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 | |
| — | 6.25 | 11.25 | 8.75 | — | — | 79 | — | — | — | — | 0.14 | — |
| — | 5.60 | 10.50 | 8.05 | — | — | 80 | — | — | 0.25 | 0.05 | 0.45 | — |
| — | 4.15 | 9.05 | 6.60 | — | — | 81 | — | — | — | — | 4.80 | — |
| — | 3.90 | 8.80 | 6.35 | — | — | 81.5 | — | — | — | — | 4.80 | — |
| — | 2.96 | 7.90 | 5.43 | — | — | 82 | — | — | — | — | 0.35 | — |
| — | 2.96 | 7.90 | 5.43 | — | — | 82.5 | — | — | — | — | 4.80 | — |
| — | 3.70 | 6.05 | 4.88 | — | — | 83 | — | — | 0.81 | 0.11 | 1.50 | — |
| — | 1.83 | 6.50 | 4.17 | — | — | 83.5 | — | — | — | — | 4.80 | — |
| — | 1.61 | 6.55 | 4.08 | — | — | 84 | — | — | 0.44 | 0.09 | 0.79 | — |
| — | 1.66 | 4.65 | 3.15 | — | — | 84.5 | — | — | — | — | 4.80 | — |
| — | 0.81 | 5.75 | 3.28 | — | — | 85 | — | — | 0.65 | 0.38 | 0.92 | — |
| — | 0.31 | 5.25 | 2.78 | — | — | 85.5 | — | — | — | — | 3.20 | — |
| — | 0.11 | 5.05 | 2.58 | — | — | 86 | — | — | 2.40 | 0.20 | 4.60 | — |
| — | — | 4.80 | — | — | — | 86.5 | — | — | — | — | 4.80 | — |
| — | — | 4.25 | — | — | — | 87 | — | — | 1.25 | 0.05 | 2.46 | — |
| — | 0.35 | 4.95 | 2.65 | — | — | 87.5 | — | — | 3.10 | 0.66 | 5.55 | — |
| — | 0.80 | 1.48 | 1.14 | — | — | 88 | — | — | 1.60 | 0.79 | 2.42 | — |
| — | — | 4.80 | — | — | — | 88.5 | — | — | — | — | 4.80 | — |
| — | — | 4.80 | — | — | — | 89 | — | — | 2.88 | 0.55 | 5.20 | — |
| — | — | 4.80 | — | — | — | 89.5 | — | — | 2.68 | 0.21 | 5.15 | — |
| — | 0.26 | 0.96 | 0.61 | — | — | 90 | — | — | 3.38 | 0.91 | 5.85 | — |
| — | — | 4.80 | — | — | — | 90.5 | — | — | 3.53 | 1.06 | 6.00 | — |
| — | — | 1.15 | — | — | — | 91 | — | — | 3.78 | 1.31 | 6.25 | — |
| — | — | 4.80 | — | — | — | 91.5 | — | — | 4.03 | 1.56 | 6.50 | — |
| — | — | 4.80 | — | — | — | 92 | — | — | 4.71 | 2.26 | 7.15 | — |
| — | — | 4.80 | — | — | — | 92.5 | — | — | 5.23 | 2.76 | 7.70 | — |
| — | — | 4.80 | — | — | — | 93 | — | — | 5.75 | 3.30 | 8.20 | — |
| — | — | 4.80 | — | — | — | 94 | — | — | 6.85 | 4.40 | 9.30 | — |
| — | — | 4.80 | — | — | — | 95 | — | — | 7.90 | 5.45 | 10.35 | — |
| — | — | 4.80 | — | — | — | 96 | — | — | 9.15 | 7.50 | 10.80 | — |
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.