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 | |
| — | 93.67 | 96.86 | 95.27 | — | — | 693 | — | — | 9.70 | 9.66 | 9.73 | — |
| — | 92.79 | 95.99 | 94.39 | — | — | 694 | — | — | 9.80 | 9.77 | 9.84 | — |
| — | 91.91 | 95.11 | 93.51 | — | — | 695 | — | — | 9.91 | 9.88 | 9.95 | — |
| — | 91.04 | 94.24 | 92.64 | — | — | 696 | — | — | 10.03 | 9.99 | 10.06 | — |
| — | 90.16 | 93.37 | 91.77 | — | — | 697 | — | — | 10.14 | 10.10 | 10.18 | — |
| — | 89.29 | 92.50 | 90.89 | — | — | 698 | — | — | 10.26 | 10.22 | 10.29 | — |
| — | 88.42 | 91.63 | 90.03 | — | — | 699 | — | — | 10.37 | 10.33 | 10.41 | — |
| — | 87.55 | 90.76 | 89.16 | — | — | 700 | — | — | 10.48 | 10.45 | 10.52 | — |
| — | 86.69 | 89.90 | 88.30 | — | — | 701 | — | — | 10.61 | 10.57 | 10.64 | — |
| — | 85.82 | 89.03 | 87.42 | — | — | 702 | — | — | 10.73 | 10.69 | 10.77 | — |
| — | 84.96 | 88.17 | 86.56 | — | — | 703 | — | — | 10.86 | 10.82 | 10.89 | — |
| — | 84.09 | 87.31 | 85.70 | — | — | 704 | — | — | 10.98 | 10.94 | 11.02 | — |
| — | 83.23 | 86.45 | 84.84 | — | — | 705 | — | — | 11.11 | 11.07 | 11.14 | — |
| — | 82.37 | 85.59 | 83.98 | — | — | 706 | — | — | 11.23 | 11.20 | 11.27 | — |
| — | 81.52 | 84.73 | 83.12 | — | — | 707 | — | — | 11.37 | 11.33 | 11.40 | — |
| — | 80.66 | 83.88 | 82.27 | — | — | 708 | — | — | 11.49 | 11.46 | 11.53 | — |
| — | 79.81 | 83.03 | 81.42 | — | — | 709 | — | — | 11.63 | 11.59 | 11.67 | — |
| — | 78.96 | 82.18 | 80.57 | — | — | 710 | — | — | 11.77 | 11.73 | 11.81 | — |
| — | 78.11 | 81.33 | 79.72 | — | — | 711 | — | — | 11.90 | 11.87 | 11.94 | — |
| — | 77.26 | 80.49 | 78.88 | — | — | 712 | — | — | 12.04 | 12.01 | 12.08 | — |
| — | 76.42 | 79.64 | 78.03 | — | — | 713 | — | — | 12.19 | 12.15 | 12.23 | — |
| — | 75.57 | 78.80 | 77.19 | — | — | 714 | — | — | 12.33 | 12.29 | 12.37 | — |
| — | 74.73 | 77.96 | 76.34 | — | — | 715 | — | — | 12.48 | 12.44 | 12.52 | — |
| — | 73.89 | 77.12 | 75.50 | — | — | 716 | — | — | 12.63 | 12.59 | 12.67 | — |
| — | 73.06 | 76.29 | 74.67 | — | — | 717 | — | — | 12.78 | 12.74 | 12.82 | — |
| — | 72.22 | 75.45 | 73.83 | — | — | 718 | — | — | 12.94 | 12.89 | 12.98 | — |
| — | 71.39 | 74.62 | 73.00 | — | — | 719 | — | — | 13.09 | 13.05 | 13.13 | — |
| — | 70.56 | 73.79 | 72.17 | — | — | 720 | — | — | 13.25 | 13.21 | 13.29 | — |
| — | 69.73 | 72.97 | 71.35 | — | — | 721 | — | — | 13.41 | 13.37 | 13.45 | — |
| — | 68.90 | 72.15 | 70.53 | — | — | 722 | — | — | 13.57 | 13.53 | 13.62 | — |
| — | 68.08 | 71.32 | 69.70 | — | — | 723 | — | — | 13.74 | 13.70 | 13.78 | — |
| — | 67.25 | 70.50 | 68.88 | — | — | 724 | — | — | 13.91 | 13.87 | 13.95 | — |
| — | 66.43 | 69.69 | 68.06 | — | — | 725 | — | — | 14.09 | 14.04 | 14.13 | — |
