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 | |
| — | — | — | 16.02 | +0.98 | 39.4% | 65 | 42.6% | -0.03 | 0.14 | — | — | — |
| — | — | — | 11.43 | +0.90 | 41.3% | 70 | 36.3% | -0.08 | 0.31 | — | — | — |
| — | — | — | 10.28 | +0.91 | 34.6% | 71 | 35.4% | -0.09 | 0.38 | — | — | — |
| — | — | — | 9.40 | +0.89 | 34.6% | 72 | 34.6% | -0.11 | 0.47 | — | — | — |
| — | — | — | 8.53 | +0.86 | 34.3% | 73 | 33.5% | -0.13 | 0.56 | — | — | — |
| — | — | — | 7.70 | +0.83 | 34.1% | 74 | 34.3% | -0.17 | 0.78 | — | — | — |
| — | — | — | 6.95 | +0.79 | 34.6% | 75 | 33.4% | -0.20 | 0.94 | — | — | — |
| — | — | — | 6.13 | +0.76 | 33.5% | 76 | 32.9% | -0.24 | 1.16 | — | — | — |
| — | — | — | 5.33 | +0.72 | 32.2% | 77 | 32.8% | -0.28 | 1.44 | — | — | — |
| — | — | — | 4.70 | +0.67 | 32.6% | 78 | 33.5% | -0.33 | 1.85 | — | — | — |
| — | — | — | 4.00 | +0.62 | 31.6% | 79 | 33.1% | -0.38 | 2.21 | — | — | — |
| — | — | — | 3.43 | +0.57 | 31.5% | 80 | 31.5% | -0.43 | 2.50 | — | — | — |
| — | — | — | 2.88 | +0.51 | 31.0% | 81 | 32.8% | -0.48 | 3.12 | — | — | — |
| — | — | — | 2.55 | +0.46 | 32.3% | 82 | 32.4% | -0.54 | 3.63 | — | — | — |
| — | — | — | 2.06 | +0.41 | 31.3% | 83 | 32.3% | -0.59 | 4.22 | — | — | — |
| — | — | — | 1.58 | +0.35 | 29.8% | 84 | 32.1% | -0.64 | 4.85 | — | — | — |
| — | — | — | 1.29 | +0.30 | 29.9% | 85 | 30.3% | -0.70 | 5.40 | — | — | — |
| — | — | — | 1.00 | +0.25 | 29.3% | 86 | 31.0% | -0.73 | 6.20 | — | — | — |
| — | — | — | 0.80 | +0.21 | 29.4% | 87 | 31.3% | -0.77 | 7.00 | — | — | — |
| — | — | — | 0.68 | +0.18 | 30.2% | 88 | 31.8% | -0.80 | 7.85 | — | — | — |
| — | — | — | 0.45 | +0.14 | 28.6% | 89 | 29.2% | -0.86 | 8.55 | — | — | — |
| — | — | — | 0.38 | +0.12 | 29.5% | 90 | 32.5% | -0.86 | 9.60 | — | — | — |
| — | — | — | 0.35 | +0.10 | 30.9% | 91 | 31.6% | -0.89 | 10.45 | — | — | — |
| — | — | — | 0.29 | +0.09 | 31.4% | 92 | 34.8% | -0.89 | 11.50 | — | — | — |
| — | — | — | 0.21 | +0.07 | 31.0% | 93 | 33.1% | -0.92 | 12.35 | — | — | — |
| — | — | — | 0.20 | +0.06 | 32.5% | 94 | 37.2% | -0.91 | 13.43 | — | — | — |
| — | — | — | 0.14 | +0.05 | 31.9% | 95 | 37.7% | -0.92 | 14.38 | — | — | — |
| — | — | — | 0.12 | +0.04 | 32.6% | 96 | 48.4% | -0.87 | 15.75 | — | — | — |
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.