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 | |
| — | 71.90 | 75.30 | 73.60 | — | — | 305 | — | — | 1.18 | 0.55 | 1.80 | — |
| — | 62.40 | 66.10 | 64.25 | — | — | 315 | — | — | 1.48 | 0.80 | 2.15 | — |
| — | 53.40 | 56.70 | 55.05 | — | — | 325 | — | — | 1.98 | 1.60 | 2.35 | — |
| — | 43.60 | 46.10 | 44.85 | — | — | 335 | — | — | 2.62 | 1.95 | 3.30 | — |
| — | 35.20 | 37.40 | 36.30 | — | — | 345 | — | — | 3.27 | 2.85 | 3.70 | — |
| — | 30.80 | 33.00 | 31.90 | — | — | 350 | — | — | 3.58 | 2.85 | 4.30 | — |
| — | 26.50 | 28.30 | 27.40 | — | — | 355 | — | — | 4.50 | 3.80 | 5.20 | — |
| — | 22.50 | 24.10 | 23.30 | — | — | 360 | — | — | 5.40 | 4.70 | 6.10 | — |
| — | 18.80 | 20.60 | 19.70 | — | — | 365 | — | — | 6.55 | 6.00 | 7.10 | — |
| — | 14.90 | 16.50 | 15.70 | — | — | 370 | — | — | 7.80 | 7.20 | 8.40 | — |
| — | 11.70 | 13.20 | 12.45 | +0.56 | 14.4% | 375 | 14.4% | -0.44 | 9.30 | 8.50 | 10.10 | — |
| — | 8.70 | 10.20 | 9.45 | — | — | 380 | — | — | 11.45 | 10.20 | 12.70 | — |
| — | 6.40 | 7.10 | 6.75 | — | — | 385 | — | — | 14.20 | 13.20 | 15.20 | — |
| — | 4.20 | 5.00 | 4.60 | — | — | 390 | — | — | 17.50 | 16.10 | 18.90 | — |
| — | 2.80 | 4.80 | 3.80 | — | — | 395 | — | — | 21.50 | 20.20 | 22.80 | — |
| — | 1.20 | 2.50 | 1.85 | — | — | 400 | — | — | 25.60 | 24.40 | 26.80 | 7 |
| — | 0.95 | 1.90 | 1.43 | +0.14 | 11.8% | 405 | 11.8% | -0.96 | 30.60 | 29.10 | 32.10 | — |
| — | 0.05 | 1.20 | 0.62 | +0.07 | 11.7% | 415 | 11.7% | -1.00 | 40.15 | 38.20 | 42.10 | — |
| — | — | 0.75 | — | +0.03 | 11.9% | 425 | 11.9% | -1.00 | 50.10 | 48.10 | 52.10 | — |
| — | — | 0.75 | — | +0.01 | 12.8% | 440 | 12.8% | -1.00 | 64.85 | 63.10 | 66.60 | — |
| — | — | 0.35 | — | +0.01 | 13.9% | 450 | 13.9% | -1.00 | 74.75 | 73.10 | 76.40 | — |
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.