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 | |
| — | 13.50 | 17.10 | 15.30 | — | — | 165 | — | — | — | — | 2.87 | — |
| — | 10.45 | 14.00 | 12.22 | — | — | 168 | — | — | — | — | 1.20 | — |
| — | 9.00 | 13.50 | 11.25 | — | — | 169 | — | — | — | — | 4.45 | — |
| — | 8.85 | 12.10 | 10.47 | — | — | 170 | — | — | — | — | 4.80 | — |
| — | 7.20 | 11.20 | 9.20 | — | — | 171 | — | — | 0.97 | 0.48 | 1.46 | — |
| — | 6.15 | 10.65 | 8.40 | — | — | 172 | — | — | 1.15 | 0.44 | 1.86 | — |
| — | 5.50 | 9.65 | 7.58 | — | — | 173 | — | — | — | — | 4.80 | — |
| — | 5.00 | 9.15 | 7.08 | — | — | 174 | — | — | 1.48 | 0.62 | 2.34 | — |
| — | 4.00 | 8.50 | 6.25 | — | — | 175 | — | — | 1.88 | 1.30 | 2.45 | — |
| — | 4.40 | 6.95 | 5.67 | — | — | 176 | — | — | 1.80 | 0.40 | 3.20 | — |
| — | 3.30 | 6.45 | 4.88 | — | — | 177 | — | — | 2.38 | 0.60 | 4.15 | — |
| — | 3.45 | 6.10 | 4.78 | — | — | 177.5 | — | — | 2.85 | 0.75 | 4.95 | — |
| — | 2.93 | 5.60 | 4.26 | — | — | 178 | — | — | 2.77 | 0.60 | 4.95 | — |
| — | 2.48 | 5.30 | 3.70 | +0.51 | 17.4% | 179 | 17.4% | -0.49 | 3.65 | 1.56 | 4.95 | — |
| — | 1.15 | 5.50 | 3.33 | — | — | 180 | — | — | 4.29 | 2.08 | 6.50 | — |
| — | 0.50 | 4.95 | 2.73 | — | — | 181 | — | — | 4.73 | 2.46 | 7.00 | — |
| — | 0.38 | 4.10 | 2.24 | — | — | 182 | — | — | 5.42 | 3.35 | 7.50 | — |
| — | 0.15 | 3.40 | 1.77 | — | — | 182.5 | — | — | 5.50 | 3.70 | 7.30 | — |
| — | 0.84 | 2.90 | 1.87 | — | — | 183 | — | — | 6.03 | 4.05 | 8.00 | — |
| — | 0.01 | 2.39 | 1.20 | — | — | 184 | — | — | 6.50 | 4.05 | 8.95 | — |
| — | — | 2.46 | — | — | — | 185 | — | — | 6.65 | 4.95 | 8.35 | — |
| — | — | 4.80 | — | — | — | 186 | — | — | 7.40 | 5.55 | 9.25 | — |
| — | — | 3.15 | — | — | — | 187 | — | — | 8.62 | 6.30 | 10.95 | — |
| — | — | 1.95 | — | — | — | 187.5 | — | — | 9.32 | 7.15 | 11.50 | — |
| — | — | 1.77 | — | — | — | 188 | — | — | 9.85 | 7.70 | 12.00 | — |
| — | — | 1.97 | — | — | — | 189 | — | — | 10.60 | 8.20 | 13.00 | — |
| — | — | 4.80 | — | — | — | 190 | — | — | 11.50 | 9.05 | 13.95 | — |
| — | — | 4.80 | — | — | — | 191 | — | — | 12.22 | 9.95 | 14.50 | — |
| — | — | 2.51 | — | — | — | 192 | — | — | 13.25 | 11.00 | 15.50 | — |
| — | — | 0.80 | — | — | — | 192.5 | — | — | 13.60 | 11.20 | 16.00 | — |
| — | — | 0.77 | — | — | — | 193 | — | — | 14.15 | 11.80 | 16.50 | — |
| — | — | 0.72 | — | — | — | 194 | — | — | 15.07 | 12.65 | 17.50 | — |
| — | — | 0.67 | — | — | — | 195 | — | — | 16.10 | 13.70 | 18.50 | — |
| — | — | 0.64 | — | — | — | 196 | — | — | 16.98 | 14.90 | 19.05 | — |
| — | — | 0.60 | — | — | — | 197 | — | — | 18.18 | 15.85 | 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.