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 | |
| — | 72.80 | 76.50 | 74.65 | +0.93 | 26.5% | 305 | 26.5% | -0.07 | 1.82 | 1.35 | 2.30 | — |
| — | 63.40 | 67.10 | 65.25 | +0.92 | 24.6% | 315 | 24.6% | -0.09 | 2.65 | 1.40 | 3.90 | — |
| — | 54.10 | 57.70 | 55.90 | +0.89 | 22.7% | 325 | 22.7% | -0.11 | 2.73 | 2.15 | 3.30 | — |
| — | 45.20 | 48.80 | 47.00 | +0.86 | 20.9% | 335 | 20.9% | -0.14 | 3.70 | 2.60 | 4.80 | — |
| — | 36.30 | 38.70 | 37.50 | +0.82 | 19.2% | 345 | 19.2% | -0.19 | 4.40 | 3.60 | 5.20 | — |
| — | 32.00 | 34.50 | 33.25 | +0.79 | 18.4% | 350 | 18.4% | -0.22 | 5.05 | 4.50 | 5.60 | — |
| — | 27.80 | 30.30 | 29.05 | +0.75 | 17.6% | 355 | 17.6% | -0.25 | 6.15 | 5.40 | 6.90 | — |
| — | 23.90 | 26.00 | 24.95 | +0.72 | 16.8% | 360 | 16.8% | -0.29 | 6.55 | 6.10 | 7.00 | — |
| — | 20.30 | 22.10 | 21.20 | +0.67 | 16.1% | 365 | 16.1% | -0.34 | 8.00 | 7.40 | 8.60 | — |
| — | 15.80 | 18.20 | 17.00 | +0.62 | 15.4% | 370 | 15.4% | -0.39 | 9.55 | 8.80 | 10.30 | — |
| — | 12.70 | 15.10 | 13.90 | +0.56 | 14.8% | 375 | 14.8% | -0.45 | 10.15 | 8.90 | 11.40 | — |
| — | 10.50 | 11.60 | 11.05 | +0.50 | 14.3% | 380 | 14.3% | -0.52 | 12.60 | 11.70 | 13.50 | — |
| — | 8.00 | 9.30 | 8.65 | +0.44 | 13.7% | 385 | 13.7% | -0.60 | 15.10 | 13.90 | 16.30 | — |
| — | 5.20 | 7.80 | 6.50 | +0.37 | 13.3% | 390 | 13.3% | -0.68 | 17.60 | 16.10 | 19.10 | — |
| — | 4.00 | 5.20 | 4.60 | +0.30 | 12.9% | 395 | 12.9% | -0.77 | 21.40 | 19.70 | 23.10 | — |
| — | 2.05 | 3.80 | 2.92 | +0.24 | 12.6% | 400 | 12.6% | -0.86 | 25.85 | 24.00 | 27.70 | — |
| 219 | 1.00 | 3.30 | 2.15 | +0.18 | 12.4% | 405 | 12.4% | -0.92 | 30.25 | 28.40 | 32.10 | 0 |
| — | 0.50 | 1.20 | 0.85 | +0.10 | 12.2% | 415 | 12.2% | -0.99 | 40.15 | 38.20 | 42.10 | — |
| — | — | 0.85 | — | +0.05 | 12.2% | 425 | 12.2% | -1.00 | 50.15 | 48.20 | 52.10 | — |
| — | — | 0.75 | — | +0.02 | 12.9% | 440 | 12.9% | -1.00 | 65.10 | 63.10 | 67.10 | — |
| — | 0.10 | 0.40 | 0.25 | +0.01 | 13.7% | 450 | 13.7% | -1.00 | 75.10 | 73.10 | 77.10 | — |
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.