Spot 769.35
· 1076 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 06/09 16:01 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 | |
| — | 75.85 | 79.06 | 77.45 | — | — | 693 | — | — | 0.17 | 0.16 | 0.17 | — |
| — | 74.86 | 78.07 | 76.47 | — | — | 694 | — | — | 0.17 | 0.16 | 0.17 | — |
| — | 73.86 | 77.07 | 75.47 | — | — | 695 | — | — | 0.17 | 0.17 | 0.18 | — |
| — | 72.87 | 76.08 | 74.47 | — | — | 696 | — | — | 0.17 | 0.17 | 0.18 | — |
| — | 71.87 | 75.08 | 73.47 | — | — | 697 | — | — | 0.17 | 0.17 | 0.18 | — |
| — | 70.88 | 74.09 | 72.48 | — | — | 698 | — | — | 0.18 | 0.18 | 0.19 | — |
| — | 69.88 | 73.09 | 71.48 | — | — | 699 | — | — | 0.18 | 0.18 | 0.19 | — |
| — | 69.25 | 71.70 | 70.47 | — | — | 700 | — | — | 0.18 | 0.18 | 0.19 | — |
| — | 67.89 | 71.10 | 69.50 | — | — | 701 | — | — | 0.20 | 0.19 | 0.20 | — |
| — | 66.90 | 70.11 | 68.50 | — | — | 702 | — | — | 0.20 | 0.19 | 0.20 | — |
| — | 65.91 | 69.12 | 67.52 | — | — | 703 | — | — | 0.20 | 0.20 | 0.21 | — |
| — | 64.91 | 68.12 | 66.52 | — | — | 704 | — | — | 0.20 | 0.20 | 0.21 | — |
| — | 63.92 | 67.13 | 65.53 | — | — | 705 | — | — | 0.21 | 0.21 | 0.22 | — |
| — | 62.93 | 66.13 | 64.53 | — | — | 706 | — | — | 0.21 | 0.21 | 0.22 | — |
| — | 61.93 | 65.14 | 63.53 | — | — | 707 | — | — | 0.23 | 0.22 | 0.23 | — |
| — | 60.94 | 64.15 | 62.55 | — | — | 708 | — | — | 0.23 | 0.22 | 0.23 | — |
| — | 59.95 | 63.15 | 61.55 | — | — | 709 | — | — | 0.23 | 0.23 | 0.24 | — |
| — | 58.96 | 62.16 | 60.56 | — | — | 710 | — | — | 0.23 | 0.23 | 0.24 | — |
| — | 57.96 | 61.17 | 59.56 | — | — | 711 | — | — | 0.24 | 0.24 | 0.25 | — |
| — | 56.97 | 60.18 | 58.58 | — | — | 712 | — | — | 0.24 | 0.24 | 0.25 | — |
| — | 55.98 | 59.18 | 57.58 | — | — | 713 | — | — | 0.26 | 0.25 | 0.26 | — |
| — | 54.99 | 58.19 | 56.59 | — | — | 714 | — | — | 0.27 | 0.26 | 0.27 | — |
| — | 54.00 | 57.20 | 55.60 | — | — | 715 | — | — | 0.27 | 0.26 | 0.27 | — |
| — | 53.01 | 56.21 | 54.61 | — | — | 716 | — | — | 0.28 | 0.27 | 0.28 | — |
| — | 52.02 | 55.22 | 53.62 | — | — | 717 | — | — | 0.28 | 0.28 | 0.29 | — |
| — | 51.03 | 54.23 | 52.63 | — | — | 718 | — | — | 0.29 | 0.29 | 0.30 | — |
| — | 50.04 | 53.24 | 51.64 | — | — | 719 | — | — | 0.30 | 0.30 | 0.31 | — |
| — | 49.06 | 52.25 | 50.66 | — | — | 720 | — | — | 0.32 | 0.31 | 0.32 | — |
| — | 48.07 | 51.26 | 49.66 | — | — | 721 | — | — | 0.33 | 0.32 | 0.33 | — |
| — | 47.08 | 50.28 | 48.68 | — | — | 722 | — | — | 0.34 | 0.33 | 0.34 | — |
| — | 46.10 | 49.29 | 47.70 | — | — | 723 | — | — | 0.34 | 0.34 | 0.35 | — |
| — | 45.11 | 48.30 | 46.70 | — | — | 724 | — | — | 0.35 | 0.35 | 0.36 | — |
| — | 44.13 | 47.32 | 45.73 | — | — | 725 | — | — | 0.38 | 0.37 | 0.38 | — |
