Spot 412.19
· 131 contratti su 3 scadenze
· fonte storico
· catturata 13/10 19:28 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 | |
| — | — | — | 67.30 | +0.94 | 66.8% | 345 | — | |||||
| — | — | — | 62.30 | +0.94 | 62.4% | 350 | — | |||||
| — | — | — | 57.45 | +0.93 | 59.7% | 355 | — | |||||
| — | — | — | 52.60 | +0.92 | 56.6% | 360 | — | |||||
| — | — | — | 49.90 | +0.92 | 52.5% | 362.5 | — | |||||
| — | — | — | 47.50 | +0.92 | 51.2% | 365 | — | |||||
| — | — | — | 45.75 | +0.89 | 55.0% | 367.5 | — | |||||
| — | — | — | 43.35 | +0.88 | 53.3% | 370 | 35.0% | -0.04 | 0.40 | — | — | — |
| — | — | — | 40.85 | +0.88 | 50.9% | 372.5 | 61.1% | -0.16 | 3.95 | — | — | — |
| — | — | — | 38.45 | +0.87 | 49.1% | 375 | 32.0% | -0.05 | 0.45 | — | — | — |
| — | — | — | 36.05 | +0.86 | 47.2% | 377.5 | 44.0% | -0.12 | 2.00 | — | — | — |
| — | — | — | 34.05 | +0.84 | 47.7% | 380 | 30.6% | -0.07 | 0.65 | — | — | — |
| — | — | — | 31.15 | +0.84 | 42.8% | 382.5 | 31.5% | -0.09 | 0.95 | — | — | — |
| — | — | — | 28.35 | +0.84 | 38.5% | 385 | 28.9% | -0.09 | 0.90 | — | — | — |
| — | — | — | 26.60 | +0.81 | 40.0% | 387.5 | 27.6% | -0.10 | 1.00 | — | — | — |
| — | — | — | 24.95 | +0.78 | 41.4% | 390 | 28.1% | -0.14 | 1.40 | — | — | — |
| — | — | — | 22.70 | +0.76 | 39.7% | 392.5 | 26.9% | -0.16 | 1.60 | — | — | — |
| — | — | — | 20.15 | +0.75 | 36.5% | 395 | 26.9% | -0.19 | 2.05 | — | — | — |
| — | — | — | 18.05 | +0.72 | 35.1% | 397.5 | 25.4% | -0.22 | 2.30 | — | — | — |
| — | — | — | 15.25 | +0.70 | 30.7% | 400 | 25.3% | -0.26 | 2.90 | — | — | — |
| — | — | — | 12.45 | +0.69 | 26.3% | 402.5 | 25.5% | -0.31 | 3.70 | — | — | — |
| — | — | — | 10.85 | +0.64 | 26.3% | 405 | 25.2% | -0.36 | 4.50 | — | — | — |
| — | — | — | 9.15 | +0.59 | 25.5% | 407.5 | 24.6% | -0.41 | 5.35 | — | — | — |
| — | — | — | 8.75 | +0.53 | 28.9% | 410 | 23.3% | -0.47 | 6.10 | — | — | — |
| — | — | — | 7.00 | +0.48 | 27.0% | 412.5 | 27.0% | -0.52 | 8.45 | — | — | — |
| — | — | — | 6.15 | +0.43 | 27.9% | 415 | 24.6% | -0.58 | 9.20 | — | — | — |
| — | — | — | 5.10 | +0.38 | 27.6% | 417.5 | 23.3% | -0.64 | 10.40 | — | — | — |
| — | — | — | 4.45 | +0.34 | 28.3% | 420 | 21.2% | -0.71 | 11.60 | — | — | — |
| — | — | — | 3.95 | +0.30 | 29.4% | 422.5 | 29.4% | -0.70 | 15.40 | — | — | — |
| — | — | — | 2.85 | +0.25 | 27.5% | 425 | 16.4% | -0.88 | 14.65 | — | — | — |
| — | — | — | 3.55 | +0.26 | 33.1% | 427.5 | 15.4% | -0.93 | 16.80 | — | — | — |
| — | — | — | 1.80 | +0.18 | 27.2% | 430 | — | — | 18.60 | — | — | — |
| — | — | — | 1.30 | +0.13 | 28.4% | 435 | — | — | 23.00 | — | — | — |
| — | — | — | 0.95 | +0.10 | 29.6% | 440 | — | — | 28.60 | — | — | — |
| — | — | — | 2.05 | +0.14 | 41.1% | 445 | — | — | 33.70 | — | — | — |
| — | — | — | 0.80 | +0.07 | 35.2% | 450 | — | — | 38.65 | — | — | — |
| — | — | — | 0.30 | +0.03 | 31.7% | 455 | — | — | 43.30 | — | — | — |
| — | — | — | 0.60 | +0.05 | 39.1% | 460 | — | — | 47.95 | — | — | — |
| — | 465 | — | — | 53.20 | — | — | — | |||||
| — | 470 | — | — | 58.35 | — | — | — | |||||
| — | 475 | — | — | 62.75 | — | — | — | |||||
| — | 480 | — | — | 68.05 | — | — | — | |||||
| — | 485 | — | — | 73.00 | — | — | — | |||||
| — | 490 | — | — | 78.00 | — | — | — | |||||
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.