| — | 65.62 | 68.87 | 67.25 | — | — | 726 | — | — | 14.26 | 14.21 | 14.30 | — |
| — | 64.80 | 68.06 | 66.43 | — | — | 727 | — | — | 14.44 | 14.39 | 14.48 | — |
| — | 63.99 | 67.26 | 65.62 | — | — | 728 | — | — | 14.62 | 14.57 | 14.66 | — |
| — | 63.18 | 66.45 | 64.81 | — | — | 729 | — | — | 14.79 | 14.75 | 14.84 | — |
| — | 62.38 | 65.65 | 64.02 | — | — | 730 | — | — | 14.98 | 14.94 | 15.03 | — |
| — | 61.57 | 64.85 | 63.21 | — | — | 731 | — | — | 15.18 | 15.13 | 15.22 | — |
| — | 60.77 | 64.05 | 62.41 | — | — | 732 | — | — | 15.37 | 15.32 | 15.41 | — |
| — | 59.98 | 63.26 | 61.62 | — | — | 733 | — | — | 15.56 | 15.52 | 15.61 | — |
| — | 59.18 | 62.46 | 60.82 | — | — | 734 | — | — | 15.77 | 15.72 | 15.81 | — |
| — | 58.39 | 61.68 | 60.03 | — | — | 735 | — | — | 15.96 | 15.92 | 16.01 | — |
| — | 57.60 | 60.89 | 59.24 | — | — | 736 | — | — | 16.18 | 16.13 | 16.22 | — |
| — | 56.82 | 60.11 | 58.47 | — | — | 737 | — | — | 16.38 | 16.33 | 16.43 | — |
| — | 56.04 | 59.33 | 57.69 | — | — | 738 | — | — | 16.59 | 16.55 | 16.64 | — |
| — | 55.26 | 58.55 | 56.91 | — | — | 739 | — | — | 16.81 | 16.76 | 16.86 | — |
| — | 54.48 | 57.77 | 56.12 | — | — | 740 | — | — | 17.03 | 16.98 | 17.08 | — |
| — | 53.71 | 57.00 | 55.35 | — | — | 741 | — | — | 17.25 | 17.21 | 17.30 | — |
| — | 52.94 | 56.23 | 54.59 | — | — | 742 | — | — | 17.48 | 17.44 | 17.53 | — |
| — | 52.17 | 55.47 | 53.82 | — | — | 743 | — | — | 17.71 | 17.67 | 17.76 | — |
| — | 51.41 | 54.71 | 53.06 | — | — | 744 | — | — | 17.95 | 17.90 | 18.00 | — |
| — | 50.65 | 53.95 | 52.30 | — | — | 745 | — | — | 18.19 | 18.14 | 18.24 | — |
| — | 49.89 | 53.19 | 51.54 | — | — | 746 | — | — | 18.43 | 18.38 | 18.48 | — |
| — | 49.14 | 52.44 | 50.79 | — | — | 747 | — | — | 18.68 | 18.63 | 18.73 | — |
| — | 48.40 | 51.70 | 50.05 | — | — | 748 | — | — | 18.93 | 18.88 | 18.98 | — |
| — | 47.65 | 50.96 | 49.30 | — | — | 749 | — | — | 19.19 | 19.14 | 19.24 | — |
| — | 46.91 | 50.22 | 48.56 | — | — | 750 | — | — | 19.45 | 19.40 | 19.50 | — |
| — | 46.18 | 49.48 | 47.83 | — | — | 751 | — | — | 19.71 | 19.66 | 19.77 | — |
| — | 45.45 | 48.75 | 47.10 | — | — | 752 | — | — | 19.98 | 19.93 | 20.04 | — |
| — | 44.73 | 48.03 | 46.38 | — | — | 753 | — | — | 20.27 | 20.21 | 20.32 | — |
| — | 44.00 | 47.31 | 45.66 | — | — | 754 | — | — | 20.55 | 20.49 | 20.60 | — |
| — | 43.28 | 46.59 | 44.94 | — | — | 755 | — | — | 20.82 | 20.77 | 20.88 | — |
| — | 42.58 | 45.88 | 44.23 | — | — | 756 | — | — | 21.11 | 21.06 | 21.17 | — |
| — | 41.86 | 45.17 | 43.52 | — | — | 757 | — | — | 21.41 | 21.35 | 21.46 | — |
| — | 41.16 | 44.46 | 42.81 | — | — | 758 | — | — | 21.71 | 21.65 | 21.77 | — |
| — | 40.45 | 43.76 | 42.10 | — | — | 759 | — | — | 22.02 | 21.96 | 22.07 | — |
| — | 39.75 | 43.07 | 41.41 | — | — | 760 | — | — | 22.32 | 22.27 | 22.38 | — |
