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 | |
| — | — | — | 4.58 | — | — | 35 | — | — | — | — | — | — |
| — | — | — | 3.60 | — | — | 36 | 37.0% | -0.05 | 0.05 | — | — | — |
| — | — | — | 2.84 | +0.93 | 29.9% | 37 | 25.8% | -0.04 | 0.03 | — | — | — |
| — | — | — | 2.54 | +0.82 | 40.0% | 37.5 | 25.5% | -0.08 | 0.06 | — | — | — |
| — | — | — | 1.73 | — | — | 38 | 20.1% | -0.08 | 0.05 | — | — | — |
| — | — | — | 1.43 | +0.82 | 22.4% | 38.5 | 20.6% | -0.16 | 0.12 | — | — | — |
| — | — | — | 0.98 | +0.74 | 19.0% | 39 | 19.5% | -0.26 | 0.21 | — | — | — |
| — | — | — | 0.66 | +0.59 | 19.4% | 39.5 | 19.4% | -0.41 | 0.38 | — | — | — |
| — | — | — | 0.41 | +0.44 | 19.5% | 40 | 18.7% | -0.56 | 0.61 | — | — | — |
| — | — | — | 0.24 | +0.30 | 19.7% | 40.5 | 23.6% | -0.67 | 1.05 | — | — | — |
| — | — | — | 0.13 | +0.18 | 19.9% | 41 | 21.0% | -0.80 | 1.37 | — | — | — |
| — | — | — | 0.08 | +0.12 | 21.3% | 41.5 | — | — | 1.55 | — | — | — |
| — | — | — | 0.03 | +0.05 | 20.2% | 42 | 31.9% | -0.84 | 2.39 | — | — | — |
| — | — | — | 0.04 | +0.06 | 25.0% | 42.5 | 26.3% | -0.93 | 2.77 | — | — | — |
| — | — | — | 0.02 | +0.03 | 25.0% | 43 | 34.1% | -0.91 | 3.31 | — | — | — |
| — | 43.5 | — | — | 3.59 | — | — | — | |||||
| — | 44 | 58.4% | -0.84 | 4.53 | — | — | — | |||||
| — | — | — | 0.03 | +0.03 | 36.2% | 44.5 | 55.7% | -0.88 | 4.93 | — | — | — |
| — | 45 | 63.3% | -0.87 | 5.48 | — | — | — | |||||
| — | 45.5 | 60.7% | -0.90 | 5.90 | — | — | — | |||||
| — | 46 | 76.0% | -0.86 | 6.55 | — | — | — | |||||
| — | 46.5 | 83.2% | -0.86 | 7.10 | — | — | — | |||||
| — | 47 | 108.1% | -0.80 | 7.95 | — | — | — | |||||
| — | 47.5 | 85.6% | -0.88 | 8.03 | — | — | — | |||||
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.