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 | |
| — | — | — | 21.78 | +0.96 | 87.9% | 90 | 81.3% | -0.03 | 0.18 | — | — | — |
| — | — | — | 20.80 | +0.95 | 85.4% | 91 | 78.5% | -0.04 | 0.19 | — | — | — |
| — | — | — | 19.90 | +0.94 | 87.1% | 92 | 69.1% | -0.03 | 0.12 | — | — | — |
| — | — | — | 18.93 | +0.93 | 84.7% | 93 | 68.4% | -0.03 | 0.15 | — | — | — |
| — | — | — | 17.90 | +0.93 | 79.3% | 94 | 75.3% | -0.06 | 0.31 | — | — | — |
| — | — | — | 16.88 | +0.93 | 74.5% | 95 | 67.7% | -0.05 | 0.24 | — | — | — |
| — | — | — | 15.98 | +0.92 | 75.0% | 96 | 70.7% | -0.07 | 0.37 | — | — | — |
| — | — | — | 15.10 | +0.90 | 75.5% | 97 | 66.8% | -0.07 | 0.37 | — | — | — |
| — | — | — | 14.18 | +0.89 | 74.0% | 98 | 63.9% | -0.08 | 0.39 | — | — | — |
| — | — | — | 13.25 | +0.88 | 71.9% | 99 | 66.5% | -0.10 | 0.57 | — | — | — |
| — | — | — | 12.38 | +0.86 | 71.2% | 100 | 65.2% | -0.12 | 0.66 | — | — | — |
| — | — | — | 11.43 | +0.85 | 68.1% | 101 | 71.6% | -0.16 | 1.06 | — | — | — |
| — | — | — | 10.55 | +0.83 | 66.4% | 102 | 74.0% | -0.19 | 1.37 | — | — | — |
| — | — | — | 9.75 | +0.80 | 66.2% | 103 | 60.3% | -0.18 | 0.98 | — | — | — |
| — | — | — | 9.03 | +0.77 | 67.0% | 104 | 62.5% | -0.21 | 1.30 | — | — | — |
| — | — | — | 8.18 | +0.75 | 64.7% | 105 | 64.0% | -0.25 | 1.63 | — | — | — |
| — | — | — | 7.53 | +0.72 | 65.7% | 106 | 63.0% | -0.28 | 1.87 | — | — | — |
| — | — | — | 6.83 | +0.68 | 65.0% | 107 | 54.5% | -0.29 | 1.71 | — | — | — |
| — | — | — | 6.18 | +0.65 | 64.7% | 108 | 61.6% | -0.35 | 2.48 | — | — | — |
| — | — | — | 5.53 | +0.61 | 63.8% | 109 | 60.0% | -0.38 | 2.78 | — | — | — |
| — | — | — | 5.43 | +0.57 | 70.9% | 110 | 59.6% | -0.42 | 3.19 | — | — | — |
| — | — | — | 4.45 | +0.54 | 63.8% | 111 | 65.5% | -0.46 | 4.05 | — | — | — |
| — | — | — | 3.65 | +0.50 | 59.0% | 112 | 59.0% | -0.50 | 4.14 | — | — | — |
| — | — | — | 3.60 | +0.46 | 64.9% | 113 | 65.9% | -0.53 | 5.15 | — | — | — |
| — | — | — | 2.65 | +0.41 | 56.5% | 114 | 58.3% | -0.58 | 5.25 | — | — | — |
| — | — | — | 2.52 | +0.38 | 60.2% | 115 | 61.7% | -0.61 | 6.10 | — | — | — |
| — | — | — | 2.33 | +0.35 | 62.5% | 116 | 58.1% | -0.66 | 6.55 | — | — | — |
| — | — | — | 2.52 | +0.34 | 70.7% | 117 | 57.9% | -0.70 | 7.25 | — | — | — |
| — | — | — | 1.68 | +0.28 | 61.1% | 118 | 55.8% | -0.74 | 7.88 | — | — | — |
| — | — | — | 1.30 | +0.24 | 58.4% | 119 | 62.0% | -0.75 | 8.98 | — | — | — |
| — | — | — | 1.17 | +0.22 | 59.8% | 120 | 61.7% | -0.78 | 9.75 | — | — | — |
| — | — | — | 0.92 | +0.18 | 58.2% | 121 | 55.6% | -0.83 | 10.30 | — | — | — |
| — | — | — | 1.00 | +0.18 | 63.7% | 122 | 56.2% | -0.85 | 11.18 | — | — | — |
| — | — | — | 1.00 | +0.17 | 67.3% | 123 | 55.3% | -0.88 | 12.03 | — | — | — |
| — | — | — | 1.07 | +0.17 | 72.4% | 124 | 54.2% | -0.90 | 12.90 | — | — | — |
| — | — | — | 0.45 | +0.10 | 58.6% | 125 | 56.5% | -0.91 | 13.88 | — | — | — |
| — | — | — | 0.38 | +0.09 | 59.0% | 126 | 45.5% | -0.96 | 14.60 | — | — | — |
| — | — | — | 0.43 | +0.09 | 63.7% | 127 | 58.9% | -0.93 | 15.80 | — | — | — |
| — | — | — | 0.52 | +0.10 | 69.7% | 128 | 58.3% | -0.94 | 16.73 | — | — | — |
| — | — | — | 0.31 | +0.07 | 64.2% | 129 | 54.8% | -0.96 | 17.63 | — | — | — |
| — | — | — | 0.19 | +0.05 | 60.4% | 130 | 54.8% | -0.97 | 18.60 | — | — | — |
| — | — | — | 0.40 | +0.08 | 73.4% | 131 | 77.0% | -0.91 | 19.98 | — | — | — |
| — | — | — | 0.94 | +0.13 | 94.5% | 132 | 63.1% | -0.96 | 20.65 | — | — | — |
| — | — | — | 0.31 | +0.06 | 74.3% | 133 | 52.8% | -0.99 | 21.53 | — | — | — |
| — | — | — | 0.37 | +0.07 | 79.7% | 134 | — | — | 22.40 | — | — | — |
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.