Spot 82.88
· 246 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 06/09 16:02 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 | |
| — | 7.80 | 7.95 | 7.88 | — | — | 75 | — | — | — | — | 0.01 | — |
| — | 6.80 | 6.95 | 6.88 | — | — | 76 | — | — | — | — | 0.01 | — |
| — | 5.80 | 5.95 | 5.88 | — | — | 77 | — | — | — | — | 0.01 | — |
| — | 5.30 | 5.45 | 5.38 | — | — | 77.5 | — | — | — | — | 0.01 | — |
| — | 4.80 | 4.95 | 4.88 | — | — | 78 | — | — | — | — | 0.01 | — |
| — | 4.30 | 4.45 | 4.38 | — | — | 78.5 | — | — | — | — | 0.01 | — |
| — | 3.80 | 3.95 | 3.88 | — | — | 79 | — | — | — | — | 0.01 | — |
| — | 3.30 | 3.45 | 3.38 | — | — | 79.5 | — | — | — | — | 0.01 | — |
| — | 2.81 | 2.93 | 2.87 | — | — | 80 | — | — | 0.01 | 0.01 | 0.02 | — |
| — | 2.32 | 2.42 | 2.37 | — | — | 80.5 | — | — | 0.01 | 0.01 | 0.02 | — |
| — | 1.82 | 1.92 | 1.87 | — | — | 81 | — | — | 0.04 | 0.03 | 0.04 | — |
| — | 1.35 | 1.40 | 1.38 | — | — | 81.5 | — | — | 0.10 | 0.09 | 0.10 | — |
| — | 0.90 | 0.92 | 0.91 | — | — | 82 | — | — | 0.20 | 0.20 | 0.21 | — |
| — | 0.52 | 0.57 | 0.55 | — | — | 82.5 | — | — | 0.39 | 0.38 | 0.40 | — |
| — | 0.26 | 0.33 | 0.29 | — | — | 83 | — | — | 0.68 | 0.67 | 0.68 | — |
| — | 0.12 | 0.16 | 0.14 | — | — | 83.5 | — | — | 1.05 | 1.03 | 1.08 | — |
| — | 0.06 | 0.07 | 0.07 | — | — | 84 | — | — | 1.50 | 1.45 | 1.54 | — |
| — | 0.03 | 0.04 | 0.04 | — | — | 84.5 | — | — | 1.98 | 1.93 | 2.02 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 85 | — | — | 2.46 | 2.41 | 2.52 | — |
| — | 0.01 | 0.02 | 0.01 | — | — | 85.5 | — | — | 2.95 | 2.90 | 3.00 | — |
| — | — | 0.01 | — | — | — | 86 | — | — | 3.48 | 3.40 | 3.55 | — |
| — | — | 0.01 | — | — | — | 86.5 | — | — | 3.98 | 3.90 | 4.05 | — |
| — | — | 0.01 | — | — | — | 87 | — | — | 4.47 | 4.40 | 4.55 | — |
| — | — | 0.01 | — | — | — | 87.5 | — | — | 4.95 | 4.85 | 5.05 | — |
| — | — | 0.01 | — | — | — | 88 | — | — | 5.45 | 5.35 | 5.55 | — |
| — | — | 0.01 | — | — | — | 88.5 | — | — | 5.95 | 5.85 | 6.05 | — |
| — | — | 0.01 | — | — | — | 89 | — | — | 6.45 | 6.35 | 6.55 | — |
| — | — | 0.01 | — | — | — | 89.5 | — | — | 6.95 | 6.85 | 7.05 | — |
| — | — | 0.01 | — | — | — | 90 | — | — | 7.45 | 7.35 | 7.55 | — |
| — | — | 0.01 | — | — | — | 91 | — | — | 8.45 | 8.35 | 8.55 | — |
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.