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 | |
| — | 82.47 | 85.74 | 84.11 | — | — | 695 | — | — | 4.88 | 4.86 | 4.90 | — |
| — | 77.88 | 81.15 | 79.52 | — | — | 700 | — | — | 5.25 | 5.23 | 5.27 | — |
| — | 73.32 | 76.59 | 74.95 | — | — | 705 | — | — | 5.66 | 5.64 | 5.68 | — |
| — | 68.81 | 72.08 | 70.44 | — | — | 710 | — | — | 6.11 | 6.09 | 6.13 | — |
| — | 64.34 | 67.62 | 65.98 | — | — | 715 | — | — | 6.61 | 6.59 | 6.63 | — |
| — | 59.92 | 63.20 | 61.56 | — | — | 720 | — | — | 7.17 | 7.14 | 7.19 | — |
| — | 55.67 | 58.85 | 57.26 | — | — | 725 | — | — | 7.78 | 7.76 | 7.80 | — |
| — | 51.27 | 54.53 | 52.90 | — | — | 730 | — | — | 8.47 | 8.45 | 8.50 | — |
| — | 47.06 | 50.36 | 48.71 | — | — | 735 | — | — | 9.26 | 9.23 | 9.28 | — |
| — | 42.95 | 46.25 | 44.60 | — | — | 740 | — | — | 10.13 | 10.10 | 10.16 | — |
| — | 40.20 | 42.26 | 41.23 | — | — | 745 | — | — | 11.12 | 11.10 | 11.15 | — |
| — | 35.05 | 38.37 | 36.71 | — | — | 750 | — | — | 12.25 | 12.22 | 12.28 | — |
| — | 31.30 | 34.23 | 32.77 | — | — | 755 | — | — | 13.52 | 13.49 | 13.55 | — |
| — | 29.10 | 29.54 | 29.32 | — | — | 760 | — | — | 14.96 | 14.93 | 15.00 | — |
| — | 25.66 | 26.28 | 25.97 | — | — | 765 | — | — | 16.60 | 16.56 | 16.64 | — |
| — | 22.59 | 22.88 | 22.84 | +0.55 | 13.9% | 770 | 13.9% | -0.45 | 18.38 | 18.41 | 18.48 | — |
| — | 19.62 | 19.67 | 19.64 | — | — | 775 | — | — | 20.54 | 20.50 | 20.58 | — |
| — | 16.86 | 16.91 | 16.89 | — | — | 780 | — | — | 22.89 | 22.85 | 22.94 | — |
| — | 14.34 | 14.39 | 14.37 | — | — | 785 | — | — | 25.51 | 24.98 | 26.04 | — |
| — | 12.07 | 12.13 | 12.10 | — | — | 790 | — | — | 28.45 | 27.88 | 29.02 | — |
| — | 10.06 | 10.11 | 10.09 | — | — | 795 | — | — | 31.75 | 30.23 | 33.26 | — |
| — | 8.30 | 8.35 | 8.32 | — | — | 800 | — | — | 34.87 | 33.53 | 36.20 | — |
| — | 6.78 | 6.82 | 6.80 | — | — | 805 | — | — | 39.02 | 37.34 | 40.69 | — |
| — | 5.48 | 5.52 | 5.50 | — | — | 810 | — | — | 43.07 | 41.41 | 44.73 | — |
| — | 4.39 | 4.43 | 4.41 | — | — | 815 | — | — | 47.36 | 45.71 | 49.01 | — |
| — | 3.48 | 3.52 | 3.50 | — | — | 820 | — | — | 51.84 | 50.20 | 53.48 | — |
| — | 2.74 | 2.77 | 2.75 | — | — | 825 | — | — | 56.47 | 54.84 | 58.10 | — |
| — | 2.13 | 2.17 | 2.15 | — | — | 830 | — | — | 61.23 | 59.60 | 62.85 | — |
| — | 1.66 | 1.69 | 1.68 | — | — | 835 | — | — | 66.06 | 64.44 | 67.68 | — |
| — | 1.28 | 1.31 | 1.29 | — | — | 840 | — | — | 70.95 | 69.33 | 72.57 | — |
| — | 0.99 | 1.02 | 1.00 | — | — | 845 | — | — | 75.88 | 74.26 | 77.49 | — |
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.