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 | |
| — | — | — | — | — | — | 615 | — | — | — | — | — | — |
| — | — | — | — | — | — | 645 | — | — | — | — | — | — |
| — | — | — | — | — | — | 675 | — | — | — | — | — | — |
| — | — | — | — | — | — | 700 | — | — | — | — | — | — |
| — | — | — | — | — | — | 720 | — | — | — | — | — | — |
| — | — | — | — | — | — | 740 | — | — | — | — | — | — |
| — | — | — | 31.16 | +0.63 | 15.4% | 754 | 15.3% | -0.37 | 14.44 | — | — | — |
| — | — | — | 30.47 | +0.63 | 15.3% | 755 | 15.2% | -0.37 | 14.70 | — | — | — |
| — | — | — | 29.73 | +0.62 | 15.2% | 756 | 15.1% | -0.38 | 15.03 | — | — | — |
| — | — | — | 29.02 | +0.61 | 15.1% | 757 | 15.0% | -0.39 | 15.32 | — | — | — |
| — | — | — | 28.51 | +0.61 | 15.2% | 758 | 14.9% | -0.39 | 15.63 | — | — | — |
| — | — | — | 27.63 | +0.60 | 14.9% | 759 | 14.9% | -0.40 | 15.94 | — | — | — |
| — | — | — | 26.93 | +0.59 | 14.9% | 760 | 14.8% | -0.41 | 16.25 | — | — | — |
| — | — | — | 26.20 | +0.59 | 14.7% | 761 | 14.7% | -0.41 | 16.60 | — | — | — |
| — | — | — | 25.73 | +0.58 | 14.8% | 762 | 14.6% | -0.42 | 16.95 | — | — | — |
| — | — | — | 24.88 | +0.57 | 14.6% | 763 | 14.6% | -0.43 | 17.30 | — | — | — |
| — | — | — | 24.22 | +0.56 | 14.5% | 764 | 14.5% | -0.44 | 17.64 | — | — | — |
| — | — | — | 23.66 | +0.56 | 14.5% | 765 | 14.4% | -0.44 | 18.02 | — | — | — |
| — | — | — | 23.06 | +0.55 | 14.4% | 766 | 14.4% | -0.45 | 18.40 | — | — | — |
| — | — | — | 22.42 | +0.54 | 14.3% | 767 | 14.3% | -0.46 | 18.78 | — | — | — |
| — | — | — | 21.79 | +0.53 | 14.3% | 768 | 14.2% | -0.47 | 19.16 | — | — | — |
| — | — | — | 21.19 | +0.53 | 14.2% | 769 | 14.2% | -0.47 | 19.58 | — | — | — |
| — | — | — | 20.60 | +0.52 | 14.1% | 770 | 14.1% | -0.48 | 19.99 | — | — | — |
| — | — | — | 20.00 | +0.51 | 14.0% | 771 | 14.0% | -0.49 | 20.42 | — | — | — |
| — | — | — | 19.43 | +0.50 | 14.0% | 772 | 14.0% | -0.50 | 20.86 | — | — | — |
| — | — | — | 18.85 | +0.49 | 13.9% | 773 | 13.9% | -0.51 | 21.31 | — | — | — |
| — | — | — | 18.29 | +0.49 | 13.8% | 774 | 13.9% | -0.51 | 21.77 | — | — | — |
| — | — | — | — | — | — | 775 | — | — | — | — | — | — |
| — | — | — | — | — | — | 790 | — | — | — | — | — | — |
| — | — | — | — | — | — | 810 | — | — | — | — | — | — |
| — | — | — | — | — | — | 830 | — | — | — | — | — | — |
| — | — | — | — | — | — | 855 | — | — | — | — | — | — |
| — | — | — | — | — | — | 885 | — | — | — | — | — | — |
| — | — | — | — | — | — | 915 | — | — | — | — | — | — |
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.