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 | |
| — | 177.40 | 186.60 | 182.00 | — | — | 645 | — | — | 12.80 | 8.30 | 17.30 | — |
| — | 161.40 | 170.40 | 165.90 | — | — | 665 | — | — | 16.35 | 12.00 | 20.70 | — |
| — | 146.00 | 155.00 | 150.50 | — | — | 685 | — | — | 20.80 | 16.30 | 25.30 | — |
| — | 135.00 | 144.00 | 139.50 | — | — | 700 | — | — | 24.55 | 20.10 | 29.00 | — |
| — | 128.00 | 137.00 | 132.50 | — | — | 710 | — | — | 27.40 | 23.00 | 31.80 | — |
| — | 124.60 | 133.50 | 129.05 | — | — | 715 | — | — | 28.85 | 24.50 | 33.20 | — |
| — | 121.20 | 130.00 | 125.60 | — | — | 720 | — | — | 30.30 | 25.80 | 34.80 | — |
| — | 108.00 | 117.00 | 112.50 | — | — | 740 | — | — | 36.70 | 32.40 | 41.00 | — |
| — | 95.60 | 104.00 | 99.80 | — | — | 760 | — | — | 43.95 | 39.90 | 48.00 | — |
| — | 84.30 | 92.00 | 88.15 | — | — | 780 | — | — | 52.10 | 48.20 | 56.00 | — |
| — | 73.60 | 81.00 | 77.30 | +0.58 | 33.6% | 800 | 33.6% | -0.42 | 61.25 | 57.50 | 65.00 | — |
| — | 63.70 | 71.00 | 67.35 | — | — | 820 | — | — | 71.25 | 67.50 | 75.00 | — |
| — | 54.60 | 63.00 | 58.80 | — | — | 840 | — | — | 82.75 | 78.50 | 87.00 | — |
| — | 46.50 | 55.00 | 50.75 | — | — | 860 | — | — | 94.70 | 90.40 | 99.00 | — |
| — | 39.30 | 48.00 | 43.65 | — | — | 880 | — | — | 107.70 | 103.40 | 112.00 | — |
| — | 33.80 | 41.00 | 37.40 | — | — | 900 | — | — | 121.50 | 117.00 | 126.00 | — |
| — | 27.30 | 36.00 | 31.65 | — | — | 920 | — | — | 136.35 | 131.70 | 141.00 | — |
| — | 22.40 | 31.80 | 27.10 | — | — | 940 | — | — | 152.00 | 147.30 | 156.70 | — |
| — | 18.20 | 27.50 | 22.85 | — | — | 960 | — | — | 168.30 | 163.60 | 173.00 | — |
| — | 15.00 | 24.00 | 19.50 | — | — | 980 | — | — | 185.25 | 180.50 | 190.00 | — |
| — | 12.00 | 21.20 | 16.60 | — | — | 1000 | — | — | 202.80 | 198.00 | 207.60 | — |
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.