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 | |
| — | — | — | 16.43 | +0.90 | 109.3% | 65 | — | |||||
| — | — | — | 11.10 | +0.91 | 67.7% | 70 | 40.3% | -0.02 | 0.03 | — | — | — |
| — | — | — | 10.13 | +0.90 | 63.9% | 71 | 39.9% | -0.02 | 0.05 | — | — | — |
| — | — | — | 9.15 | +0.89 | 59.5% | 72 | 36.2% | -0.03 | 0.05 | — | — | — |
| — | — | — | 8.28 | +0.86 | 58.9% | 73 | 37.0% | -0.05 | 0.10 | — | — | — |
| — | — | — | 7.00 | +0.89 | 43.5% | 74 | 34.2% | -0.06 | 0.12 | — | — | — |
| — | — | — | 5.85 | +0.92 | 32.1% | 75 | 33.1% | -0.09 | 0.18 | — | — | — |
| — | — | — | 4.97 | +0.87 | 32.4% | 76 | 32.1% | -0.12 | 0.27 | — | — | — |
| — | — | — | 4.38 | +0.78 | 38.8% | 77 | 31.1% | -0.17 | 0.40 | — | — | — |
| — | — | — | 3.23 | +0.77 | 29.0% | 78 | 29.5% | -0.24 | 0.56 | — | — | — |
| — | — | — | 2.68 | +0.66 | 32.3% | 79 | 29.0% | -0.32 | 0.83 | — | — | — |
| — | — | — | 1.88 | +0.58 | 28.5% | 80 | 28.5% | -0.42 | 1.19 | — | — | — |
| — | — | — | 1.35 | +0.48 | 28.1% | 81 | 27.9% | -0.52 | 1.65 | — | — | — |
| — | — | — | 0.92 | +0.37 | 27.6% | 82 | 28.0% | -0.63 | 2.25 | — | — | — |
| — | — | — | 0.59 | +0.27 | 27.1% | 83 | 28.2% | -0.72 | 2.95 | — | — | — |
| — | — | — | 0.35 | +0.19 | 26.5% | 84 | 27.6% | -0.80 | 3.70 | — | — | — |
| — | — | — | 0.26 | +0.14 | 28.3% | 85 | 28.6% | -0.86 | 4.58 | — | — | — |
| — | — | — | 0.14 | +0.08 | 27.6% | 86 | 40.8% | -0.82 | 5.83 | — | — | — |
| — | — | — | 0.09 | +0.06 | 28.3% | 87 | 38.8% | -0.87 | 6.63 | — | — | — |
| — | — | — | 0.07 | +0.04 | 30.1% | 88 | 33.6% | -0.94 | 7.43 | — | — | — |
| — | — | — | 0.03 | +0.02 | 28.9% | 89 | 37.0% | -0.94 | 8.43 | — | — | — |
| — | — | — | 0.02 | +0.01 | 29.9% | 90 | 58.7% | -0.86 | 9.85 | — | — | — |
| — | 91 | 50.5% | -0.92 | 10.55 | — | — | — | |||||
| — | 92 | 57.7% | -0.91 | 11.63 | — | — | — | |||||
| — | 93 | 56.1% | -0.93 | 12.53 | — | — | — | |||||
| — | — | — | 0.04 | +0.02 | 43.8% | 94 | 64.6% | -0.92 | 13.63 | — | — | — |
| — | 95 | 74.6% | -0.90 | 14.78 | — | — | — | |||||
| — | 96 | 64.9% | -0.94 | 15.52 | — | — | — | |||||
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.