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 | |
| — | — | — | 18.45 | +0.66 | 31.1% | 148 | 31.1% | -0.34 | 8.50 | — | — | — |
| — | — | — | 18.02 | +0.65 | 31.4% | 149 | 30.7% | -0.35 | 8.80 | — | — | — |
| — | — | — | 17.35 | +0.64 | 31.1% | 150 | 30.9% | -0.36 | 9.32 | — | — | — |
| — | — | — | 16.77 | +0.62 | 31.1% | 151 | 30.5% | -0.37 | 9.60 | — | — | — |
| — | — | — | 16.18 | +0.61 | 30.9% | 152 | 30.4% | -0.39 | 10.00 | — | — | — |
| — | — | — | 15.63 | +0.60 | 30.9% | 153 | 31.4% | -0.40 | 10.88 | — | — | — |
| — | — | — | 15.20 | +0.59 | 31.1% | 154 | 31.1% | -0.41 | 11.28 | — | — | — |
| — | — | — | 14.70 | +0.58 | 31.1% | 155 | 31.1% | -0.42 | 11.75 | — | — | — |
| — | — | — | 14.18 | +0.57 | 31.0% | 156 | 31.0% | -0.43 | 12.23 | — | — | — |
| — | — | — | 13.70 | +0.55 | 31.0% | 157 | 31.6% | -0.45 | 13.03 | — | — | — |
| — | — | — | 13.35 | +0.54 | 31.2% | 158 | 31.0% | -0.46 | 13.28 | — | — | — |
| — | — | — | 12.90 | +0.53 | 31.3% | 159 | 30.6% | -0.47 | 13.68 | — | — | — |
| — | — | — | 12.38 | +0.52 | 31.1% | 160 | 30.8% | -0.48 | 14.33 | — | — | — |
| — | — | — | 11.83 | +0.51 | 30.8% | 161 | 31.1% | -0.49 | 15.00 | — | — | — |
| — | — | — | 11.48 | +0.49 | 30.9% | 162 | 31.5% | -0.50 | 15.78 | — | — | — |
| — | — | — | 11.05 | +0.48 | 30.9% | 163 | 31.8% | -0.51 | 16.48 | — | — | — |
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.