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 | |
| — | — | — | — | — | — | 620 | — | — | — | — | — | — |
| — | — | — | — | — | — | 650 | — | — | — | — | — | — |
| — | — | — | — | — | — | 680 | — | — | — | — | — | — |
| — | — | — | — | — | — | 700 | — | — | — | — | — | — |
| — | — | — | — | — | — | 720 | — | — | — | — | — | — |
| — | — | — | — | — | — | 740 | — | — | — | — | — | — |
| — | — | — | 43.15 | +0.63 | 15.8% | 754 | 15.8% | -0.37 | 21.20 | — | — | — |
| — | — | — | 42.56 | +0.63 | 15.8% | 755 | 15.8% | -0.37 | 21.47 | — | — | — |
| — | — | — | 41.87 | +0.62 | 15.8% | 756 | 15.7% | -0.38 | 21.80 | — | — | — |
| — | — | — | 41.22 | +0.62 | 15.7% | 757 | 15.6% | -0.38 | 22.10 | — | — | — |
| — | — | — | 40.48 | +0.61 | 15.6% | 758 | 15.6% | -0.39 | 22.42 | — | — | — |
| — | — | — | 39.78 | +0.61 | 15.6% | 759 | 15.5% | -0.39 | 22.74 | — | — | — |
| — | — | — | 39.06 | +0.60 | 15.5% | 760 | 15.5% | -0.40 | 23.05 | — | — | — |
| — | — | — | 38.42 | +0.60 | 15.4% | 761 | 15.4% | -0.40 | 23.40 | — | — | — |
| — | — | — | 37.75 | +0.59 | 15.4% | 762 | 15.4% | -0.41 | 23.73 | — | — | — |
| — | — | — | 37.09 | +0.59 | 15.3% | 763 | 15.3% | -0.41 | 24.07 | — | — | — |
| — | — | — | 36.39 | +0.58 | 15.3% | 764 | 15.3% | -0.42 | 24.42 | — | — | — |
| — | — | — | 35.53 | +0.58 | 15.1% | 765 | 15.2% | -0.42 | 24.78 | — | — | — |
| — | — | — | 35.12 | +0.57 | 15.2% | 766 | 15.2% | -0.43 | 25.14 | — | — | — |
| — | — | — | 34.47 | +0.57 | 15.1% | 767 | 15.1% | -0.43 | 25.51 | — | — | — |
| — | — | — | 33.84 | +0.56 | 15.0% | 768 | 15.1% | -0.44 | 25.90 | — | — | — |
| — | — | — | 33.20 | +0.56 | 15.0% | 769 | 15.0% | -0.44 | 26.27 | — | — | — |
| — | — | — | 32.56 | +0.55 | 14.9% | 770 | 15.0% | -0.45 | 26.66 | — | — | — |
| — | — | — | 31.95 | +0.55 | 14.9% | 771 | 14.9% | -0.45 | 27.06 | — | — | — |
| — | — | — | 31.16 | +0.54 | 14.7% | 772 | 14.9% | -0.46 | 27.45 | — | — | — |
| — | — | — | 30.80 | +0.54 | 14.8% | 773 | 14.8% | -0.46 | 27.86 | — | — | — |
| — | — | — | 30.19 | +0.53 | 14.7% | 774 | 14.8% | -0.47 | 28.28 | — | — | — |
| — | — | — | — | — | — | 775 | — | — | — | — | — | — |
| — | — | — | — | — | — | 790 | — | — | — | — | — | — |
| — | — | — | — | — | — | 810 | — | — | — | — | — | — |
| — | — | — | — | — | — | 830 | — | — | — | — | — | — |
| — | — | — | — | — | — | 850 | — | — | — | — | — | — |
| — | — | — | — | — | — | 880 | — | — | — | — | — | — |
| — | — | — | — | — | — | 910 | — | — | — | — | — | — |
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.