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 | |
| — | — | — | 16.68 | +0.91 | 106.7% | 65 | — | |||||
| — | — | — | 13.78 | +0.89 | 94.0% | 68 | — | |||||
| — | — | — | 12.80 | +0.88 | 89.1% | 69 | — | |||||
| — | — | — | 11.55 | +0.90 | 73.9% | 70 | 41.4% | -0.01 | 0.03 | — | — | — |
| — | — | — | 10.53 | +0.89 | 67.8% | 71 | — | |||||
| — | — | — | 9.83 | +0.85 | 73.0% | 72 | 34.4% | -0.02 | 0.03 | — | — | — |
| — | — | — | 8.57 | +0.87 | 58.7% | 73 | 32.3% | -0.02 | 0.04 | — | — | — |
| — | — | — | 7.50 | +0.87 | 51.0% | 74 | 29.9% | -0.03 | 0.05 | — | — | — |
| — | — | — | 6.70 | +0.83 | 51.8% | 75 | 30.0% | -0.06 | 0.10 | — | — | — |
| — | — | — | 5.75 | +0.80 | 47.5% | 76 | 29.0% | -0.09 | 0.16 | — | — | — |
| — | — | — | 4.83 | +0.77 | 43.5% | 77 | 29.0% | -0.14 | 0.28 | — | — | — |
| — | — | — | 4.03 | +0.72 | 41.7% | 78 | 28.6% | -0.20 | 0.45 | — | — | — |
| — | — | — | 2.83 | +0.70 | 30.6% | 79 | 27.8% | -0.28 | 0.67 | — | — | — |
| — | — | — | 2.13 | +0.61 | 29.4% | 80 | 27.2% | -0.38 | 0.99 | — | — | — |
| — | — | — | 1.53 | +0.51 | 28.3% | 81 | 28.3% | -0.49 | 1.50 | — | — | — |
| — | — | — | 1.03 | +0.40 | 27.2% | 82 | 27.0% | -0.60 | 1.99 | — | — | — |
| — | — | — | 0.74 | +0.31 | 28.2% | 83 | 30.7% | -0.67 | 2.83 | — | — | — |
| — | — | — | 0.48 | +0.23 | 28.0% | 84 | 23.6% | -0.82 | 3.28 | — | — | — |
| — | — | — | 0.30 | +0.16 | 28.0% | 85 | 28.9% | -0.84 | 4.30 | — | — | — |
| — | — | — | 0.22 | +0.12 | 29.5% | 86 | — | — | 4.70 | — | — | — |
| — | — | — | 0.14 | +0.08 | 29.9% | 87 | — | — | 5.60 | — | — | — |
| — | — | — | 0.10 | +0.06 | 31.1% | 88 | 21.4% | -0.99 | 6.98 | — | — | — |
| — | — | — | 0.06 | +0.04 | 31.2% | 89 | — | — | 7.58 | — | — | — |
| — | — | — | 0.04 | +0.03 | 32.0% | 90 | — | — | 8.57 | — | — | — |
| — | — | — | 0.05 | +0.03 | 36.0% | 91 | — | — | 9.57 | — | — | — |
| — | — | — | 0.03 | +0.02 | 35.9% | 92 | — | — | 10.55 | — | — | — |
| — | — | — | 1.08 | +0.18 | 85.7% | 93 | — | — | 11.53 | — | — | — |
| — | 94 | — | — | 12.53 | — | — | — | |||||
| — | — | — | 1.07 | +0.17 | 93.5% | 95 | — | — | 13.50 | — | — | — |
| — | 96 | — | — | 14.40 | — | — | — | |||||
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.