Spot 652.51
· 246 contratti su 5 scadenze
· fonte storico
· catturata 02/10 06:44 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 | |
| — | — | — | 123.20 | — | — | 530 | — | |||||
| — | — | — | 113.35 | — | — | 540 | — | |||||
| — | — | — | 93.60 | — | — | 560 | — | |||||
| — | — | — | 83.80 | +0.99 | 42.5% | 570 | — | |||||
| — | — | — | 73.95 | +0.98 | 41.1% | 580 | 41.1% | -0.02 | 0.35 | — | — | — |
| — | — | — | 69.10 | +0.97 | 41.0% | 585 | 58.2% | -0.09 | 2.50 | — | — | — |
| — | — | — | 64.25 | +0.96 | 40.3% | 590 | 47.0% | -0.07 | 1.35 | — | — | — |
| — | — | — | 54.35 | +0.95 | 35.8% | 600 | 38.1% | -0.06 | 1.00 | — | — | — |
| — | — | — | 49.55 | +0.94 | 34.8% | 605 | 40.5% | -0.09 | 1.75 | — | — | — |
| — | — | — | 45.70 | +0.89 | 39.2% | 610 | 33.7% | -0.08 | 1.20 | — | — | — |
| — | — | — | 40.40 | +0.89 | 34.2% | 615 | 35.3% | -0.12 | 2.00 | — | — | — |
| — | — | — | 35.70 | +0.87 | 32.4% | 620 | 34.5% | -0.15 | 2.55 | — | — | — |
| — | — | — | 31.35 | +0.84 | 31.8% | 625 | 31.2% | -0.16 | 2.60 | — | — | — |
| — | — | — | 27.10 | +0.80 | 30.9% | 630 | 32.7% | -0.22 | 4.00 | — | — | — |
| — | — | — | 25.25 | +0.77 | 31.1% | 632.5 | 32.3% | -0.24 | 4.50 | — | — | — |
| — | — | — | 23.30 | +0.74 | 30.8% | 635 | 30.5% | -0.25 | 4.60 | — | — | — |
| — | — | — | 21.50 | +0.72 | 30.8% | 637.5 | 31.1% | -0.29 | 5.50 | — | — | — |
| — | — | — | 20.65 | +0.67 | 33.3% | 640 | 34.4% | -0.33 | 7.45 | — | — | — |
| — | — | — | 17.40 | +0.62 | 33.0% | 645 | 32.1% | -0.38 | 8.50 | — | — | — |
| — | — | — | 16.40 | +0.58 | 34.2% | 647.5 | 31.8% | -0.41 | 9.40 | — | — | — |
| — | — | — | 15.05 | +0.55 | 34.2% | 650 | 32.0% | -0.44 | 10.60 | — | — | — |
| — | — | — | 12.80 | +0.52 | 31.7% | 652.5 | 31.7% | -0.48 | 11.70 | — | — | — |
| — | — | — | 12.05 | +0.49 | 33.0% | 655 | 32.4% | -0.51 | 13.25 | — | — | — |
| — | — | — | 10.05 | +0.46 | 30.7% | 657.5 | 30.5% | -0.54 | 13.85 | — | — | — |
| — | — | — | 10.40 | +0.43 | 34.4% | 660 | 28.9% | -0.58 | 14.70 | — | — | — |
| — | — | — | 8.30 | +0.39 | 31.5% | 662.5 | 31.2% | -0.61 | 17.10 | — | — | — |
| — | — | — | 7.05 | +0.36 | 30.5% | 665 | 32.2% | -0.63 | 19.05 | — | — | — |
| — | — | — | 6.40 | +0.33 | 31.0% | 667.5 | 28.7% | -0.68 | 19.50 | — | — | — |
| — | — | — | 6.45 | +0.32 | 33.4% | 670 | 29.7% | -0.71 | 21.60 | — | — | — |
| — | — | — | 5.80 | +0.29 | 33.6% | 672.5 | 30.7% | -0.73 | 23.75 | — | — | — |
| — | — | — | 5.35 | +0.27 | 34.2% | 675 | 29.5% | -0.76 | 25.30 | — | — | — |
| — | — | — | 4.60 | +0.24 | 33.7% | 677.5 | 30.9% | -0.78 | 27.65 | — | — | — |
| — | — | — | 3.10 | +0.19 | 30.3% | 680 | 30.9% | -0.80 | 29.65 | — | — | — |
| — | — | — | 3.75 | +0.21 | 34.4% | 682.5 | 32.4% | -0.81 | 32.10 | — | — | — |
| — | — | — | 3.95 | +0.20 | 36.9% | 685 | 31.8% | -0.83 | 34.05 | — | — | — |
| — | — | — | 3.10 | +0.17 | 35.3% | 687.5 | 31.4% | -0.86 | 36.10 | — | — | — |
| — | — | — | 2.50 | +0.15 | 34.3% | 690 | 32.2% | -0.87 | 38.45 | — | — | — |
| — | — | — | 2.50 | +0.14 | 35.8% | 692.5 | 33.2% | -0.88 | 40.85 | — | — | — |
| — | — | — | 3.75 | +0.17 | 42.7% | 695 | 33.3% | -0.89 | 43.10 | — | — | — |
| — | — | — | 3.65 | +0.16 | 45.4% | 700 | 34.6% | -0.91 | 47.85 | — | — | — |
| — | — | — | 1.65 | +0.10 | 38.5% | 705 | 35.5% | -0.92 | 52.60 | — | — | — |
| — | — | — | 2.50 | +0.12 | 45.9% | 710 | 36.9% | -0.93 | 57.45 | — | — | — |
| — | — | — | 2.50 | +0.11 | 48.6% | 715 | 38.4% | -0.94 | 62.35 | — | — | — |
| — | — | — | 2.50 | +0.11 | 51.3% | 720 | 40.3% | -0.94 | 67.30 | — | — | — |
| — | — | — | 1.55 | +0.08 | 47.8% | 725 | 43.4% | -0.94 | 72.40 | — | — | — |
| — | — | — | 1.35 | +0.07 | 48.7% | 730 | 39.4% | -0.97 | 76.85 | — | — | — |
| — | — | — | 2.50 | +0.09 | 61.4% | 740 | 45.5% | -0.96 | 87.00 | — | — | — |
| — | — | — | 0.40 | +0.03 | 44.4% | 745 | 48.8% | -0.96 | 92.10 | — | — | — |
| — | — | — | 0.85 | +0.04 | 54.7% | 755 | 56.4% | -0.95 | 102.40 | — | — | — |
| — | — | — | 0.80 | +0.04 | 58.0% | 765 | 59.3% | -0.96 | 112.30 | — | — | — |
| — | — | — | 0.80 | +0.04 | 60.0% | 770 | 61.2% | -0.96 | 117.30 | — | — | — |
| — | 780 | 65.1% | -0.96 | 127.30 | — | — | — | |||||
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.