Spot 87.59
· 204 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 10/09 08:11 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 | |
| — | 6.15 | 11.10 | 8.62 | — | — | 79 | — | — | — | — | 4.80 | — |
| — | 5.10 | 10.10 | 7.60 | — | — | 80 | — | — | — | — | 4.80 | — |
| — | 3.70 | 8.60 | 6.15 | — | — | 81 | — | — | — | — | 0.95 | — |
| — | 3.80 | 8.00 | 5.90 | — | — | 81.5 | — | — | — | — | 4.80 | — |
| — | 3.45 | 7.45 | 5.45 | — | — | 82 | — | — | — | — | 0.88 | — |
| — | 3.25 | 7.40 | 5.33 | — | — | 82.5 | — | — | — | — | 4.80 | — |
| — | 2.80 | 6.40 | 4.60 | — | — | 83 | — | — | — | — | 4.80 | — |
| — | 1.76 | 6.70 | 4.23 | — | — | 83.5 | — | — | — | — | 4.80 | — |
| — | 0.81 | 5.75 | 3.28 | — | — | 84 | — | — | — | — | 4.80 | — |
| — | 0.41 | 5.35 | 2.88 | — | — | 84.5 | — | — | — | — | 1.17 | — |
| — | 0.16 | 5.05 | 2.60 | — | — | 85 | — | — | — | — | 1.52 | — |
| — | 0.11 | 5.05 | 2.58 | — | — | 85.5 | — | — | — | — | 4.80 | — |
| — | 0.01 | 4.95 | 2.48 | — | — | 86 | — | — | — | — | 1.01 | — |
| — | 0.01 | 4.95 | 2.48 | — | — | 86.5 | — | — | 1.07 | 0.05 | 2.09 | — |
| — | 1.27 | 3.05 | 2.16 | — | — | 87 | — | — | 1.46 | 0.65 | 2.27 | — |
| — | — | 4.80 | — | — | — | 87.5 | — | — | — | — | 4.80 | — |
| — | 0.26 | 5.20 | 2.73 | — | — | 88 | — | — | 2.73 | 0.26 | 5.20 | — |
| — | — | 4.80 | — | — | — | 88.5 | — | — | — | — | 3.75 | — |
| — | — | 1.82 | — | — | — | 89 | — | — | 3.53 | 1.06 | 6.00 | — |
| — | 0.01 | 4.95 | 2.48 | — | — | 89.5 | — | — | 2.68 | 0.21 | 5.15 | — |
| — | — | 4.80 | — | — | — | 90 | — | — | 2.73 | 0.26 | 5.20 | — |
| — | — | 4.80 | — | — | — | 90.5 | — | — | 3.56 | 2.06 | 5.05 | — |
| — | — | 4.80 | — | — | — | 91 | — | — | 3.80 | 1.50 | 6.10 | — |
| — | — | 4.80 | — | — | — | 91.5 | — | — | 4.18 | 1.71 | 6.65 | — |
| — | — | 4.80 | — | — | — | 92 | — | — | 4.28 | 1.81 | 6.75 | — |
| — | — | 0.95 | — | — | — | 92.5 | — | — | 5.55 | 3.10 | 8.00 | — |
| — | — | 4.80 | — | — | — | 93 | — | — | 6.05 | 3.60 | 8.50 | — |
| — | — | 4.80 | — | — | — | 93.5 | — | — | 6.60 | 4.15 | 9.05 | — |
| — | — | 4.80 | — | — | — | 94 | — | — | 6.45 | 4.00 | 8.90 | — |
| — | — | 4.80 | — | — | — | 94.5 | — | — | 7.53 | 5.45 | 9.60 | — |
| — | — | 4.80 | — | — | — | 95 | — | — | 7.80 | 5.35 | 10.25 | — |
| — | — | 4.80 | — | — | — | 95.5 | — | — | 8.93 | 6.45 | 11.40 | — |
| — | — | 4.80 | — | — | — | 96 | — | — | 8.65 | 7.10 | 10.20 | — |
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.