Spot 17.20
· 140 contratti su 4 scadenze
· fonte storico
· catturata 15/10 06:22 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 | |
| — | — | — | 8.00 | — | — | 9 | — | |||||
| — | — | — | 7.28 | +0.98 | 385.2% | 10 | — | |||||
| — | — | — | 6.25 | +0.99 | 264.6% | 11 | — | |||||
| — | — | — | 5.33 | +0.95 | 317.8% | 12 | — | |||||
| — | — | — | 4.25 | +0.99 | 174.9% | 13 | — | |||||
| — | — | — | 3.75 | +0.99 | 154.2% | 13.5 | — | |||||
| — | — | — | 3.25 | +0.98 | 134.0% | 14 | — | |||||
| — | — | — | 2.78 | +0.95 | 146.4% | 14.5 | — | |||||
| — | — | — | 2.28 | +0.94 | 122.9% | 15 | — | |||||
| — | — | — | 1.77 | +0.94 | 93.2% | 15.5 | — | |||||
| — | — | — | 1.27 | +0.93 | 70.7% | 16 | 64.4% | -0.06 | 0.02 | — | — | — |
| — | — | — | 0.77 | +0.90 | 47.4% | 16.5 | 42.7% | -0.08 | 0.02 | — | — | — |
| — | — | — | 0.38 | +0.66 | 47.7% | 17 | 47.7% | -0.34 | 0.14 | — | — | — |
| — | — | — | 0.21 | +0.38 | 63.1% | 17.5 | 56.9% | -0.63 | 0.44 | — | — | — |
| — | — | — | 0.09 | +0.20 | 66.2% | 18 | 57.2% | -0.84 | 0.82 | — | — | — |
| — | — | — | 0.06 | +0.12 | 79.8% | 18.5 | 53.0% | -0.96 | 1.27 | — | — | — |
| — | — | — | 0.04 | +0.08 | 90.7% | 19 | 95.7% | -0.91 | 1.81 | — | — | — |
| — | — | — | 0.04 | +0.07 | 108.5% | 19.5 | — | — | 2.22 | — | — | — |
| — | — | — | 0.03 | +0.05 | 118.3% | 20 | 97.9% | -0.98 | 2.77 | — | — | — |
| — | 20.5 | 141.3% | -0.95 | 3.30 | — | — | — | |||||
| — | — | — | 0.02 | +0.03 | 138.3% | 21 | — | — | 3.73 | — | — | — |
| — | — | — | 0.02 | +0.03 | 151.6% | 21.5 | 256.3% | -0.86 | 4.48 | — | — | — |
| — | — | — | 0.04 | +0.04 | 185.1% | 22 | 218.2% | -0.92 | 4.85 | — | — | — |
| — | — | — | 0.03 | +0.03 | 188.9% | 22.5 | — | — | 5.23 | — | — | — |
| — | 23 | — | — | 5.68 | — | — | — | |||||
| — | 23.5 | — | — | 6.18 | — | — | — | |||||
| — | — | — | 0.02 | +0.02 | 211.8% | 24 | — | — | 6.68 | — | — | — |
| — | 25 | — | — | 7.68 | — | — | — | |||||
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.