| — | 39.06 | 42.38 | 40.72 | — | — | 761 | — | — | 22.64 | 22.58 | 22.70 | — |
| — | 38.70 | 41.03 | 39.87 | — | — | 762 | — | — | 22.96 | 22.90 | 23.02 | — |
| — | 38.03 | 40.35 | 39.19 | — | — | 763 | — | — | 23.29 | 23.23 | 23.35 | — |
| — | 37.36 | 39.68 | 38.52 | — | — | 764 | — | — | 23.62 | 23.56 | 23.68 | — |
| — | 36.70 | 39.01 | 37.85 | — | — | 765 | — | — | 23.96 | 23.90 | 24.02 | — |
| — | 36.05 | 38.34 | 37.20 | — | — | 766 | — | — | 24.30 | 24.24 | 24.37 | — |
| — | 35.40 | 37.68 | 36.54 | — | — | 767 | — | — | 24.66 | 24.60 | 24.72 | — |
| — | 34.76 | 37.03 | 35.90 | — | — | 768 | — | — | 25.02 | 24.95 | 25.08 | — |
| — | 34.12 | 36.38 | 35.50 | +0.57 | 15.0% | 769 | 15.0% | -0.43 | 25.34 | 25.32 | 25.44 | — |
| — | 34.05 | 35.14 | 34.59 | — | — | 770 | — | — | 25.75 | 25.69 | 25.81 | — |
| — | 32.86 | 35.10 | 33.98 | — | — | 771 | — | — | 26.12 | 26.06 | 26.19 | — |
| — | 32.24 | 34.47 | 33.35 | — | — | 772 | — | — | 26.50 | 26.44 | 26.57 | — |
| — | 31.62 | 33.85 | 32.73 | — | — | 773 | — | — | 26.89 | 26.83 | 26.96 | — |
| — | 31.01 | 33.22 | 32.12 | — | — | 774 | — | — | 27.30 | 27.23 | 27.36 | — |
| — | 30.96 | 32.01 | 31.48 | — | — | 775 | — | — | 27.70 | 27.63 | 27.76 | — |
| — | 30.87 | 30.96 | 30.91 | — | — | 776 | — | — | 28.11 | 28.04 | 28.17 | — |
| — | 30.28 | 30.36 | 30.32 | — | — | 777 | — | — | 28.52 | 28.46 | 28.59 | — |
| — | 29.68 | 29.77 | 29.73 | — | — | 778 | — | — | 28.95 | 28.88 | 29.01 | — |
| — | 29.10 | 29.18 | 29.14 | — | — | 779 | — | — | 29.38 | 29.31 | 29.44 | — |
| — | 28.52 | 28.60 | 28.56 | — | — | 780 | — | — | 29.82 | 29.75 | 29.88 | — |
| — | 25.72 | 25.80 | 25.76 | — | — | 785 | — | — | 32.12 | 32.05 | 32.19 | — |
| — | 23.08 | 23.16 | 23.12 | — | — | 790 | — | — | 34.62 | 34.55 | 34.70 | — |
| — | 20.62 | 20.70 | 20.66 | — | — | 795 | — | — | 37.37 | 35.72 | 39.02 | — |
| — | 18.34 | 18.42 | 18.38 | — | — | 800 | — | — | 40.40 | 39.51 | 41.28 | — |
| — | 16.23 | 16.31 | 16.27 | — | — | 805 | — | — | 43.56 | 41.90 | 45.22 | — |
| — | 14.31 | 14.38 | 14.35 | — | — | 810 | — | — | 46.93 | 45.24 | 48.62 | — |
| — | 12.55 | 12.62 | 12.59 | — | — | 815 | — | — | 50.51 | 48.78 | 52.24 | — |
| — | 10.97 | 11.04 | 11.01 | — | — | 820 | — | — | 54.35 | 52.62 | 56.08 | — |
| — | 9.55 | 9.62 | 9.59 | — | — | 825 | — | — | 58.47 | 56.81 | 60.13 | — |
| — | 8.29 | 8.35 | 8.32 | — | — | 830 | — | — | 62.72 | 61.06 | 64.37 | — |
| — | 7.16 | 7.22 | 7.19 | — | — | 835 | — | — | 67.14 | 65.50 | 68.79 | — |
| — | 6.16 | 6.22 | 6.19 | — | — | 840 | — | — | 71.72 | 70.08 | 73.35 | — |
| — | 5.28 | 5.33 | 5.30 | — | — | 845 | — | — | 76.41 | 74.78 | 78.03 | — |
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.