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 | |
| — | 149.29 | 150.94 | 150.12 | +1.00 | 69.6% | 615 | 69.6% | -0.00 | — | — | 0.01 | — |
| — | 134.30 | 135.97 | 135.13 | +1.00 | 65.9% | 630 | 65.9% | -0.00 | — | — | 0.01 | — |
| — | 124.21 | 125.92 | 125.06 | +1.00 | 62.7% | 640 | 62.7% | -0.00 | — | — | 0.01 | — |
| — | 109.33 | 110.94 | 110.14 | +1.00 | 57.2% | 655 | 58.8% | -0.00 | 0.02 | 0.01 | 0.02 | — |
| — | — | — | 99.82 | — | — | 665 | 53.6% | -0.00 | 0.02 | — | — | — |
| — | — | — | 89.85 | +1.00 | 45.4% | 675 | 48.3% | -0.00 | 0.02 | — | — | — |
| — | — | — | 79.62 | — | — | 685 | 44.8% | -0.00 | 0.03 | — | — | — |
| — | — | — | 69.62 | — | — | 695 | 39.5% | -0.00 | 0.03 | — | — | — |
| — | — | — | 59.79 | — | — | 705 | 35.2% | -0.01 | 0.04 | — | — | — |
| — | — | — | 49.65 | — | — | 715 | 30.5% | -0.01 | 0.05 | — | — | — |
| — | — | — | 39.67 | — | — | 725 | 25.5% | -0.01 | 0.06 | — | — | — |
| — | — | — | 34.71 | — | — | 730 | 23.1% | -0.01 | 0.07 | — | — | — |
| — | — | — | 29.71 | — | — | 735 | 20.8% | -0.02 | 0.09 | — | — | — |
| — | — | — | 24.86 | +0.99 | 14.6% | 740 | 19.3% | -0.03 | 0.15 | — | — | — |
| — | — | — | 19.95 | +0.97 | 15.1% | 745 | 17.9% | -0.05 | 0.27 | — | — | — |
| — | — | — | 16.12 | +0.94 | 15.0% | 749 | 16.9% | -0.09 | 0.46 | — | — | — |
| — | — | — | 15.23 | +0.92 | 15.5% | 750 | 16.8% | -0.10 | 0.54 | — | — | — |
| — | — | — | 14.30 | +0.91 | 15.3% | 751 | 16.6% | -0.11 | 0.62 | — | — | — |
| 155 | — | — | 13.46 | +0.88 | 15.7% | 752 | 16.4% | -0.13 | 0.72 | — | — | — |
| — | — | — | 12.56 | +0.87 | 15.5% | 753 | 16.2% | -0.14 | 0.83 | — | — | — |
| — | — | — | 11.70 | +0.85 | 15.5% | 754 | 16.0% | -0.16 | 0.95 | — | — | — |
| — | — | — | 10.85 | +0.83 | 15.4% | 755 | 15.9% | -0.18 | 1.11 | — | — | — |
| — | — | — | 10.00 | +0.80 | 15.2% | 756 | 15.7% | -0.21 | 1.27 | — | — | — |
| — | — | — | 9.25 | +0.77 | 15.3% | 757 | 15.6% | -0.23 | 1.46 | — | — | — |
| — | — | — | 8.40 | +0.75 | 14.9% | 758 | 15.4% | -0.26 | 1.68 | — | — | — |
| — | — | — | 7.78 | +0.71 | 15.4% | 759 | 15.3% | -0.29 | 1.92 | — | — | — |
| — | — | — | 7.05 | +0.68 | 15.2% | 760 | 15.1% | -0.32 | 2.18 | — | — | — |
| — | — | — | 6.35 | +0.65 | 15.0% | 761 | 14.9% | -0.35 | 2.48 | — | — | — |
| — | — | — | 5.66 | +0.61 | 14.8% | 762 | 14.8% | -0.39 | 2.83 | — | — | — |
| — | — | — | 5.02 | +0.57 | 14.6% | 763 | 14.6% | -0.43 | 3.19 | — | — | — |
| — | — | — | 4.45 | +0.54 | 14.5% | 764 | 14.5% | -0.46 | 3.61 | — | — | — |
| — | — | — | 3.86 | +0.50 | 14.2% | 765 | 14.3% | -0.50 | 4.05 | — | — | — |