| — | 43.14 | 46.33 | 44.73 | — | — | 726 | — | — | 0.39 | 0.38 | 0.39 | — |
| — | 42.16 | 45.35 | 43.76 | — | — | 727 | — | — | 0.40 | 0.39 | 0.41 | — |
| — | 41.18 | 44.37 | 42.77 | — | — | 728 | — | — | 0.41 | 0.41 | 0.42 | — |
| — | 40.20 | 43.39 | 41.80 | — | — | 729 | — | — | 0.43 | 0.43 | 0.44 | — |
| — | 39.22 | 42.41 | 40.81 | — | — | 730 | — | — | 0.46 | 0.45 | 0.46 | — |
| — | 38.24 | 41.43 | 39.84 | — | — | 731 | — | — | 0.47 | 0.47 | 0.48 | — |
| — | 37.62 | 40.04 | 38.83 | — | — | 732 | — | — | 0.49 | 0.49 | 0.50 | — |
| — | 36.29 | 39.48 | 37.88 | — | — | 733 | — | — | 0.52 | 0.51 | 0.53 | — |
| — | 35.32 | 38.50 | 36.91 | — | — | 734 | — | — | 0.55 | 0.54 | 0.55 | — |
| — | 34.35 | 37.53 | 35.94 | — | — | 735 | — | — | 0.57 | 0.57 | 0.58 | — |
| — | 33.38 | 36.57 | 34.98 | — | — | 736 | — | — | 0.60 | 0.60 | 0.61 | — |
| — | 32.42 | 35.60 | 34.01 | — | — | 737 | — | — | 0.64 | 0.63 | 0.65 | — |
| — | 31.81 | 34.21 | 33.01 | — | — | 738 | — | — | 0.68 | 0.67 | 0.68 | — |
| — | 30.49 | 33.68 | 32.09 | — | — | 739 | — | — | 0.71 | 0.70 | 0.72 | — |
| — | 30.64 | 32.32 | 31.48 | — | — | 740 | — | — | 0.75 | 0.74 | 0.76 | — |
| — | 28.58 | 31.77 | 30.18 | — | — | 741 | — | — | 0.80 | 0.79 | 0.81 | — |
| — | 27.63 | 30.82 | 29.23 | — | — | 742 | — | — | 0.85 | 0.84 | 0.86 | — |
| — | 26.68 | 29.87 | 28.27 | — | — | 743 | — | — | 0.90 | 0.89 | 0.91 | — |
| — | 25.74 | 28.93 | 27.34 | — | — | 744 | — | — | 0.96 | 0.95 | 0.97 | — |
| — | 24.89 | 27.78 | 26.34 | — | — | 745 | — | — | 1.02 | 1.01 | 1.03 | — |
| — | 23.87 | 26.77 | 25.32 | — | — | 746 | — | — | 1.08 | 1.07 | 1.10 | — |
| — | 23.26 | 25.74 | 24.50 | — | — | 747 | — | — | 1.16 | 1.14 | 1.17 | — |
| — | 23.20 | 23.69 | 23.45 | — | — | 748 | — | — | 1.23 | 1.22 | 1.24 | — |
| — | 22.33 | 22.78 | 22.55 | — | — | 749 | — | — | 1.32 | 1.31 | 1.33 | — |
| — | 21.42 | 21.87 | 21.64 | — | — | 750 | — | — | 1.41 | 1.39 | 1.42 | — |
| — | 20.51 | 20.97 | 20.74 | — | — | 751 | — | — | 1.50 | 1.49 | 1.52 | — |
| — | 19.62 | 20.06 | 19.84 | — | — | 752 | — | — | 1.61 | 1.60 | 1.62 | — |
| — | 18.73 | 19.17 | 18.95 | — | — | 753 | — | — | 1.72 | 1.71 | 1.73 | — |
| — | 17.90 | 18.30 | 18.10 | — | — | 754 | — | — | 1.84 | 1.83 | 1.86 | — |
| — | 17.04 | 17.44 | 17.24 | — | — | 755 | — | — | 1.98 | 1.96 | 1.99 | — |
| — | 16.16 | 16.57 | 16.36 | — | — | 756 | — | — | 2.12 | 2.11 | 2.13 | — |
| — | 15.30 | 15.72 | 15.51 | — | — | 757 | — | — | 2.27 | 2.26 | 2.29 | — |
| — | 14.50 | 14.91 | 14.71 | — | — | 758 | — | — | 2.44 | 2.43 | 2.45 | — |
| — | 13.68 | 14.07 | 13.88 | — | — | 759 | — | — | 2.62 | 2.61 | 2.64 | — |
| — | 12.88 | 13.26 | 13.07 | — | — | 760 | — | — | 2.82 | 2.81 | 2.83 | — |
| — | 12.06 | 12.45 | 12.26 | — | — | 761 | — | — | 3.04 | 3.02 | 3.05 | — |
