Spot 154.51
· 301 contratti su 5 scadenze
· fonte storico
· catturata 03/10 08:23 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 | |
| — | 141 | 32.8% | -0.13 | 0.95 | — | — | — | |||||
| — | — | — | 14.70 | +0.89 | 27.8% | 142 | 33.8% | -0.15 | 1.20 | — | — | — |
| — | — | — | 13.88 | +0.87 | 28.3% | 143 | 33.3% | -0.16 | 1.33 | — | — | — |
| — | — | — | 13.23 | +0.84 | 30.2% | 144 | 32.8% | -0.18 | 1.47 | — | — | — |
| — | — | — | 12.30 | +0.83 | 29.1% | 145 | 33.6% | -0.21 | 1.79 | — | — | — |
| — | — | — | 11.68 | +0.79 | 30.5% | 146 | 32.4% | -0.22 | 1.87 | — | — | — |
| — | — | — | 10.73 | +0.78 | 29.0% | 147 | 33.1% | -0.25 | 2.23 | — | — | — |
| — | — | — | 9.98 | +0.75 | 29.0% | 148 | 30.1% | -0.25 | 2.09 | — | — | — |
| — | — | — | 9.40 | +0.72 | 29.9% | 149 | 34.3% | -0.30 | 3.02 | — | — | — |
| — | — | — | 8.90 | +0.72 | 28.8% | 149.5 | 33.9% | -0.31 | 3.13 | — | — | — |
| — | — | — | 8.33 | +0.71 | 27.3% | 150 | 33.5% | -0.32 | 3.23 | — | — | — |
| — | — | — | 8.15 | +0.67 | 30.4% | 151 | 32.9% | -0.34 | 3.51 | — | — | — |
| — | — | — | 7.53 | +0.64 | 30.4% | 152 | 32.8% | -0.37 | 3.88 | — | — | — |
| — | — | — | 7.08 | +0.62 | 29.5% | 152.5 | 31.6% | -0.38 | 3.88 | — | — | — |
| — | — | — | 7.28 | +0.60 | 32.4% | 153 | 33.7% | -0.40 | 4.45 | — | — | — |
| — | — | — | 6.45 | +0.58 | 30.8% | 154 | 33.1% | -0.43 | 4.80 | — | — | — |
| — | — | — | 5.85 | +0.55 | 30.4% | 155 | 30.4% | -0.45 | 4.80 | — | — | — |
| — | — | — | 5.58 | +0.52 | 31.7% | 156 | 31.1% | -0.48 | 5.43 | — | — | — |
| — | — | — | 5.00 | +0.49 | 31.0% | 157 | 32.1% | -0.51 | 6.13 | — | — | — |
| — | — | — | 4.80 | +0.48 | 31.2% | 157.5 | 32.3% | -0.52 | 6.45 | — | — | — |
| — | — | — | 4.55 | +0.46 | 31.0% | 158 | 32.3% | -0.54 | 6.73 | — | — | — |
| — | — | — | 4.30 | +0.44 | 31.9% | 159 | 32.7% | -0.56 | 7.38 | — | — | — |
| — | — | — | 3.95 | +0.41 | 32.1% | 160 | 32.3% | -0.59 | 7.93 | — | — | — |
| — | — | — | 3.70 | +0.39 | 32.8% | 161 | 31.9% | -0.62 | 8.50 | — | — | — |
| — | — | — | 3.42 | +0.36 | 33.2% | 162 | 33.9% | -0.63 | 9.50 | — | — | — |
| — | — | — | 3.15 | +0.35 | 32.5% | 162.5 | 33.8% | -0.65 | 9.82 | — | — | — |
| — | — | — | 3.03 | +0.33 | 32.7% | 163 | 34.4% | -0.66 | 10.25 | — | — | — |
| — | — | — | 2.84 | +0.31 | 33.3% | 164 | 35.0% | -0.68 | 11.05 | — | — | — |
| — | — | — | 2.59 | +0.29 | 33.5% | 165 | 34.5% | -0.70 | 11.70 | — | — | — |
| — | — | — | 2.39 | +0.27 | 33.8% | 166 | 32.5% | -0.74 | 12.15 | — | — | — |
| — | — | — | 2.05 | +0.25 | 33.1% | 167 | 32.7% | -0.75 | 12.95 | — | — | — |
| — | — | — | 1.96 | +0.24 | 33.2% | 167.5 | 35.3% | -0.75 | 13.70 | — | — | — |
| — | — | — | 1.98 | +0.24 | 34.1% | 168 | 34.5% | -0.76 | 13.98 | — | — | — |
| — | — | — | 1.61 | +0.21 | 32.8% | 169 | 32.7% | -0.79 | 14.55 | — | — | — |
| — | — | — | 1.15 | +0.17 | 30.3% | 170 | 36.1% | -0.79 | 15.80 | — | — | — |
| — | — | — | 1.35 | +0.18 | 33.4% | 171 | 36.3% | -0.80 | 16.65 | — | — | — |
| — | — | — | 1.03 | +0.15 | 31.7% | 172 | 36.6% | -0.81 | 17.52 | — | — | — |
| — | — | — | 1.03 | +0.15 | 32.4% | 172.5 | 37.0% | -0.82 | 17.98 | — | — | — |
| — | — | — | 1.10 | +0.15 | 33.7% | 173 | 34.0% | -0.85 | 18.08 | — | — | — |
| — | — | — | 0.73 | +0.11 | 31.0% | 174 | 34.2% | -0.86 | 18.98 | — | — | — |
| — | — | — | 0.36 | +0.06 | 31.9% | 180 | 40.3% | -0.88 | 24.90 | — | — | — |
| — | — | — | 0.27 | +0.04 | 34.6% | 185 | 51.2% | -0.87 | 30.38 | — | — | — |
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.