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 | |
| — | — | — | 150.29 | — | — | 615 | 47.1% | -0.00 | 0.04 | — | — | — |
| — | — | — | 135.26 | — | — | 630 | 43.3% | -0.00 | 0.05 | — | — | — |
| — | — | — | 125.42 | — | — | 640 | 40.9% | -0.00 | 0.06 | — | — | — |
| — | — | — | 110.42 | — | — | 655 | 37.2% | -0.01 | 0.08 | — | — | — |
| — | — | — | 100.42 | — | — | 665 | 34.4% | -0.01 | 0.09 | — | — | — |
| — | — | — | 90.39 | — | — | 675 | 31.6% | -0.01 | 0.10 | — | — | — |
| — | — | — | 80.57 | +0.99 | 29.2% | 685 | 29.2% | -0.01 | 0.13 | — | — | — |
| — | — | — | 70.50 | +0.99 | 23.5% | 695 | 26.6% | -0.01 | 0.16 | — | — | — |
| — | — | — | 60.63 | +0.98 | 23.7% | 705 | 23.9% | -0.02 | 0.20 | — | — | — |
| — | — | — | 50.63 | +0.98 | 20.2% | 715 | 21.4% | -0.03 | 0.27 | — | — | — |
| — | — | — | 40.78 | +0.96 | 18.4% | 725 | 19.1% | -0.04 | 0.41 | — | — | — |
| — | — | — | 36.09 | +0.94 | 18.8% | 730 | 18.0% | -0.05 | 0.53 | — | — | — |
| — | — | — | 31.11 | +0.93 | 16.8% | 735 | 17.1% | -0.07 | 0.72 | — | — | — |
| — | — | — | 26.38 | +0.90 | 15.9% | 740 | 16.3% | -0.10 | 1.02 | — | — | — |
| — | — | — | 21.83 | +0.86 | 15.3% | 745 | 15.5% | -0.14 | 1.45 | — | — | — |
| — | — | — | 18.31 | +0.82 | 14.7% | 749 | 14.9% | -0.19 | 1.94 | — | — | — |
| — | — | — | 17.42 | +0.81 | 14.4% | 750 | 14.7% | -0.20 | 2.09 | — | — | — |
| — | — | — | 16.59 | +0.79 | 14.3% | 751 | 14.6% | -0.21 | 2.25 | — | — | — |
| — | — | — | 15.79 | +0.78 | 14.3% | 752 | 14.5% | -0.23 | 2.42 | — | — | — |
| — | — | — | 14.95 | +0.76 | 14.1% | 753 | 14.3% | -0.24 | 2.61 | — | — | — |
| — | — | — | 14.21 | +0.74 | 14.1% | 754 | 14.2% | -0.26 | 2.81 | — | — | — |
| — | — | — | 13.35 | +0.73 | 13.8% | 755 | 14.0% | -0.27 | 3.02 | — | — | — |
| — | — | — | 12.62 | +0.71 | 13.7% | 756 | 13.9% | -0.29 | 3.25 | — | — | — |
| — | — | — | 11.89 | +0.69 | 13.6% | 757 | 13.8% | -0.31 | 3.51 | — | — | — |
| — | — | — | 11.13 | +0.67 | 13.5% | 758 | 13.7% | -0.33 | 3.78 | — | — | — |
| — | — | — | 10.42 | +0.65 | 13.3% | 759 | 13.5% | -0.35 | 4.06 | — | — | — |
| — | — | — | 9.74 | +0.63 | 13.2% | 760 | 13.4% | -0.37 | 4.36 | — | — | — |
| — | — | — | 9.07 | +0.61 | 13.1% | 761 | 13.2% | -0.39 | 4.69 | — | — | — |
| — | — | — | 8.39 | +0.59 | 12.9% | 762 | 13.1% | -0.41 | 5.02 | — | — | — |
| — | — | — | 7.78 | +0.56 | 12.9% | 763 | 13.0% | -0.44 | 5.40 | — | — | — |
| — | — | — | 7.24 | +0.54 | 12.9% | 764 | 12.9% | -0.46 | 5.80 | — | — | — |
| — | — | — | 6.65 | +0.52 | 12.7% | 765 | 12.7% | -0.48 | 6.22 | — | — | — |
