Spot 179.00
· 280 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 10/09 09:03 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 | |
| — | 12.50 | 17.40 | 14.95 | — | — | 164 | — | — | — | — | 0.81 | — |
| — | 11.60 | 16.40 | 14.00 | — | — | 165 | — | — | — | — | 0.32 | — |
| — | 10.70 | 15.50 | 13.10 | — | — | 166 | — | — | — | — | 0.07 | — |
| — | 9.60 | 14.50 | 12.05 | — | — | 167 | — | — | — | — | 0.67 | — |
| — | 9.50 | 13.95 | 11.72 | — | — | 167.5 | — | — | — | — | 0.75 | — |
| — | 9.00 | 13.45 | 11.22 | — | — | 168 | — | — | — | — | 4.65 | — |
| — | 8.00 | 12.40 | 10.20 | — | — | 169 | — | — | — | — | 1.00 | — |
| — | 7.00 | 11.85 | 9.43 | — | — | 170 | — | — | — | — | 4.80 | — |
| — | 6.00 | 10.80 | 8.40 | — | — | 171 | — | — | — | — | 4.80 | — |
| — | 5.00 | 9.70 | 7.35 | — | — | 172 | — | — | — | — | 4.35 | — |
| — | 4.55 | 9.00 | 6.78 | — | — | 172.5 | — | — | — | — | 0.54 | — |
| — | 4.85 | 8.50 | 6.67 | — | — | 173 | — | — | — | — | 0.17 | — |
| — | 3.00 | 7.75 | 5.38 | — | — | 174 | — | — | — | — | 0.75 | — |
| — | 3.70 | 6.30 | 5.00 | — | — | 175 | — | — | — | — | 0.30 | — |
| — | 2.13 | 5.75 | 3.94 | — | — | 176 | — | — | 0.38 | 0.05 | 0.70 | — |
| — | 0.50 | 5.00 | 2.75 | — | — | 177 | — | — | 0.42 | 0.08 | 0.76 | — |
| — | 1.15 | 4.45 | 2.80 | — | — | 177.5 | — | — | — | — | 4.80 | — |
| — | 0.60 | 3.40 | 2.00 | — | — | 178 | — | — | — | — | 2.53 | — |
| — | — | 2.28 | — | — | — | 179 | — | — | — | — | 4.80 | — |
| — | 0.38 | 1.85 | 1.11 | — | — | 180 | — | — | 2.94 | 0.89 | 5.00 | — |
| — | — | 4.80 | — | — | — | 181 | — | — | 2.63 | 1.32 | 3.95 | — |
| — | 0.20 | 0.46 | 0.33 | — | — | 182 | — | — | 3.38 | 1.26 | 5.50 | — |
| — | 0.01 | 0.45 | 0.23 | — | — | 182.5 | — | — | 3.80 | 1.60 | 6.00 | — |
| — | — | 0.20 | — | — | — | 183 | — | — | 4.21 | 1.91 | 6.50 | — |
| — | — | 4.80 | — | — | — | 184 | — | — | 4.65 | 3.15 | 6.15 | — |
| — | 0.06 | 0.45 | 0.26 | — | — | 185 | — | — | 6.12 | 3.75 | 8.50 | — |
| — | — | 0.46 | — | — | — | 186 | — | — | 7.15 | 4.80 | 9.50 | — |
| — | 0.01 | 0.31 | 0.16 | — | — | 187 | — | — | 8.12 | 5.75 | 10.50 | — |
| — | — | 0.30 | — | — | — | 187.5 | — | — | 8.57 | 6.15 | 11.00 | — |
| — | — | 0.15 | — | — | — | 188 | — | — | 8.47 | 7.05 | 9.90 | — |
| — | — | 0.02 | — | — | — | 189 | — | — | 10.10 | 7.70 | 12.50 | — |
| — | — | 0.02 | — | — | — | 190 | — | — | 11.10 | 8.70 | 13.50 | — |
| — | — | 0.02 | — | — | — | 191 | — | — | 12.05 | 9.60 | 14.50 | — |
| — | — | 0.02 | — | — | — | 192 | — | — | 13.12 | 10.75 | 15.50 | — |
| — | — | 0.02 | — | — | — | 192.5 | — | — | 13.62 | 11.25 | 16.00 | — |
| — | — | 0.02 | — | — | — | 193 | — | — | 14.05 | 11.60 | 16.50 | — |
| — | — | 0.02 | — | — | — | 194 | — | — | 14.95 | 12.50 | 17.40 | — |
| — | — | 0.02 | — | — | — | 195 | — | — | 15.88 | 13.50 | 18.25 | — |
| — | — | 0.02 | — | — | — | 196 | — | — | 16.88 | 14.50 | 19.25 | — |
| — | — | 0.02 | — | — | — | 197 | — | — | 17.82 | 15.50 | 20.15 | — |
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.