Spot 105.78
· 134 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 10/09 08:39 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 | |
| — | 8.20 | 11.90 | 10.05 | — | — | 96 | — | — | — | — | 2.13 | — |
| — | 7.20 | 10.90 | 9.05 | — | — | 97 | — | — | — | — | 2.13 | — |
| — | 6.65 | 9.90 | 8.28 | — | — | 98 | — | — | — | — | 0.01 | — |
| — | 5.40 | 8.75 | 7.08 | — | — | 99 | — | — | — | — | 0.10 | — |
| — | 4.55 | 7.60 | 6.08 | — | — | 100 | — | — | — | — | 0.03 | — |
| — | 3.10 | 6.90 | 5.00 | +0.99 | 44.7% | 101 | 44.7% | -0.01 | — | — | 0.03 | — |
| — | 3.15 | 5.90 | 4.53 | +0.97 | 39.9% | 102 | 39.9% | -0.03 | — | — | 0.04 | — |
| — | 2.23 | 4.20 | 3.21 | +0.94 | 35.7% | 103 | 35.7% | -0.06 | 0.05 | 0.01 | 0.09 | — |
| — | 0.47 | 3.85 | 2.16 | +0.86 | 32.1% | 104 | 32.1% | -0.14 | 0.26 | 0.06 | 0.45 | — |
| — | 0.88 | 2.10 | 1.49 | +0.76 | 30.1% | 105 | — | — | 0.38 | 0.12 | 0.63 | — |
| — | 0.48 | 0.70 | 0.59 | +0.62 | 30.4% | 106 | 30.4% | -0.38 | 0.69 | 0.57 | 0.82 | — |
| — | 0.10 | 0.42 | 0.26 | +0.46 | 32.1% | 107 | 32.1% | -0.55 | 1.29 | 0.94 | 1.64 | — |
| — | 0.08 | 0.15 | 0.12 | +0.31 | 34.6% | 108 | 34.6% | -0.69 | 2.28 | 2.01 | 2.55 | — |
| — | 0.04 | 0.06 | 0.05 | +0.19 | 37.2% | 109 | 37.2% | -0.81 | 3.18 | 2.71 | 3.65 | — |
| — | 0.02 | 0.04 | 0.03 | +0.10 | 39.6% | 110 | 39.6% | -0.90 | 4.08 | 3.30 | 4.85 | — |
| — | 0.01 | 0.02 | 0.01 | +0.05 | 41.3% | 111 | 41.3% | -0.96 | 5.25 | 4.05 | 6.45 | — |
| — | — | 0.02 | — | +0.02 | 41.9% | 112 | 41.9% | -0.98 | 6.05 | 4.15 | 7.95 | — |
| — | — | 0.12 | — | — | — | 113 | — | — | 7.05 | 5.15 | 8.95 | — |
| — | — | 0.75 | — | — | — | 114 | — | — | 8.22 | 6.65 | 9.80 | — |
| — | — | 0.02 | — | — | — | 115 | — | — | 8.88 | 7.15 | 10.60 | — |
| — | — | 0.01 | — | — | — | 116 | — | — | 10.05 | 8.15 | 11.95 | — |
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.