Spot 111.78
· 242 contratti su 5 scadenze
· fonte storico
· catturata 06/10 07:58 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 | |
| — | — | — | 22.65 | +0.93 | 55.7% | 90 | 55.0% | -0.07 | 0.55 | — | — | — |
| — | — | — | 19.60 | +0.93 | 48.0% | 93 | 57.1% | -0.11 | 1.00 | — | — | — |
| — | — | — | 19.38 | +0.87 | 59.6% | 94 | 56.7% | -0.12 | 1.12 | — | — | — |
| — | — | — | 18.25 | +0.87 | 55.1% | 95 | 57.5% | -0.14 | 1.34 | — | — | — |
| — | — | — | 17.58 | +0.85 | 57.3% | 96 | 57.6% | -0.15 | 1.53 | — | — | — |
| — | — | — | 16.80 | +0.83 | 57.6% | 97 | 55.9% | -0.16 | 1.60 | — | — | — |
| — | — | — | 15.80 | +0.83 | 54.9% | 98 | 58.9% | -0.19 | 2.06 | — | — | — |
| — | — | — | 14.95 | +0.81 | 54.1% | 99 | 59.6% | -0.21 | 2.36 | — | — | — |
| — | — | — | 14.28 | +0.79 | 55.1% | 100 | 59.5% | -0.22 | 2.62 | — | — | — |
| — | — | — | 13.08 | +0.79 | 50.1% | 101 | 57.5% | -0.23 | 2.71 | — | — | — |
| — | — | — | 12.80 | +0.75 | 54.7% | 102 | 57.5% | -0.25 | 3.01 | — | — | — |
| — | — | — | 12.10 | +0.73 | 54.6% | 103 | 56.8% | -0.27 | 3.26 | — | — | — |
| — | — | — | 11.68 | +0.71 | 57.0% | 104 | 54.9% | -0.29 | 3.39 | — | — | — |
| — | — | — | 10.80 | +0.69 | 54.8% | 105 | 54.8% | -0.31 | 3.73 | — | — | — |
| — | — | — | 10.18 | +0.67 | 54.8% | 106 | 54.7% | -0.33 | 4.10 | — | — | — |
| — | — | — | 9.55 | +0.65 | 54.6% | 107 | 58.6% | -0.36 | 4.95 | — | — | — |
| — | — | — | 8.95 | +0.62 | 54.4% | 108 | 54.5% | -0.38 | 4.90 | — | — | — |
| — | — | — | 8.40 | +0.60 | 54.4% | 109 | 54.4% | -0.40 | 5.33 | — | — | — |
| — | — | — | 7.85 | +0.58 | 54.2% | 110 | 52.0% | -0.42 | 5.50 | — | — | — |
| — | — | — | 7.40 | +0.56 | 54.7% | 111 | 58.3% | -0.44 | 6.78 | — | — | — |
| — | — | — | 6.85 | +0.53 | 54.1% | 112 | 54.1% | -0.47 | 6.78 | — | — | — |
| — | — | — | 6.35 | +0.51 | 53.8% | 113 | 54.0% | -0.49 | 7.30 | — | — | — |
| — | — | — | 5.65 | +0.48 | 51.7% | 114 | — | |||||
| — | 115 | 53.8% | -0.54 | 8.43 | — | — | — | |||||
| — | — | — | 5.05 | +0.44 | 53.4% | 116 | 53.5% | -0.56 | 9.00 | — | — | — |
| — | — | — | 4.33 | +0.41 | 50.5% | 117 | 53.9% | -0.58 | 9.68 | — | — | — |
| — | — | — | 4.50 | +0.40 | 54.7% | 118 | 53.7% | -0.60 | 10.30 | — | — | — |
| — | — | — | 3.97 | +0.37 | 53.1% | 119 | 53.3% | -0.63 | 10.93 | — | — | — |
| — | — | — | 3.86 | +0.36 | 54.8% | 120 | 53.4% | -0.65 | 11.63 | — | — | — |
| — | — | — | 3.33 | +0.33 | 52.7% | 121 | 53.0% | -0.67 | 12.30 | — | — | — |
| — | — | — | 3.08 | +0.31 | 52.8% | 122 | 55.3% | -0.68 | 13.28 | — | — | — |
| — | — | — | 2.82 | +0.29 | 52.8% | 123 | 52.8% | -0.71 | 13.75 | — | — | — |
| — | — | — | 2.58 | +0.27 | 52.7% | 124 | 52.9% | -0.73 | 14.53 | — | — | — |
| — | — | — | 2.73 | +0.27 | 56.3% | 125 | 52.1% | -0.75 | 15.23 | — | — | — |
| — | — | — | 2.22 | +0.24 | 53.3% | 126 | 55.3% | -0.75 | 16.35 | — | — | — |
| — | — | — | 1.24 | +0.16 | 49.5% | 130 | 55.2% | -0.81 | 19.63 | — | — | — |
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.