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 | |
| — | — | — | 4.78 | — | — | 12.5 | — | |||||
| — | — | — | 4.30 | +0.99 | 45.5% | 13 | — | |||||
| — | — | — | 3.82 | +0.97 | 48.0% | 13.5 | 50.6% | -0.04 | 0.04 | — | — | — |
| — | — | — | 3.35 | +0.94 | 48.4% | 14 | 48.4% | -0.06 | 0.06 | — | — | — |
| — | — | — | 2.93 | +0.89 | 52.3% | 14.5 | 44.9% | -0.08 | 0.08 | — | — | — |
| — | — | — | 2.49 | +0.85 | 50.4% | 15 | 42.7% | -0.11 | 0.12 | — | — | — |
| — | — | — | 2.09 | +0.80 | 49.9% | 15.5 | 44.8% | -0.18 | 0.23 | — | — | — |
| — | — | — | 1.71 | +0.73 | 48.7% | 16 | 47.4% | -0.26 | 0.40 | — | — | — |
| — | — | — | 1.44 | +0.65 | 51.6% | 16.5 | 55.9% | -0.35 | 0.73 | — | — | — |
| — | — | — | 1.23 | +0.57 | 55.1% | 17 | 55.1% | -0.43 | 0.94 | — | — | — |
| — | — | — | 0.71 | +0.48 | 40.8% | 17.5 | 59.5% | -0.49 | 1.29 | — | — | — |
| — | — | — | 0.89 | +0.44 | 60.1% | 18 | 55.5% | -0.57 | 1.51 | — | — | — |
| — | — | — | 0.78 | +0.39 | 63.4% | 18.5 | 70.8% | -0.59 | 2.13 | — | — | — |
| — | — | — | 0.61 | +0.33 | 62.2% | 19 | 63.3% | -0.67 | 2.34 | — | — | — |
| — | — | — | 0.53 | +0.29 | 64.7% | 19.5 | 72.8% | -0.68 | 2.88 | — | — | — |
| — | — | — | 0.50 | +0.26 | 69.4% | 20 | 65.7% | -0.75 | 3.15 | — | — | — |
| — | — | — | 0.44 | +0.23 | 71.6% | 20.5 | 78.0% | -0.74 | 3.75 | — | — | — |
| — | — | — | 0.42 | +0.22 | 75.9% | 21 | 97.9% | -0.71 | 4.48 | — | — | — |
| — | — | — | 0.37 | +0.19 | 77.6% | 21.5 | 86.0% | -0.78 | 4.70 | — | — | — |
| — | — | — | 0.32 | +0.17 | 78.7% | 22 | 84.1% | -0.81 | 5.10 | — | — | — |
| — | — | — | 0.32 | +0.16 | 83.3% | 22.5 | 74.5% | -0.87 | 5.43 | — | — | — |
| — | — | — | 0.27 | +0.14 | 83.4% | 23 | 87.8% | -0.84 | 6.03 | — | — | — |
| — | — | — | 0.21 | +0.12 | 81.8% | 23.5 | 122.6% | -0.76 | 6.95 | — | — | — |
| — | — | — | 0.23 | +0.12 | 87.7% | 24 | 83.5% | -0.89 | 6.90 | — | — | — |
| — | — | — | 0.22 | +0.11 | 94.1% | 25 | 80.3% | -0.93 | 7.82 | — | — | — |
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.