Spot 80.74
· 201 contratti su 5 scadenze
· fonte storico
· catturata 14/10 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 | |
| — | — | — | 16.63 | +0.91 | 197.5% | 65 | — | |||||
| — | — | — | 13.98 | +0.91 | 160.1% | 67.5 | — | |||||
| — | — | — | 13.53 | +0.90 | 159.1% | 68 | — | |||||
| — | — | — | 12.48 | +0.90 | 145.4% | 69 | — | |||||
| — | — | — | 11.53 | +0.89 | 139.3% | 70 | 70.9% | -0.01 | 0.02 | — | — | — |
| — | — | — | 10.45 | +0.89 | 123.8% | 71 | 64.8% | -0.01 | 0.02 | — | — | — |
| — | — | — | 9.53 | +0.87 | 119.5% | 72 | 58.7% | -0.01 | 0.02 | — | — | — |
| — | — | — | 9.00 | +0.87 | 112.7% | 72.5 | 55.7% | -0.01 | 0.02 | — | — | — |
| — | — | — | 8.68 | +0.84 | 118.5% | 73 | 52.7% | -0.01 | 0.02 | — | — | — |
| — | — | — | 7.58 | +0.84 | 102.5% | 74 | 46.6% | -0.02 | 0.02 | — | — | — |
| — | — | — | 6.48 | +0.84 | 86.7% | 75 | 43.2% | -0.02 | 0.03 | — | — | — |
| — | — | — | 5.53 | +0.82 | 79.2% | 76 | 38.7% | -0.04 | 0.04 | — | — | — |
| — | — | — | 4.60 | +0.79 | 72.0% | 77 | 37.0% | -0.07 | 0.08 | — | — | — |
| — | — | — | 4.10 | +0.77 | 66.6% | 77.5 | 38.4% | -0.10 | 0.14 | — | — | — |
| — | — | — | 3.36 | +0.80 | 50.0% | 78 | 38.1% | -0.14 | 0.20 | — | — | — |
| — | — | — | 2.53 | +0.72 | 46.4% | 79 | 35.7% | -0.22 | 0.34 | — | — | — |
| — | — | — | 1.65 | +0.64 | 38.4% | 80 | 38.8% | -0.36 | 0.72 | — | — | — |
| — | — | — | 1.05 | +0.50 | 36.9% | 81 | 36.9% | -0.50 | 1.11 | — | — | — |
| — | — | — | 0.57 | +0.34 | 34.4% | 82 | 35.9% | -0.65 | 1.67 | — | — | — |
| — | — | — | 0.43 | +0.28 | 34.7% | 82.5 | 31.9% | -0.74 | 1.92 | — | — | — |
| — | — | — | 0.30 | +0.21 | 34.2% | 83 | 40.4% | -0.75 | 2.50 | — | — | — |
| — | — | — | 0.17 | +0.13 | 35.9% | 84 | 45.4% | -0.81 | 3.40 | — | — | — |
| — | — | — | 0.11 | +0.09 | 38.9% | 85 | 51.3% | -0.85 | 4.35 | — | — | — |
| — | — | — | 0.06 | +0.05 | 40.1% | 86 | — | — | 4.85 | — | — | — |
| — | — | — | 0.03 | +0.03 | 40.8% | 87 | — | — | 5.85 | — | — | — |
| — | — | — | 0.04 | +0.03 | 45.6% | 87.5 | — | — | 6.30 | — | — | — |
| — | — | — | 0.02 | +0.02 | 43.4% | 88 | — | — | 6.65 | — | — | — |
| — | — | — | 0.02 | +0.02 | 48.3% | 89 | — | — | 7.50 | — | — | — |
| — | — | — | 0.02 | +0.01 | 53.2% | 90 | — | — | 8.73 | — | — | — |
| — | — | — | 0.02 | +0.01 | 57.9% | 91 | — | — | 9.32 | — | — | — |
| — | — | — | 0.03 | +0.02 | 66.1% | 92 | — | — | 10.50 | — | — | — |
| — | — | — | 0.02 | +0.01 | 64.7% | 92.5 | — | — | 11.53 | — | — | — |
| — | 93 | — | — | 11.50 | — | — | — | |||||
| — | 94 | — | — | 12.33 | — | — | — | |||||
| — | — | — | 0.02 | +0.01 | 75.7% | 95 | — | — | 13.48 | — | — | — |
| — | 96 | — | — | 14.60 | — | — | — | |||||
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.