Spot 764.20
· 526 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 01/10 06:59 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 | |
| — | — | — | 152.09 | — | — | 615 | 34.7% | -0.01 | 0.35 | — | — | — |
| — | — | — | 137.16 | +1.00 | 25.3% | 630 | 32.3% | -0.02 | 0.43 | — | — | — |
| — | — | — | 127.24 | +0.99 | 25.8% | 640 | 30.6% | -0.02 | 0.49 | — | — | — |
| — | — | — | 112.45 | +0.98 | 25.9% | 655 | 28.3% | -0.03 | 0.62 | — | — | — |
| — | — | — | 102.59 | +0.98 | 25.0% | 665 | 26.7% | -0.03 | 0.73 | — | — | — |
| — | — | — | 92.79 | +0.97 | 24.1% | 675 | 25.1% | -0.04 | 0.86 | — | — | — |
| — | — | — | 82.88 | +0.96 | 22.3% | 685 | 23.6% | -0.05 | 1.04 | — | — | — |
| — | — | — | 73.89 | +0.93 | 23.9% | 695 | 22.1% | -0.06 | 1.29 | — | — | — |
| — | — | — | 63.61 | +0.93 | 20.3% | 705 | 20.7% | -0.08 | 1.64 | — | — | — |
| — | — | — | 54.15 | +0.90 | 19.2% | 715 | 19.4% | -0.10 | 2.13 | — | — | — |
| — | — | — | 45.14 | +0.86 | 18.5% | 725 | 18.1% | -0.14 | 2.86 | — | — | — |
| — | — | — | 40.51 | +0.84 | 17.6% | 730 | 17.5% | -0.16 | 3.33 | — | — | — |
| — | — | — | 36.12 | +0.81 | 17.0% | 735 | 16.9% | -0.19 | 3.91 | — | — | — |
| — | — | — | 31.68 | +0.78 | 16.2% | 740 | 16.2% | -0.22 | 4.60 | — | — | — |
| — | — | — | 27.94 | +0.74 | 16.2% | 745 | 15.7% | -0.25 | 5.46 | — | — | — |
| — | — | — | 24.24 | +0.71 | 15.1% | 749 | 15.2% | -0.29 | 6.27 | — | — | — |
| — | — | — | 23.83 | +0.70 | 15.4% | 750 | 15.1% | -0.30 | 6.49 | — | — | — |
| — | — | — | 22.49 | +0.70 | 14.6% | 751 | 15.0% | -0.31 | 6.73 | — | — | — |
| — | — | — | 22.01 | +0.68 | 14.8% | 752 | 14.9% | -0.32 | 6.97 | — | — | — |
| — | — | — | 21.12 | +0.68 | 14.6% | 753 | 14.8% | -0.33 | 7.21 | — | — | — |
| — | — | — | 20.49 | +0.67 | 14.6% | 754 | 14.7% | -0.34 | 7.46 | — | — | — |
| — | — | — | 19.80 | +0.65 | 14.5% | 755 | 14.6% | -0.35 | 7.73 | — | — | — |
| — | — | — | 19.13 | +0.64 | 14.5% | 756 | 14.4% | -0.36 | 8.00 | — | — | — |
| — | — | — | 18.42 | +0.63 | 14.4% | 757 | 14.3% | -0.37 | 8.28 | — | — | — |
| — | — | — | 17.72 | +0.62 | 14.3% | 758 | 14.2% | -0.38 | 8.60 | — | — | — |
| — | — | — | 17.04 | +0.61 | 14.2% | 759 | 14.1% | -0.39 | 8.90 | — | — | — |
| — | — | — | 16.57 | +0.60 | 14.3% | 760 | 14.0% | -0.40 | 9.24 | — | — | — |
| — | — | — | 15.68 | +0.59 | 14.0% | 761 | 13.9% | -0.41 | 9.57 | — | — | — |
| — | — | — | 14.99 | +0.57 | 13.8% | 762 | 13.8% | -0.43 | 9.92 | — | — | — |
| — | — | — | 14.36 | +0.56 | 13.7% | 763 | 13.7% | -0.44 | 10.27 | — | — | — |
| — | — | — | 13.76 | +0.55 | 13.6% | 764 | 13.6% | -0.45 | 10.66 | — | — | — |