| — | 11.29 | 11.65 | 11.47 | — | — | 762 | — | — | 3.26 | 3.24 | 3.28 | — |
| — | 10.58 | 10.92 | 10.75 | — | — | 763 | — | — | 3.51 | 3.49 | 3.53 | — |
| — | 9.81 | 10.16 | 9.98 | — | — | 764 | — | — | 3.78 | 3.76 | 3.80 | — |
| — | 9.12 | 9.43 | 9.28 | — | — | 765 | — | — | 4.07 | 4.05 | 4.09 | — |
| — | 8.44 | 8.77 | 8.61 | — | — | 766 | — | — | 4.38 | 4.37 | 4.40 | — |
| — | 7.78 | 8.09 | 7.93 | — | — | 767 | — | — | 4.72 | 4.70 | 4.74 | — |
| — | 7.14 | 7.43 | 7.29 | — | — | 768 | — | — | 5.08 | 5.06 | 5.10 | — |
| — | 6.65 | 6.69 | 6.67 | — | — | 769 | — | — | 5.47 | 5.45 | 5.49 | — |
| — | 6.06 | 6.10 | 6.08 | — | — | 770 | — | — | 5.89 | 5.87 | 5.91 | — |
| — | 5.50 | 5.54 | 5.52 | — | — | 771 | — | — | 6.34 | 6.32 | 6.36 | — |
| — | 4.97 | 5.01 | 4.99 | — | — | 772 | — | — | 6.82 | 6.80 | 6.84 | — |
| — | 4.47 | 4.50 | 4.49 | — | — | 773 | — | — | 7.35 | 7.18 | 7.52 | — |
| — | 4.00 | 4.03 | 4.01 | — | — | 774 | — | — | 7.89 | 7.75 | 8.04 | — |
| — | 3.56 | 3.59 | 3.58 | — | — | 775 | — | — | 8.48 | 8.34 | 8.62 | — |
| — | 3.15 | 3.18 | 3.17 | — | — | 776 | — | — | 9.07 | 8.88 | 9.26 | — |
| — | 2.77 | 2.80 | 2.79 | — | — | 777 | — | — | 9.71 | 9.52 | 9.90 | — |
| — | 2.43 | 2.46 | 2.44 | — | — | 778 | — | — | 10.37 | 10.02 | 10.71 | — |
| — | 2.11 | 2.14 | 2.12 | — | — | 779 | — | — | 11.20 | 10.92 | 11.47 | — |
| — | 1.83 | 1.86 | 1.84 | — | — | 780 | — | — | 11.83 | 11.60 | 12.06 | — |
| — | 1.57 | 1.60 | 1.58 | — | — | 781 | — | — | 12.59 | 12.20 | 12.97 | — |
| — | 1.35 | 1.37 | 1.36 | — | — | 782 | — | — | 13.45 | 13.07 | 13.83 | — |
| — | 1.15 | 1.17 | 1.16 | — | — | 783 | — | — | 14.26 | 13.85 | 14.66 | — |
| — | 0.97 | 0.99 | 0.98 | — | — | 784 | — | — | 15.30 | 13.88 | 16.73 | — |
| — | 0.82 | 0.84 | 0.83 | — | — | 785 | — | — | 15.63 | 14.89 | 16.38 | — |
| — | 0.68 | 0.71 | 0.69 | — | — | 786 | — | — | 16.99 | 15.82 | 18.16 | — |
| — | 0.57 | 0.59 | 0.58 | — | — | 787 | — | — | 17.93 | 16.76 | 19.09 | — |
| — | 0.48 | 0.50 | 0.49 | — | — | 788 | — | — | 19.00 | 17.61 | 20.40 | — |
| — | 0.40 | 0.41 | 0.41 | — | — | 789 | — | — | 19.98 | 18.59 | 21.37 | — |
| — | 0.33 | 0.35 | 0.34 | — | — | 790 | — | — | 20.97 | 19.58 | 22.36 | — |
| — | 0.28 | 0.29 | 0.28 | — | — | 791 | — | — | 21.96 | 20.57 | 23.36 | — |
| — | 0.23 | 0.24 | 0.23 | — | — | 792 | — | — | 22.96 | 21.57 | 24.36 | — |
| — | 0.19 | 0.21 | 0.20 | — | — | 793 | — | — | 23.96 | 22.57 | 25.36 | — |
| — | 0.16 | 0.17 | 0.17 | — | — | 794 | — | — | 24.75 | 23.13 | 26.36 | — |
| — | 0.14 | 0.15 | 0.14 | — | — | 795 | — | — | 25.74 | 24.13 | 27.35 | — |
| — | 0.12 | 0.13 | 0.12 | — | — | 796 | — | — | 26.74 | 25.13 | 28.35 | — |
