.20 | 13.80 | — | — | 792.5 | — | — | 4.80 | 0.90 | 8.70 | — |
| — | 8.20 | 15.90 | 12.05 | — | — | 795 | — | — | 4.60 | 0.20 | 9.00 | — |
| — | 6.40 | 13.40 | 9.90 | — | — | 797.5 | — | — | 5.40 | 1.30 | 9.50 | — |
| — | 4.80 | 12.70 | 8.75 | — | — | 800 | — | — | 6.60 | 2.80 | 10.40 | — |
| — | 3.10 | 10.60 | 6.85 | — | — | 802.5 | — | — | 7.20 | 3.00 | 11.40 | — |
| — | 2.00 | 8.70 | 5.35 | — | — | 805 | — | — | 8.80 | 5.00 | 12.60 | — |
| — | 1.00 | 5.70 | 3.35 | — | — | 807.5 | — | — | 10.00 | 6.00 | 14.00 | — |
| — | 0.50 | 9.00 | 4.75 | — | — | 810 | — | — | 12.05 | 8.40 | 15.70 | — |
| — | 0.80 | 8.60 | 4.70 | — | — | 812.5 | — | — | 14.30 | 10.60 | 18.00 | — |
| — | 0.25 | 8.40 | 4.33 | — | — | 815 | — | — | 15.65 | 12.30 | 19.00 | — |
| — | — | 8.10 | — | — | — | 817.5 | — | — | 17.70 | 14.30 | 21.10 | — |
| — | — | 6.30 | — | — | — | 820 | — | — | 19.60 | 16.00 | 23.20 | — |
| — | — | 7.00 | — | — | — | 825 | — | — | 24.10 | 20.50 | 27.70 | — |
| — | — | 7.60 | — | — | — | 830 | — | — | 28.95 | 25.60 | 32.30 | — |
| — | — | 6.00 | — | — | — | 835 | — | — | 34.05 | 30.30 | 37.80 | — |
| — | — | 7.40 | — | — | — | 840 | — | — | 38.95 | 35.20 | 42.70 | — |
| — | — | 5.00 | — | — | — | 845 | — | — | 43.55 | 40.00 | 47.10 | — |
| — | — | 7.20 | — | — | — | 850 | — | — | 48.65 | 44.90 | 52.40 | — |
| — | — | 7.20 | — | — | — | 855 | — | — | 53.80 | 49.90 | 57.70 | — |
| — | — | 7.10 | — | — | — | 860 | — | — | 58.25 | 53.80 | 62.70 | — |
| — | — | 6.90 | — | — | — | 865 | — | — | 63.15 | 58.70 | 67.60 | — |
| — | — | 6.90 | — | — | — | 870 | — | — | 68.15 | 63.70 | 72.60 | — |
| — | — | 6.80 | — | — | — | 875 | — | — | 73.15 | 68.70 | 77.60 | — |
| — | — | 6.80 | — | — | — | 880 | — | — | 78.15 | 73.70 | 82.60 | — |
| — | — | 6.80 | — | — | — | 885 | — | — | 83.15 | 78.70 | 87.60 | — |
| — | — | 6.80 | — | — | — | 890 | — | — | 88.15 | 83.70 | 92.60 | — |
| — | — | 6.80 | — | — | — | 895 | — | — | 93.30 | 89.00 | 97.60 | — |
| — | — | 6.80 | — | — | — | 900 | — | — | 98.20 | 93.80 | 102.60 | — |
| — | — | 6.80 | — | — | — | 905 | — | — | 103.15 | 98.70 | 107.60 | — |
| — | — | 6.80 | — | — | — | 930 | — | — | 128.15 | 123.70 | 132.60 | — |
| — | — | 6.80 | — | — | — | 940 | — | — | 138.15 | 133.70 | 142.60 | — |
| — | — | 6.80 | — | — | — | 950 | — | — | 148.30 | 144.00 | 152.60 | — |
| — | — | 5.60 | — | — | — | 960 | — | — | 158.30 | 154.00 | 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.