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 | |
| — | — | — | 5.45 | — | — | 34.5 | 26.6% | -0.10 | 0.25 | — | — | — |
| — | — | — | 5.25 | +0.94 | 19.9% | 35 | 21.5% | -0.08 | 0.15 | — | — | — |
| — | — | — | 4.75 | +0.93 | 18.3% | 35.5 | 22.8% | -0.11 | 0.25 | — | — | — |
| — | — | — | 4.43 | +0.87 | 21.9% | 36 | 22.4% | -0.14 | 0.31 | — | — | — |
| — | — | — | 3.83 | +0.89 | 17.5% | 36.5 | 19.8% | -0.14 | 0.28 | — | — | — |
| — | — | — | 3.45 | +0.84 | 18.5% | 37 | 19.9% | -0.18 | 0.38 | — | — | — |
| — | — | — | 3.05 | +0.80 | 18.4% | 37.5 | 19.0% | -0.21 | 0.44 | — | — | — |
| — | — | — | 2.69 | +0.75 | 18.7% | 38 | 19.6% | -0.26 | 0.61 | — | — | — |
| — | — | — | 2.30 | +0.70 | 18.0% | 38.5 | 18.6% | -0.30 | 0.70 | — | — | — |
| — | — | — | 2.04 | +0.64 | 18.9% | 39 | 18.6% | -0.35 | 0.88 | — | — | — |
| — | — | — | 1.71 | +0.59 | 18.4% | 39.5 | 18.4% | -0.41 | 1.07 | — | — | — |
| — | — | — | 1.44 | +0.53 | 18.3% | 40 | 18.6% | -0.47 | 1.32 | — | — | — |
| — | — | — | 1.19 | +0.47 | 18.1% | 40.5 | 18.4% | -0.52 | 1.57 | — | — | — |
| — | — | — | 1.00 | +0.42 | 18.3% | 41 | 19.1% | -0.58 | 1.92 | — | — | — |
| — | — | — | 0.83 | +0.37 | 18.5% | 41.5 | 18.7% | -0.63 | 2.21 | — | — | — |
| — | — | — | 0.69 | +0.32 | 18.7% | 42 | 16.7% | -0.71 | 2.42 | — | — | — |
| — | — | — | 0.57 | +0.27 | 18.9% | 42.5 | 22.7% | -0.69 | 3.18 | — | — | — |
| — | — | — | 0.52 | +0.24 | 19.9% | 43 | 21.9% | -0.73 | 3.50 | — | — | — |
| — | — | — | 0.38 | +0.20 | 19.2% | 43.5 | 22.1% | -0.77 | 3.90 | — | — | — |
| — | — | — | 0.30 | +0.16 | 19.2% | 44 | 17.8% | -0.86 | 4.10 | — | — | — |
| — | — | — | 0.24 | +0.14 | 19.3% | 44.5 | 28.2% | -0.76 | 5.05 | — | — | — |
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.