| — | 0.10 | 0.11 | 0.10 | — | — | 797 | — | — | 27.74 | 26.13 | 29.35 | — |
| — | 0.09 | 0.10 | 0.10 | — | — | 798 | — | — | 28.74 | 27.13 | 30.35 | — |
| — | 0.08 | 0.09 | 0.09 | — | — | 799 | — | — | 29.74 | 28.13 | 31.35 | — |
| — | 0.07 | 0.08 | 0.07 | — | — | 800 | — | — | 30.74 | 29.13 | 32.35 | — |
| — | 0.06 | 0.07 | 0.07 | — | — | 801 | — | — | 31.74 | 30.13 | 33.35 | — |
| — | 0.06 | 0.07 | 0.07 | — | — | 802 | — | — | 32.74 | 31.13 | 34.35 | — |
| — | 0.05 | 0.06 | 0.06 | — | — | 803 | — | — | 33.74 | 32.13 | 35.35 | — |
| — | 0.05 | 0.06 | 0.06 | — | — | 804 | — | — | 34.74 | 33.13 | 36.35 | — |
| — | 0.04 | 0.05 | 0.04 | — | — | 805 | — | — | 35.74 | 34.13 | 37.35 | — |
| — | 0.04 | 0.05 | 0.04 | — | — | 806 | — | — | 36.74 | 35.13 | 38.35 | — |
| — | 0.04 | 0.05 | 0.04 | — | — | 807 | — | — | 37.74 | 36.13 | 39.35 | — |
| — | 0.04 | 0.05 | 0.04 | — | — | 808 | — | — | 38.74 | 37.13 | 40.35 | — |
| — | 0.03 | 0.04 | 0.04 | — | — | 809 | — | — | 39.74 | 38.13 | 41.35 | — |
| — | 0.03 | 0.04 | 0.04 | — | — | 810 | — | — | 40.74 | 39.13 | 42.35 | — |
| — | 0.03 | 0.04 | 0.04 | — | — | 811 | — | — | 41.74 | 40.13 | 43.35 | — |
| — | 0.03 | 0.04 | 0.04 | — | — | 812 | — | — | 42.74 | 41.13 | 44.35 | — |
| — | 0.03 | 0.04 | 0.04 | — | — | 813 | — | — | 43.74 | 42.13 | 45.35 | — |
| — | 0.03 | 0.04 | 0.04 | — | — | 814 | — | — | 44.74 | 43.13 | 46.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 815 | — | — | 45.74 | 44.13 | 47.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 816 | — | — | 46.74 | 45.13 | 48.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 817 | — | — | 47.74 | 46.13 | 49.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 818 | — | — | 48.74 | 47.13 | 50.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 819 | — | — | 49.74 | 48.13 | 51.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 820 | — | — | 50.74 | 49.13 | 52.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 821 | — | — | 51.74 | 50.13 | 53.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 822 | — | — | 52.74 | 51.13 | 54.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 823 | — | — | 53.74 | 52.13 | 55.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 824 | — | — | 54.74 | 53.13 | 56.35 | — |
| — | 0.02 | 0.03 | 0.03 | — | — | 825 | — | — | 55.74 | 54.13 | 57.35 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 830 | — | — | 60.74 | 59.13 | 62.35 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 835 | — | — | 65.74 | 64.13 | 67.35 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 840 | — | — | 70.74 | 69.13 | 72.35 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 845 | — | — | 75.74 | 74.13 | 77.35 | — |
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.