| — | — | — | 6.09 | +0.49 | 12.6% | 766 | 12.6% | -0.51 | 6.67 | — | — | — |
| — | — | — | 5.55 | +0.46 | 12.5% | 767 | 12.5% | -0.53 | 7.15 | — | — | — |
| — | — | — | 5.04 | +0.44 | 12.3% | 768 | 12.6% | -0.56 | 7.74 | — | — | — |
| — | — | — | 4.56 | +0.41 | 12.2% | 769 | 12.5% | -0.59 | 8.25 | — | — | — |
| — | — | — | 4.11 | +0.39 | 12.1% | 770 | 12.5% | -0.61 | 8.88 | — | — | — |
| — | — | — | 3.68 | +0.36 | 11.9% | 771 | 12.2% | -0.64 | 9.37 | — | — | — |
| — | — | — | 3.28 | +0.33 | 11.8% | 772 | 11.6% | -0.67 | 9.72 | — | — | — |
| — | — | — | 2.94 | +0.31 | 11.8% | 773 | 12.3% | -0.68 | 10.74 | — | — | — |
| — | — | — | 2.61 | +0.29 | 11.7% | 774 | 11.5% | -0.72 | 11.10 | — | — | — |
| — | — | — | 2.29 | +0.26 | 11.5% | 775 | 12.1% | -0.73 | 12.08 | — | — | — |
| — | — | — | 2.03 | +0.24 | 11.5% | 776 | 12.3% | -0.75 | 12.92 | — | — | — |
| — | — | — | 1.77 | +0.22 | 11.4% | 777 | 12.4% | -0.76 | 13.70 | — | — | — |
| — | — | — | 1.55 | +0.20 | 11.4% | 778 | 12.5% | -0.78 | 14.52 | — | — | — |
| — | — | — | 1.35 | +0.18 | 11.3% | 779 | 12.6% | -0.80 | 15.36 | — | — | — |
| — | — | — | 1.17 | +0.16 | 11.2% | 780 | 12.8% | -0.81 | 16.22 | — | — | — |
| — | — | — | 0.56 | +0.09 | 11.1% | 785 | 14.9% | -0.84 | 21.08 | — | — | — |
| — | — | — | 0.26 | +0.04 | 11.2% | 790 | 16.5% | -0.87 | 25.85 | — | — | — |
| — | — | — | — | — | — | 795 | — | — | — | — | — | — |
| — | — | — | 0.09 | +0.02 | 12.4% | 800 | 20.6% | -0.90 | 35.78 | — | — | — |
| — | — | — | 0.07 | +0.01 | 13.4% | 805 | 22.7% | -0.91 | 40.78 | — | — | — |
| — | — | — | 0.05 | +0.01 | 15.6% | 815 | 26.8% | -0.92 | 50.80 | — | — | — |
| — | — | — | 0.04 | +0.01 | 16.5% | 820 | 28.6% | -0.92 | 55.78 | — | — | — |
| — | — | — | — | — | — | 825 | — | — | — | — | — | — |
| — | — | — | 0.03 | +0.00 | 18.4% | 830 | 32.4% | -0.93 | 65.78 | — | — | — |
| — | — | — | — | — | — | 835 | — | — | — | — | — | — |
| — | — | — | 0.03 | +0.00 | 20.9% | 840 | 36.0% | -0.94 | 75.78 | — | — | — |
| — | — | — | — | — | — | 845 | — | — | — | — | — | — |
| — | — | — | 0.02 | +0.00 | 23.4% | 855 | 41.9% | -0.94 | 90.88 | — | — | — |
| — | — | — | 0.02 | +0.00 | 25.6% | 865 | 45.3% | -0.94 | 100.88 | — | — | — |
| — | — | — | 0.02 | +0.00 | 27.8% | 875 | 48.6% | -0.95 | 110.88 | — | — | — |
| — | — | — | 0.02 | +0.00 | 31.0% | 890 | 53.4% | -0.95 | 125.88 | — | — | — |
| — | — | — | 0.02 | +0.00 | 33.1% | 900 | 56.6% | -0.95 | 135.88 | — | — | — |
| — | — | — | — | — | — | 915 | 61.1% | -0.96 | 150.88 | — | — | — |
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.