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 | |
| — | — | — | 125.70 | — | — | 530 | 41.6% | -0.03 | 0.95 | — | — | — |
| — | — | — | 115.90 | +0.99 | 27.8% | 540 | 39.9% | -0.04 | 1.15 | — | — | — |
| — | — | — | 97.50 | +0.94 | 36.6% | 560 | 45.6% | -0.10 | 4.10 | — | — | — |
| — | — | — | 88.90 | +0.91 | 38.6% | 570 | 43.0% | -0.11 | 4.55 | — | — | — |
| — | — | — | 79.80 | +0.89 | 37.6% | 580 | 37.9% | -0.11 | 4.10 | — | — | — |
| — | — | — | 71.30 | +0.85 | 37.6% | 590 | 37.2% | -0.14 | 5.35 | — | — | — |
| — | — | — | 63.30 | +0.81 | 37.7% | 600 | 42.0% | -0.21 | 9.70 | — | — | — |
| — | — | — | 55.30 | +0.77 | 37.0% | 610 | 39.5% | -0.24 | 10.95 | — | — | — |
| — | — | — | 48.10 | +0.72 | 36.9% | 620 | 39.8% | -0.29 | 14.15 | — | — | — |
| — | — | — | 42.55 | +0.66 | 38.4% | 630 | 38.3% | -0.34 | 16.65 | — | — | — |
| — | — | — | 35.65 | +0.61 | 37.1% | 640 | 38.5% | -0.39 | 20.85 | — | — | — |
| — | — | — | 30.90 | +0.55 | 38.0% | 650 | 38.0% | -0.45 | 25.10 | — | — | — |
| — | — | — | 25.10 | +0.50 | 36.7% | 660 | 38.6% | -0.50 | 30.70 | — | — | — |
| — | — | — | 21.10 | +0.44 | 37.1% | 670 | 37.7% | -0.56 | 35.75 | — | — | — |
| — | — | — | 17.30 | +0.38 | 37.0% | 680 | 38.4% | -0.61 | 42.55 | — | — | — |
| — | — | — | 14.30 | +0.33 | 37.2% | 690 | 38.6% | -0.66 | 49.40 | — | — | — |
| — | — | — | 11.80 | +0.29 | 37.6% | 700 | 39.1% | -0.70 | 56.95 | — | — | — |
| — | — | — | 9.45 | +0.24 | 37.5% | 710 | 38.6% | -0.75 | 64.30 | — | — | — |
| — | — | — | 8.20 | +0.21 | 38.8% | 720 | 39.5% | -0.78 | 72.80 | — | — | — |
| — | — | — | 6.65 | +0.18 | 39.0% | 730 | 39.1% | -0.82 | 80.90 | — | — | — |
| — | — | — | 5.80 | +0.16 | 40.2% | 740 | 39.6% | -0.85 | 89.70 | — | — | — |
| — | — | — | 4.00 | +0.11 | 43.8% | 770 | 42.6% | -0.90 | 117.80 | — | — | — |
| — | — | — | 3.90 | +0.10 | 46.0% | 780 | 43.8% | -0.91 | 127.40 | — | — | — |
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.