Spot 375.47
· 142 contratti su 3 scadenze
· fonte ibkr + storico
· catturata 23/09 05:48 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 | |
| — | 63.90 | 67.50 | 65.70 | — | — | 310 | — | — | 0.15 | 0.10 | 0.20 | — |
| — | 59.00 | 62.50 | 60.75 | — | — | 315 | — | — | — | — | 0.25 | — |
| — | 54.20 | 56.70 | 55.45 | — | — | 320 | — | — | 0.23 | 0.05 | 0.40 | — |
| — | 48.90 | 52.10 | 50.50 | — | — | 325 | — | — | 0.45 | 0.20 | 0.70 | — |
| — | 44.90 | 47.10 | 46.00 | — | — | 330 | — | — | 0.30 | 0.05 | 0.55 | — |
| — | 39.60 | 42.20 | 40.90 | — | — | 335 | — | — | 0.40 | 0.25 | 0.55 | — |
| — | 34.10 | 37.20 | 35.65 | — | — | 340 | — | — | 0.53 | 0.30 | 0.75 | — |
| — | 29.90 | 32.70 | 31.30 | — | — | 345 | — | — | 0.42 | 0.10 | 0.75 | — |
| — | 24.70 | 27.40 | 26.05 | — | — | 350 | — | — | 0.72 | 0.45 | 1.00 | — |
| — | 20.10 | 22.70 | 21.40 | — | — | 355 | — | — | 1.23 | 1.00 | 1.45 | — |
| — | 16.10 | 18.10 | 17.10 | — | — | 360 | — | — | 1.45 | 1.30 | 1.60 | — |
| — | 11.80 | 13.70 | 12.75 | — | — | 365 | — | — | 2.15 | 2.00 | 2.30 | — |
| — | 8.30 | 9.20 | 8.75 | — | — | 370 | — | — | 3.15 | 3.00 | 3.30 | — |
| — | 5.10 | 5.60 | 5.35 | +0.53 | 12.0% | 375 | 12.0% | -0.47 | 4.65 | 4.30 | 5.00 | — |
| — | 2.50 | 2.90 | 2.70 | — | — | 380 | — | — | 7.50 | 6.50 | 8.50 | — |
| — | 1.05 | 1.20 | 1.12 | — | — | 385 | — | — | 10.95 | 9.90 | 12.00 | — |
| — | 0.35 | 0.50 | 0.42 | — | — | 390 | — | — | 15.15 | 13.40 | 16.90 | — |
| 220 | 0.15 | 0.20 | 0.17 | — | — | 395 | — | — | 20.40 | 18.50 | 22.30 | — |
| — | 0.05 | 0.15 | 0.10 | — | — | 400 | — | — | 24.75 | 23.20 | 26.30 | — |
| — | — | 0.75 | — | — | — | 405 | — | — | 30.15 | 28.40 | 31.90 | 0 |
| 0 | — | 0.75 | — | — | — | 410 | — | — | 34.95 | 33.40 | 36.50 | 0 |
| 3 | — | 0.75 | — | — | — | 415 | — | — | 39.95 | 38.40 | 41.50 | 0 |
| 1 | — | 0.20 | — | — | — | 420 | — | — | 44.85 | 43.10 | 46.60 | 0 |
| — | — | 0.75 | — | — | — | 425 | — | — | 50.25 | 48.40 | 52.10 | — |
| — | — | 0.75 | — | — | — | 430 | — | — | 55.20 | 53.30 | 57.10 | — |
| — | — | 0.75 | — | — | — | 435 | — | — | 60.20 | 58.30 | 62.10 | — |
| — | — | 0.75 | — | — | — | 440 | — | — | 65.15 | 63.30 | 67.00 | — |
| — | — | 0.75 | — | — | — | 445 | — | — | 70.00 | 68.30 | 71.70 | — |
| — | — | 0.75 | — | — | — | 450 | — | — | 74.80 | 73.10 | 76.50 | — |
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.