Spot 39.71
· 193 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 30/09 06:23 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 | |
| — | — | — | 4.65 | — | — | 35 | — | |||||
| — | — | — | 4.22 | — | — | 35.5 | 25.8% | -0.05 | 0.07 | — | — | — |
| — | — | — | 3.58 | — | — | 36 | 22.6% | -0.05 | 0.06 | — | — | — |
| — | — | — | 3.11 | +0.89 | 22.5% | 37 | 21.6% | -0.11 | 0.13 | — | — | — |
| — | — | — | 2.13 | +0.84 | 17.5% | 38 | 21.4% | -0.20 | 0.29 | — | — | — |
| — | — | — | 1.75 | +0.77 | 18.0% | 38.5 | 18.6% | -0.24 | 0.31 | — | — | — |
| — | — | — | 1.43 | +0.68 | 18.9% | 39 | 19.4% | -0.32 | 0.49 | — | — | — |
| — | — | — | 1.10 | +0.60 | 18.4% | 39.5 | 18.4% | -0.40 | 0.64 | — | — | — |
| — | — | — | 0.82 | +0.50 | 18.1% | 40 | 19.4% | -0.50 | 0.92 | — | — | — |
| — | — | — | 0.70 | +0.42 | 20.2% | 40.5 | 18.0% | -0.59 | 1.14 | — | — | — |
| — | — | — | 0.45 | +0.33 | 18.6% | 41 | 20.4% | -0.66 | 1.57 | — | — | — |
| — | — | — | 0.24 | +0.22 | 16.5% | 41.5 | 19.5% | -0.74 | 1.89 | — | — | — |
| — | — | — | 0.25 | +0.20 | 19.7% | 42 | 21.5% | -0.78 | 2.35 | — | — | — |
| — | — | — | 0.10 | +0.11 | 16.8% | 42.5 | 13.4% | -0.94 | 2.58 | — | — | — |
| — | — | — | 0.11 | +0.10 | 19.5% | 43 | 25.4% | -0.83 | 3.30 | — | — | — |
| — | — | — | 0.07 | +0.07 | 19.5% | 43.5 | 32.8% | -0.80 | 3.95 | — | — | — |
| — | — | — | 0.14 | +0.10 | 25.4% | 44 | — | — | 3.87 | — | — | — |
| — | — | — | 0.06 | +0.05 | 22.6% | 44.5 | 34.6% | -0.85 | 4.85 | — | — | — |
| — | — | — | 0.03 | +0.03 | 21.5% | 45 | 32.9% | -0.88 | 5.25 | — | — | — |
| — | 45.5 | 35.0% | -0.89 | 5.75 | — | — | — | |||||
| — | — | — | 0.05 | +0.04 | 27.1% | 46 | 37.1% | -0.89 | 6.25 | — | — | — |
| — | 46.5 | 38.1% | -0.90 | 6.73 | — | — | — | |||||
| — | 47 | 41.1% | -0.90 | 7.25 | — | — | — | |||||
| — | 47.5 | 58.8% | -0.82 | 8.15 | — | — | — | |||||
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.