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 | |
| — | — | — | 22.00 | +0.95 | 66.0% | 90 | 57.1% | -0.03 | 0.14 | — | — | — |
| — | — | — | 19.52 | +0.95 | 59.9% | 92.5 | 62.6% | -0.06 | 0.39 | — | — | — |
| — | — | — | 18.08 | +0.94 | 58.0% | 94 | 61.7% | -0.07 | 0.49 | — | — | — |
| — | — | — | 17.20 | +0.92 | 59.0% | 95 | 59.3% | -0.08 | 0.51 | — | — | — |
| — | — | — | 16.35 | +0.90 | 60.2% | 96 | 60.4% | -0.10 | 0.66 | — | — | — |
| — | — | — | 15.55 | +0.88 | 61.8% | 97 | 55.8% | -0.10 | 0.60 | — | — | — |
| — | — | — | 14.98 | +0.89 | 58.7% | 97.5 | 57.5% | -0.11 | 0.73 | — | — | — |
| — | — | — | 14.55 | +0.88 | 58.6% | 98 | 60.3% | -0.13 | 0.93 | — | — | — |
| — | — | — | 13.65 | +0.86 | 57.4% | 99 | 57.8% | -0.14 | 0.97 | — | — | — |
| — | — | — | 12.83 | +0.84 | 57.5% | 100 | 57.9% | -0.16 | 1.15 | — | — | — |
| — | — | — | 12.00 | +0.82 | 57.0% | 101 | 48.7% | -0.14 | 0.84 | — | — | — |
| — | — | — | 11.20 | +0.80 | 56.7% | 102 | 56.1% | -0.20 | 1.46 | — | — | — |
| — | — | — | 10.43 | +0.78 | 56.5% | 103 | 53.5% | -0.21 | 1.53 | — | — | — |
| — | — | — | 9.70 | +0.75 | 56.5% | 104 | 57.7% | -0.25 | 2.09 | — | — | — |
| — | — | — | 8.95 | +0.73 | 55.8% | 105 | 53.4% | -0.27 | 2.07 | — | — | — |
| — | — | — | 8.28 | +0.70 | 55.9% | 106 | 54.8% | -0.30 | 2.50 | — | — | — |
| — | — | — | 7.50 | +0.67 | 54.2% | 107 | 53.9% | -0.33 | 2.78 | — | — | — |
| — | — | — | 6.50 | +0.65 | 49.6% | 108 | 58.8% | -0.37 | 3.58 | — | — | — |
| — | — | — | 6.65 | +0.61 | 58.2% | 109 | 54.6% | -0.39 | 3.64 | — | — | — |
| — | — | — | 5.83 | +0.58 | 55.1% | 110 | 53.4% | -0.42 | 3.98 | — | — | — |
| — | — | — | 5.30 | +0.54 | 54.9% | 111 | 47.4% | -0.45 | 3.93 | — | — | — |
| — | — | — | 4.70 | +0.51 | 53.6% | 112 | 53.6% | -0.49 | 5.00 | — | — | — |
| — | — | — | 4.65 | +0.48 | 58.1% | 113 | 53.4% | -0.52 | 5.53 | — | — | — |
| — | — | — | 3.92 | +0.45 | 54.7% | 114 | 53.1% | -0.55 | 6.08 | — | — | — |
| — | — | — | 3.60 | +0.42 | 55.5% | 115 | 55.8% | -0.58 | 6.93 | — | — | — |
| — | — | — | 3.20 | +0.39 | 55.0% | 116 | 58.2% | -0.60 | 7.78 | — | — | — |
| — | — | — | 2.79 | +0.36 | 54.1% | 117 | 52.4% | -0.65 | 7.95 | — | — | — |
| — | — | — | 2.85 | +0.34 | 58.5% | 118 | 52.4% | -0.68 | 8.65 | — | — | — |
| — | — | — | 2.53 | +0.32 | 58.1% | 119 | 52.0% | -0.71 | 9.35 | — | — | — |
| — | — | — | 1.91 | +0.27 | 53.4% | 120 | 53.7% | -0.73 | 10.23 | — | — | — |
| — | — | — | 1.72 | +0.25 | 53.9% | 121 | 51.3% | -0.76 | 10.83 | — | — | — |
| — | — | — | 0.93 | +0.16 | 52.4% | 125 | 51.4% | -0.85 | 14.18 | — | — | — |
| — | — | — | 0.53 | +0.10 | 54.8% | 130 | 56.1% | -0.90 | 18.88 | — | — | — |
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.