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 | |
| — | — | — | 4.88 | — | — | 12 | — | |||||
| — | — | — | 3.75 | — | — | 13 | — | |||||
| — | — | — | 3.43 | — | — | 13.5 | — | |||||
| — | — | — | 2.97 | — | — | 14 | — | |||||
| — | — | — | 2.78 | +0.92 | 82.4% | 14.5 | — | |||||
| — | — | — | 2.26 | +0.92 | 65.2% | 15 | — | |||||
| — | — | — | 1.75 | +0.91 | 50.9% | 15.5 | 48.5% | -0.08 | 0.05 | — | — | — |
| — | — | — | 1.35 | +0.81 | 54.6% | 16 | 36.9% | -0.10 | 0.05 | — | — | — |
| — | — | — | 0.94 | +0.71 | 49.7% | 16.5 | 39.6% | -0.24 | 0.16 | — | — | — |
| — | — | — | 0.53 | +0.58 | 40.0% | 17 | 40.0% | -0.42 | 0.34 | — | — | — |
| — | — | — | 0.41 | +0.43 | 50.7% | 17.5 | 41.2% | -0.60 | 0.62 | — | — | — |
| — | — | — | 0.31 | +0.32 | 57.6% | 18 | 49.1% | -0.71 | 1.04 | — | — | — |
| — | — | — | 0.22 | +0.24 | 61.3% | 18.5 | 46.9% | -0.83 | 1.42 | — | — | — |
| — | — | — | 0.19 | +0.19 | 69.3% | 19 | 52.3% | -0.88 | 1.89 | — | — | — |
| — | — | — | 0.14 | +0.15 | 72.4% | 19.5 | 100.8% | -0.76 | 2.66 | — | — | — |
| — | — | — | 0.11 | +0.11 | 76.5% | 20 | — | — | 2.80 | — | — | — |
| — | — | — | 0.09 | +0.09 | 80.9% | 20.5 | — | — | 3.28 | — | — | — |
| — | — | — | 0.16 | +0.12 | 103.2% | 21 | 153.6% | -0.76 | 4.33 | — | — | — |
| — | — | — | 0.10 | +0.09 | 98.9% | 21.5 | 149.6% | -0.80 | 4.72 | — | — | — |
| — | — | — | 0.11 | +0.09 | 108.8% | 22 | 88.1% | -0.96 | 4.85 | — | — | — |
| — | — | — | 0.08 | +0.07 | 108.1% | 22.5 | 171.6% | -0.81 | 5.75 | — | — | — |
| — | — | — | 0.06 | +0.05 | 108.3% | 23 | 173.1% | -0.83 | 6.20 | — | — | — |
| — | 23.5 | 195.2% | -0.81 | 6.80 | — | — | — | |||||
| — | 24 | 203.2% | -0.81 | 7.30 | — | — | — | |||||
| — | 25 | 135.8% | -0.95 | 7.88 | — | — | — | |||||
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.