| — | — | — | 13.17 | +0.54 | 13.6% | 765 | 13.6% | -0.46 | 11.05 | — | — | — |
| — | — | — | 12.57 | +0.52 | 13.5% | 766 | 13.5% | -0.48 | 11.46 | — | — | — |
| — | — | — | 11.98 | +0.51 | 13.4% | 767 | 13.4% | -0.49 | 11.87 | — | — | — |
| — | — | — | 11.43 | +0.50 | 13.3% | 768 | 13.3% | -0.50 | 12.32 | — | — | — |
| — | — | — | 10.85 | +0.48 | 13.2% | 769 | 13.2% | -0.52 | 12.76 | — | — | — |
| — | — | — | 10.33 | +0.47 | 13.1% | 770 | 13.1% | -0.53 | 13.24 | — | — | — |
| — | — | — | 9.80 | +0.45 | 13.0% | 771 | 13.1% | -0.55 | 13.73 | — | — | — |
| — | — | — | 9.27 | +0.44 | 12.9% | 772 | 12.8% | -0.56 | 14.07 | — | — | — |
| — | — | — | 8.79 | +0.43 | 12.8% | 773 | 13.1% | -0.57 | 14.91 | — | — | — |
| — | — | — | 8.30 | +0.41 | 12.7% | 774 | 12.9% | -0.59 | 15.29 | — | — | — |
| — | — | — | 7.84 | +0.40 | 12.7% | 775 | 13.1% | -0.60 | 16.10 | — | — | — |
| — | — | — | 7.40 | +0.38 | 12.6% | 776 | 12.8% | -0.61 | 16.46 | — | — | — |
| — | — | — | 6.97 | +0.37 | 12.5% | 777 | 12.7% | -0.63 | 17.06 | — | — | — |
| — | — | — | 6.55 | +0.36 | 12.4% | 778 | 12.7% | -0.64 | 17.67 | — | — | — |
| — | — | — | 6.16 | +0.34 | 12.4% | 779 | 12.7% | -0.65 | 18.31 | — | — | — |
| — | — | — | 5.79 | +0.33 | 12.3% | 780 | 12.9% | -0.66 | 19.16 | — | — | — |
| — | — | — | 4.14 | +0.26 | 12.0% | 785 | 12.9% | -0.72 | 22.71 | — | — | — |
| — | — | — | 2.90 | +0.20 | 11.8% | 790 | 13.2% | -0.77 | 26.71 | — | — | — |
| — | — | — | — | — | — | 795 | — | — | — | — | — | — |
| — | — | — | 1.33 | +0.11 | 11.5% | 800 | 14.8% | -0.83 | 35.84 | — | — | — |
| — | — | — | 0.89 | +0.08 | 11.5% | 805 | 16.1% | -0.84 | 40.83 | — | — | — |
| — | — | — | 0.41 | +0.04 | 11.7% | 815 | 18.5% | -0.86 | 50.70 | — | — | — |
| — | — | — | 0.29 | +0.03 | 11.9% | 820 | 19.9% | -0.87 | 55.75 | — | — | — |
| — | — | — | — | — | — | 825 | — | — | — | — | — | — |
| — | — | — | 0.16 | +0.02 | 12.5% | 830 | 22.2% | -0.88 | 65.71 | — | — | — |
| — | — | — | — | — | — | 835 | — | — | — | — | — | — |
| — | — | — | 0.11 | +0.01 | 13.5% | 840 | 24.5% | -0.89 | 75.66 | — | — | — |
| — | — | — | — | — | — | 845 | — | — | — | — | — | — |
| — | — | — | 0.07 | +0.01 | 14.9% | 855 | 28.0% | -0.90 | 90.71 | — | — | — |
| — | — | — | 0.05 | +0.00 | 15.7% | 865 | 30.1% | -0.91 | 100.71 | — | — | — |
| — | — | — | 0.04 | +0.00 | 16.6% | 875 | 32.2% | -0.91 | 110.71 | — | — | — |
| — | — | — | 0.02 | +0.00 | 17.4% | 890 | 35.2% | -0.92 | 125.69 | — | — | — |
| — | — | — | 0.02 | +0.00 | 18.5% | 900 | 37.6% | -0.92 | 135.83 | — | — | — |
| — | — | — | 0.02 | +0.00 | 20.3% | 915 | 40.5% | -0.92 | 150.83 | — | — | — |
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.