Spot 80.48
· 180 contratti su 5 scadenze
· fonte storico
· catturata 01/10 07:31 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 | |
| — | — | — | 16.33 | +0.91 | 193.0% | 65 | — | |||||
| — | — | — | 10.80 | +0.96 | 94.4% | 70 | — | |||||
| — | — | — | 10.10 | +0.90 | 115.7% | 71 | — | |||||
| — | — | — | 9.10 | +0.89 | 106.4% | 72 | 60.8% | -0.02 | 0.03 | — | — | — |
| — | — | — | 8.30 | +0.85 | 109.7% | 73 | 59.1% | -0.03 | 0.05 | — | — | — |
| — | — | — | 7.08 | +0.87 | 86.2% | 74 | 48.0% | -0.02 | 0.03 | — | — | — |
| — | — | — | 5.78 | +0.94 | 53.5% | 75 | 43.7% | -0.03 | 0.04 | — | — | — |
| — | — | — | 5.15 | +0.83 | 70.9% | 76 | 40.1% | -0.05 | 0.06 | — | — | — |
| — | — | — | 3.83 | +0.89 | 42.0% | 77 | 38.8% | -0.09 | 0.12 | — | — | — |
| — | — | — | 2.83 | +0.87 | 33.3% | 78 | 35.8% | -0.15 | 0.20 | — | — | — |
| — | — | — | 2.07 | +0.75 | 35.5% | 79 | 36.0% | -0.26 | 0.41 | — | — | — |
| — | — | — | 1.37 | +0.61 | 34.4% | 80 | 34.4% | -0.39 | 0.70 | — | — | — |
| — | — | — | 0.76 | +0.45 | 31.3% | 81 | 33.4% | -0.55 | 1.15 | — | — | — |
| — | — | — | 0.47 | +0.30 | 33.9% | 82 | 34.3% | -0.70 | 1.81 | — | — | — |
| — | — | — | 0.22 | +0.17 | 32.8% | 83 | 35.4% | -0.81 | 2.60 | — | — | — |
| — | — | — | 0.08 | +0.08 | 31.2% | 84 | 34.6% | -0.90 | 3.45 | — | — | — |
| — | — | — | 0.05 | +0.05 | 34.4% | 85 | 41.8% | -0.91 | 4.45 | — | — | — |
| — | — | — | 0.03 | +0.03 | 36.9% | 86 | 53.0% | -0.90 | 5.50 | — | — | — |
| — | 87 | 49.3% | -0.95 | 6.40 | — | — | — | |||||
| — | — | — | 0.03 | +0.02 | 47.7% | 88 | 78.4% | -0.88 | 7.65 | — | — | — |
| — | — | — | 0.02 | +0.02 | 49.8% | 89 | 85.5% | -0.89 | 8.65 | — | — | — |
| — | 90 | 90.8% | -0.90 | 9.63 | — | — | — | |||||
| — | 91 | 99.0% | -0.90 | 10.65 | — | — | — | |||||
| — | 92 | 63.9% | -0.99 | 11.35 | — | — | — | |||||
| — | — | — | 0.01 | +0.01 | 62.8% | 93 | 138.6% | -0.86 | 13.03 | — | — | — |
| — | 94 | 149.8% | -0.85 | 14.10 | — | — | — | |||||
| — | 95 | 130.9% | -0.91 | 14.73 | — | — | — | |||||
| — | 96 | 162.2% | -0.87 | 16.08 | — | — | — | |||||
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.