| — | — | — | 3.35 | +0.46 | 14.1% | 766 | 14.2% | -0.54 | 4.54 | — | — | — |
| — | — | — | 2.91 | +0.41 | 14.1% | 767 | 14.1% | -0.58 | 5.09 | — | — | — |
| — | — | — | 2.46 | +0.37 | 13.8% | 768 | 14.1% | -0.62 | 5.69 | — | — | — |
| — | — | — | 2.09 | +0.33 | 13.8% | 769 | 13.9% | -0.66 | 6.28 | — | — | — |
| — | — | — | 1.74 | +0.29 | 13.6% | 770 | 14.0% | -0.70 | 7.00 | — | — | — |
| — | — | — | 1.46 | +0.26 | 13.6% | 771 | 14.4% | -0.73 | 7.82 | — | — | — |
| — | — | — | 1.21 | +0.23 | 13.5% | 772 | 14.6% | -0.76 | 8.60 | — | — | — |
| — | — | — | 0.99 | +0.19 | 13.4% | 773 | 14.8% | -0.78 | 9.42 | — | — | — |
| — | — | — | 0.81 | +0.17 | 13.4% | 774 | 15.0% | -0.81 | 10.25 | — | — | — |
| — | — | — | 0.66 | +0.14 | 13.4% | 775 | 15.0% | -0.83 | 11.09 | — | — | — |
| — | — | — | 0.53 | +0.12 | 13.4% | 776 | 15.8% | -0.84 | 12.06 | — | — | — |
| — | — | — | 0.43 | +0.10 | 13.4% | 777 | 15.7% | -0.86 | 12.90 | — | — | — |
| — | — | — | 0.35 | +0.08 | 13.5% | 778 | 16.2% | -0.88 | 13.85 | — | — | — |
| — | — | — | 0.28 | +0.07 | 13.5% | 779 | 17.0% | -0.88 | 14.84 | — | — | — |
| — | — | — | 0.22 | +0.06 | 13.5% | 780 | 18.1% | -0.88 | 15.88 | — | — | — |
| — | — | — | 0.09 | +0.02 | 14.5% | 785 | 20.6% | -0.92 | 20.70 | — | — | — |
| — | — | — | 0.06 | +0.01 | 16.4% | 790 | 25.1% | -0.92 | 25.78 | — | — | — |
| — | — | — | — | — | — | 795 | — | — | — | — | — | — |
| — | — | — | 0.03 | +0.01 | 20.0% | 800 | 32.3% | -0.94 | 35.78 | — | — | — |
| — | — | — | 0.03 | +0.01 | 22.4% | 805 | 35.7% | -0.94 | 40.78 | — | — | — |
| — | — | — | 0.02 | +0.00 | 26.0% | 815 | 40.6% | -0.96 | 50.66 | — | — | — |
| — | — | — | 0.02 | +0.00 | 28.2% | 820 | 45.6% | -0.95 | 55.78 | — | — | — |
| — | — | — | — | — | — | 825 | — | — | — | — | — | — |
| — | — | — | 0.02 | +0.00 | 32.6% | 830 | 51.8% | -0.96 | 65.78 | — | — | — |
| — | — | — | — | — | — | 835 | — | — | — | — | — | — |
| — | — | — | 0.02 | +0.00 | 36.9% | 840 | 54.9% | -0.97 | 75.62 | — | — | — |
| — | — | — | — | — | — | 845 | — | — | — | — | — | — |
| — | — | — | 0.02 | +0.00 | 43.1% | 855 | 63.3% | -0.97 | 90.62 | — | — | — |
| — | — | — | — | — | — | 865 | 71.6% | -0.97 | 100.75 | — | — | — |
| — | — | — | — | — | — | 875 | 76.8% | -0.97 | 110.74 | — | — | — |
| — | — | — | — | — | — | 890 | 85.7% | -0.97 | 125.78 | — | — | — |
| — | — | — | — | — | — | 900 | 86.8% | -0.98 | 135.62 | — | — | — |
| — | — | — | — | — | — | 915 | 98.5% | -0.98 | 150.78 | — | — | — |
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.