Spot 15.14
· 210 contratti su 5 scadenze
· fonte ibkr
· catturata 22/09 23:48 UTC
| CALL | Strike | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Bid | Ask | Mid | Delta | IV | IV | Delta | Mid | Bid | Ask | OI | |
| — | 6.20 | 6.45 | 6.33 | +0.96 | 66.6% | 9 | 66.6% | -0.04 | 0.06 | 0.03 | 0.08 | — |
| — | 5.30 | 5.45 | 5.38 | +0.93 | 63.3% | 10 | 63.3% | -0.07 | 0.15 | 0.11 | 0.19 | — |
| — | 4.40 | 4.65 | 4.53 | +0.90 | 61.0% | 11 | 61.0% | -0.11 | 0.25 | 0.23 | 0.27 | — |
| — | 3.25 | 3.45 | 3.35 | +0.81 | 59.2% | 12.5 | 59.2% | -0.19 | 0.56 | 0.53 | 0.58 | — |
| — | 2.29 | 2.50 | 2.40 | +0.69 | 58.7% | 14 | 58.7% | -0.31 | 1.07 | 1.03 | 1.11 | — |
| — | 1.85 | 1.93 | 1.89 | +0.60 | 59.0% | 15 | 59.0% | -0.40 | 1.59 | 1.55 | 1.63 | — |
| — | 1.45 | 1.57 | 1.51 | +0.52 | 59.6% | 16 | 59.6% | -0.49 | 2.17 | 2.13 | 2.22 | — |
| — | 1.02 | 1.08 | 1.05 | +0.40 | 60.9% | 17.5 | 60.9% | -0.61 | 3.23 | 3.15 | 3.30 | — |
| — | 0.72 | 0.76 | 0.74 | +0.30 | 62.6% | 19 | 62.6% | -0.71 | 4.38 | 4.15 | 4.60 | — |
| — | 0.56 | 0.61 | 0.58 | +0.25 | 63.9% | 20 | 63.9% | -0.76 | 5.30 | 5.15 | 5.45 | — |
| — | 0.46 | 0.52 | 0.49 | +0.21 | 65.3% | 21 | 65.3% | -0.81 | 6.38 | 5.95 | 6.80 | — |
| — | 0.33 | 0.39 | 0.36 | +0.16 | 67.5% | 22.5 | 67.5% | -0.86 | 7.58 | 7.45 | 7.70 | — |
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.