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 | |
| — | 128.40 | 136.30 | 132.35 | — | — | 670 | — | — | — | — | 4.40 | — |
| — | 119.20 | 126.40 | 122.80 | — | — | 680 | — | — | — | — | 6.90 | — |
| — | 108.60 | 117.50 | 113.05 | — | — | 690 | — | — | — | — | 6.90 | — |
| — | 103.60 | 112.50 | 108.05 | — | — | 695 | — | — | — | — | 6.90 | — |
| — | 98.70 | 107.00 | 102.85 | — | — | 700 | — | — | — | — | 7.20 | — |
| — | 93.80 | 102.20 | 98.00 | — | — | 705 | — | — | — | — | 7.20 | — |
| — | 88.80 | 97.70 | 93.25 | — | — | 710 | — | — | — | — | 7.40 | — |
| — | 84.00 | 92.70 | 88.35 | — | — | 715 | — | — | — | — | 7.50 | — |
| — | 79.10 | 87.90 | 83.50 | — | — | 720 | — | — | — | — | 7.50 | — |
| — | 74.20 | 82.60 | 78.40 | — | — | 725 | — | — | — | — | 7.70 | — |
| — | 69.40 | 77.50 | 73.45 | — | — | 730 | — | — | — | — | 7.50 | — |
| — | 64.60 | 72.80 | 68.70 | — | — | 735 | — | — | — | — | 7.90 | — |
| — | 59.80 | 68.00 | 63.90 | — | — | 740 | — | — | — | — | 3.80 | — |
| — | 55.10 | 63.80 | 59.45 | — | — | 745 | — | — | — | — | 8.00 | — |
| — | 50.50 | 59.00 | 54.75 | — | — | 750 | — | — | 4.35 | 0.40 | 8.30 | — |
| — | 45.30 | 54.00 | 49.65 | — | — | 755 | — | — | — | — | 8.30 | — |
| — | 40.80 | 50.00 | 45.40 | — | — | 760 | — | — | — | — | 8.40 | — |
| — | 36.40 | 45.00 | 40.70 | — | — | 765 | — | — | — | — | 9.00 | — |
| — | 32.70 | 41.00 | 36.85 | — | — | 770 | — | — | 3.52 | 0.15 | 6.90 | — |
| — | 29.70 | 37.00 | 33.35 | — | — | 775 | — | — | 4.88 | 1.25 | 8.50 | — |
| — | 25.70 | 32.70 | 29.20 | — | — | 780 | — | — | 5.75 | 2.10 | 9.40 | — |
| — | 21.10 | 29.40 | 25.25 | — | — | 785 | — | — | 7.33 | 2.65 | 12.00 | — |
| — | 17.70 | 25.50 | 21.60 | — | — | 790 | — | — | 8.75 | 4.50 | 13.00 | — |
| — | 14.50 | 22.50 | 18.50 | — | — | 795 | — | — | 10.70 | 6.40 | 15.00 | — |
| — | 12.00 | 18.30 | 15.15 | — | — | 800 | — | — | 12.75 | 8.60 | 16.90 | — |
| — | 9.50 | 17.50 | 13.50 | — | — | 805 | — | — | 15.45 | 11.70 | 19.20 | — |
| — | 7.30 | 15.30 | 11.30 | — | — | 810 | — | — | 18.40 | 15.20 | 21.60 | — |
| — | 4.90 | 12.60 | 8.75 | — | — | 815 | — | — | 20.80 | 16.80 | 24.80 | — |
| — | 2.60 | 11.80 | 7.20 | — | — | 820 | — | — | 24.40 | 20.60 | 28.20 | — |
| — | 1.85 | 10.00 | 5.92 | — | — | 825 | — | — | 28.25 | 23.90 | 32.60 | — |
| — | 0.80 | 9.40 | 5.10 | — | — | 830 | — | — | 32.20 | 27.40 | 37.00 | — |
| — | 0.05 | 8.90 | 4.47 | — | — | 835 | — | — | 36.00 | 32.00 | 40.00 | — |
| — | 0.45 | 7.30 | 3.88 | — | — | 840 | — | — | 40.15 | 36.40 | 43.90 | — |
| — | 0.90 | 8.20 | 4.55 | — | — | 845 | — | — | 45.05 | 41.80 | 48.30 | — |
| — | — | 8.30 | — | — | — | 850 | — | — | 49.70 | 45.40 | 54.00 | — |
| — | — | 8.10 | — | — | — | 855 | — | — | 54.55 | 50.10 | 59.00 | — |
| — | — | 7.90 | — | — | — | 860 | — | — | 59.10 | 55.80 | 62.40 | — |
| — | — | 6.60 | — | — | — | 865 | — | — | 63.80 | 59.60 | 68.00 | — |
| — | — | 7.90 | — | — | — | 870 | — | — | 68.85 | 64.70 | 73.00 | — |
| — | — | — | — | — | — | 875 | — | — | — | — | — | — |
| — | — | 7.50 | — | — | — | 880 | — | — | 78.55 | 74.10 | 83.00 | — |
| — | — | — | — | — | — | 885 | — | — | — | — | — | — |
| — | — | 7.40 | — | — | — | 890 | — | — | 88.35 | 83.90 | 92.80 | — |
| — | — | 7.50 | — | — | — | 900 | — | — | 98.25 | 93.80 | 102.70 | — |
| — | — | 6.90 | — | — | — | 930 | — | — | 128.15 | 123.70 | 132.60 | — |
| — | — | 6.90 | — | — | — | 940 | — | — | 138.15 | 133.70 | 142.60 | — |
| — | — | 6.90 | — | — | — | 950 | — | — | 148.15 | 143.70 | 152.60 | — |
| — | — | 6.80 | — | — | — | 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.