Spot 113.33
· 158 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 10/09 08:09 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 | |
| — | 11.85 | 15.15 | 13.50 | — | — | 102 | — | — | 1.42 | 0.63 | 2.21 | — |
| — | 11.05 | 14.35 | 12.70 | — | — | 103 | — | — | 1.70 | 1.12 | 2.28 | — |
| — | 10.45 | 13.95 | 12.20 | — | — | 104 | — | — | 2.01 | 0.57 | 3.45 | — |
| — | 9.55 | 12.90 | 11.22 | — | — | 105 | — | — | 1.94 | 0.93 | 2.95 | — |
| — | 8.80 | 12.35 | 10.57 | — | — | 106 | — | — | 2.47 | 1.04 | 3.90 | — |
| — | 8.10 | 11.30 | 9.70 | — | — | 107 | — | — | 2.81 | 1.13 | 4.50 | — |
| — | 7.55 | 10.35 | 8.95 | — | — | 108 | — | — | 3.12 | 1.45 | 4.80 | — |
| — | 7.35 | 9.75 | 8.55 | — | — | 109 | — | — | 3.42 | 2.49 | 4.35 | — |
| — | 6.20 | 9.10 | 7.65 | — | — | 110 | — | — | 4.11 | 2.61 | 5.60 | — |
| — | 5.75 | 8.80 | 7.28 | — | — | 111 | — | — | 4.30 | 3.40 | 5.20 | — |
| — | 5.15 | 8.10 | 6.62 | — | — | 112 | — | — | 4.47 | 3.35 | 5.60 | — |
| — | 4.55 | 7.60 | 6.08 | +0.55 | 42.4% | 113 | 42.4% | -0.45 | 5.13 | 4.15 | 6.10 | — |
| — | 4.00 | 7.60 | 5.80 | — | — | 114 | — | — | 5.80 | 5.20 | 6.40 | — |
| — | 3.20 | 5.80 | 4.50 | — | — | 115 | — | — | 6.35 | 5.75 | 6.95 | — |
| — | 3.90 | 6.60 | 5.25 | — | — | 116 | — | — | 6.72 | 5.50 | 7.95 | — |
| — | 3.40 | 5.00 | 4.20 | — | — | 117 | — | — | 7.45 | 5.95 | 8.95 | — |
| — | 2.70 | 5.40 | 4.05 | — | — | 118 | — | — | 8.45 | 7.05 | 9.85 | — |
| — | 2.16 | 5.10 | 3.63 | — | — | 119 | — | — | 9.22 | 7.95 | 10.50 | — |
| — | 2.63 | 4.80 | 3.71 | — | — | 120 | — | — | 9.57 | 8.05 | 11.10 | — |
| — | 1.71 | 4.05 | 2.88 | — | — | 121 | — | — | 10.20 | 8.90 | 11.50 | — |
| — | 1.45 | 4.25 | 2.85 | — | — | 122 | — | — | 11.12 | 9.55 | 12.70 | — |
| — | 1.14 | 4.05 | 2.60 | — | — | 123 | — | — | 12.00 | 10.25 | 13.75 | — |
| — | 1.31 | 3.55 | 2.43 | — | — | 124 | — | — | 12.60 | 11.05 | 14.15 | — |
| — | 1.34 | 2.91 | 2.12 | — | — | 125 | — | — | 13.25 | 11.55 | 14.95 | — |
| — | 0.56 | 3.65 | 2.10 | — | — | 126 | — | — | 14.20 | 12.65 | 15.75 | — |
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.