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 | 61.4% | 65 | 33.5% | -0.01 | 0.03 | — | — | — |
| — | — | — | 13.70 | +0.88 | 53.4% | 68 | 31.1% | -0.02 | 0.07 | — | — | — |
| — | — | — | 12.65 | +0.88 | 49.1% | 69 | 29.5% | -0.03 | 0.08 | — | — | — |
| — | — | — | 11.75 | +0.87 | 47.9% | 70 | 32.4% | -0.06 | 0.19 | — | — | — |
| — | — | — | 10.73 | +0.86 | 44.3% | 71 | 29.1% | -0.06 | 0.17 | — | — | — |
| — | — | — | 9.85 | +0.84 | 43.2% | 72 | 27.6% | -0.07 | 0.20 | — | — | — |
| — | — | — | 8.90 | +0.82 | 40.6% | 73 | 28.8% | -0.10 | 0.34 | — | — | — |
| — | — | — | 7.80 | +0.82 | 35.6% | 74 | 27.9% | -0.13 | 0.43 | — | — | — |
| — | — | — | 7.13 | +0.78 | 37.1% | 75 | 28.7% | -0.17 | 0.64 | — | — | — |
| — | — | — | 6.15 | +0.76 | 33.7% | 76 | 27.7% | -0.21 | 0.79 | — | — | — |
| — | — | — | 5.35 | +0.72 | 32.4% | 77 | 27.4% | -0.25 | 1.02 | — | — | — |
| — | — | — | 4.40 | +0.68 | 29.0% | 78 | 27.3% | -0.31 | 1.32 | — | — | — |
| — | — | — | 3.80 | +0.63 | 29.3% | 79 | 26.3% | -0.36 | 1.60 | — | — | — |
| — | — | — | 3.08 | +0.57 | 27.6% | 80 | 27.7% | -0.43 | 2.15 | — | — | — |
| — | — | — | 2.47 | +0.51 | 26.6% | 81 | 26.6% | -0.49 | 2.53 | — | — | — |
| — | — | — | 2.03 | +0.45 | 26.7% | 82 | 25.7% | -0.55 | 3.00 | — | — | — |
| — | — | — | 1.37 | +0.37 | 23.6% | 83 | 26.6% | -0.61 | 3.70 | — | — | — |
| — | — | — | 1.27 | +0.33 | 26.2% | 84 | 26.4% | -0.67 | 4.35 | — | — | — |
| — | — | — | 0.97 | +0.27 | 25.8% | 85 | 26.1% | -0.73 | 5.05 | — | — | — |
| — | — | — | 0.74 | +0.22 | 25.7% | 86 | 24.3% | -0.79 | 5.70 | — | — | — |
| — | — | — | 0.58 | +0.18 | 26.0% | 87 | 21.8% | -0.87 | 6.40 | — | — | — |
| — | — | — | 0.49 | +0.15 | 27.0% | 88 | 18.5% | -0.94 | 7.18 | — | — | — |
| — | — | — | 0.34 | +0.12 | 26.4% | 89 | 18.4% | -0.96 | 8.13 | — | — | — |
| — | — | — | 0.31 | +0.10 | 27.8% | 90 | 30.3% | -0.88 | 9.48 | — | — | — |
| — | — | — | 0.26 | +0.09 | 28.6% | 91 | — | — | 9.93 | — | — | — |
| — | — | — | 0.16 | +0.06 | 27.5% | 92 | 24.5% | -0.96 | 11.15 | — | — | — |
| — | — | — | 0.15 | +0.05 | 32.3% | 95 | — | — | 13.93 | — | — | — |
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.