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 | |
| — | 4.05 | 6.05 | 5.05 | +0.88 | 124.5% | 35 | — | — | — | — | 0.68 | — |
| — | 3.40 | 4.95 | 4.18 | +0.83 | 120.0% | 36 | — | — | — | — | 0.02 | — |
| — | — | — | 2.98 | +0.86 | 76.1% | 37 | — | — | — | — | — | — |
| — | — | — | 2.86 | +0.75 | 103.3% | 37.5 | 53.3% | -0.11 | 0.10 | — | — | — |
| — | — | — | 2.08 | +0.79 | 66.3% | 38 | 32.6% | -0.06 | 0.03 | — | — | — |
| — | — | — | 1.18 | — | — | 38.5 | 25.1% | -0.07 | 0.03 | — | — | — |
| — | — | — | 0.72 | — | — | 39 | 23.5% | -0.17 | 0.08 | — | — | — |
| — | — | — | 0.48 | +0.64 | 22.4% | 39.5 | 22.4% | -0.36 | 0.20 | — | — | — |
| — | — | — | 0.23 | +0.40 | 22.8% | 40 | 24.2% | -0.60 | 0.47 | — | — | — |
| — | — | — | 0.10 | +0.21 | 23.9% | 40.5 | 27.7% | -0.76 | 0.86 | — | — | — |
| — | — | — | 0.04 | +0.09 | 25.2% | 41 | 32.0% | -0.85 | 1.31 | — | — | — |
| — | — | — | 0.03 | +0.06 | 30.4% | 41.5 | 80.0% | -0.71 | 2.23 | — | — | — |
| — | — | — | 0.02 | +0.04 | 34.1% | 42 | 91.3% | -0.73 | 2.74 | — | — | — |
| — | — | — | 0.02 | +0.04 | 40.0% | 42.5 | 66.4% | -0.86 | 2.89 | — | — | — |
| — | — | — | — | — | — | 43 | 93.5% | -0.81 | 3.56 | — | — | — |
| — | — | — | — | — | — | 43.5 | 161.6% | -0.70 | 4.73 | — | — | — |
| — | — | — | — | — | — | 44 | 132.2% | -0.78 | 4.78 | — | — | — |
| — | — | — | — | — | — | 44.5 | 147.4% | -0.78 | 5.35 | — | — | — |
| — | — | — | 0.27 | +0.13 | 116.8% | 45 | 133.4% | -0.83 | 5.63 | — | — | — |
| — | — | — | — | — | — | 45.5 | 76.7% | -0.97 | 5.75 | — | — | — |
| — | — | — | — | — | — | 46 | 169.9% | -0.81 | 6.83 | — | — | — |
| — | — | — | — | — | — | 46.5 | 163.6% | -0.84 | 7.20 | — | — | — |
| — | — | — | — | — | — | 47 | 116.2% | -0.94 | 7.33 | — | — | — |
| — | — | — | — | — | — | 47.5 | 183.6% | -0.84 | 8.25 | — | — | — |
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.