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 | |
| — | 13.30 | 17.75 | 15.53 | — | — | 164 | — | — | — | — | 0.17 | — |
| — | 12.00 | 16.75 | 14.38 | — | — | 165 | — | — | — | — | 4.80 | — |
| — | 11.00 | 15.80 | 13.40 | — | — | 166 | — | — | 0.11 | 0.01 | 0.21 | — |
| — | 10.00 | 14.90 | 12.45 | — | — | 167 | — | — | — | — | 4.80 | — |
| — | 9.50 | 14.10 | 11.80 | — | — | 167.5 | — | — | — | — | 1.99 | — |
| — | 10.20 | 14.00 | 12.10 | — | — | 168 | — | — | — | — | 2.05 | — |
| — | 8.00 | 12.85 | 10.43 | — | — | 169 | — | — | — | — | 2.05 | — |
| — | 7.05 | 11.95 | 9.50 | — | — | 170 | — | — | — | — | 0.52 | — |
| — | 6.05 | 10.95 | 8.50 | — | — | 171 | — | — | — | — | 0.30 | — |
| — | 6.25 | 10.00 | 8.12 | — | — | 172 | — | — | — | — | 2.48 | — |
| — | 5.65 | 9.10 | 7.38 | — | — | 172.5 | — | — | — | — | 2.83 | — |
| — | 5.25 | 8.10 | 6.67 | — | — | 173 | — | — | — | — | 2.88 | — |
| — | 3.50 | 8.00 | 5.75 | — | — | 174 | — | — | 0.56 | 0.25 | 0.88 | — |
| — | 2.50 | 7.15 | 4.83 | — | — | 175 | — | — | 0.58 | 0.17 | 1.00 | — |
| — | 2.41 | 6.50 | 4.46 | — | — | 176 | — | — | 0.96 | 0.04 | 1.88 | — |
| — | 1.90 | 5.25 | 3.58 | — | — | 177 | — | — | 1.08 | 0.62 | 1.55 | — |
| — | 1.05 | 4.50 | 2.77 | — | — | 177.5 | — | — | 1.43 | 0.25 | 2.61 | — |
| — | 2.10 | 4.20 | 3.15 | — | — | 178 | — | — | 1.45 | 0.66 | 2.23 | — |
| — | 1.57 | 3.20 | 2.38 | — | — | 179 | — | — | 1.73 | 0.87 | 2.59 | — |
| — | 0.44 | 4.95 | 2.69 | — | — | 180 | — | — | 3.26 | 1.52 | 5.00 | — |
| — | 0.65 | 2.10 | 1.38 | — | — | 181 | — | — | 3.08 | 0.75 | 5.40 | — |
| — | 0.34 | 1.58 | 0.96 | — | — | 182 | — | — | 3.15 | 2.01 | 4.30 | — |
| — | — | 1.70 | — | — | — | 182.5 | — | — | 3.30 | 1.65 | 4.95 | — |
| — | — | 1.68 | — | — | — | 183 | — | — | 3.73 | 2.10 | 5.35 | — |
| — | — | 4.80 | — | — | — | 184 | — | — | 4.60 | 3.00 | 6.20 | — |
| — | 0.05 | 0.34 | 0.20 | — | — | 185 | — | — | 6.35 | 4.20 | 8.50 | — |
| — | — | 2.09 | — | — | — | 186 | — | — | 7.15 | 4.90 | 9.40 | — |
| — | — | 1.70 | — | — | — | 187 | — | — | 8.00 | 5.55 | 10.45 | — |
| — | — | 4.80 | — | — | — | 187.5 | — | — | 8.62 | 6.25 | 11.00 | — |
| — | — | 0.75 | — | — | — | 188 | — | — | 9.10 | 6.70 | 11.50 | — |
| — | — | 0.65 | — | — | — | 189 | — | — | 10.10 | 7.70 | 12.50 | — |
| — | — | 1.95 | — | — | — | 190 | — | — | 10.93 | 8.50 | 13.35 | — |
| — | — | 2.13 | — | — | — | 191 | — | — | 12.07 | 9.65 | 14.50 | — |
| — | — | 1.84 | — | — | — | 192 | — | — | 13.12 | 10.75 | 15.50 | — |
| — | — | 1.86 | — | — | — | 192.5 | — | — | 13.62 | 11.25 | 16.00 | — |
| — | — | 2.06 | — | — | — | 193 | — | — | 14.00 | 11.55 | 16.45 | — |
| — | — | 1.86 | — | — | — | 194 | — | — | 15.05 | 12.60 | 17.50 | — |
| — | — | 1.91 | — | — | — | 195 | — | — | 16.05 | 13.60 | 18.50 | — |
| — | — | 1.97 | — | — | — | 196 | — | — | 17.12 | 14.75 | 19.50 | — |
| — | — | 0.73 | — | — | — | 197 | — | — | 18.15 | 15.80 | 20.50 | — |
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.