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 | |
| — | 6.35 | 11.35 | 8.85 | — | — | 79 | — | — | — | — | 4.80 | — |
| — | 5.45 | 10.45 | 7.95 | — | — | 80 | — | — | — | — | 1.35 | — |
| — | 4.00 | 8.90 | 6.45 | — | — | 81 | — | — | — | — | 4.80 | — |
| — | 3.90 | 8.80 | 6.35 | — | — | 82 | — | — | — | — | 4.80 | — |
| — | 3.20 | 7.00 | 5.10 | — | — | 83 | — | — | — | — | 4.80 | — |
| — | 2.21 | 6.90 | 4.55 | — | — | 83.5 | — | — | — | — | 4.80 | — |
| 0 | 1.96 | 6.90 | 4.43 | — | — | 84 | — | — | — | — | 4.80 | — |
| — | 2.65 | 5.70 | 4.17 | — | — | 84.5 | — | — | — | — | 4.80 | — |
| — | 1.21 | 6.15 | 3.68 | — | — | 85 | — | — | — | — | 4.80 | — |
| — | 1.01 | 5.95 | 3.48 | — | — | 85.5 | — | — | 2.50 | 0.06 | 4.95 | — |
| — | 0.73 | 5.00 | 2.87 | — | — | 86 | — | — | — | — | 4.80 | — |
| — | 0.28 | 5.00 | 2.64 | — | — | 86.5 | — | — | — | — | 3.30 | — |
| — | — | 4.80 | — | — | — | 87 | — | — | 1.86 | 0.17 | 3.55 | — |
| — | 0.10 | 4.95 | 1.90 | +0.52 | 19.3% | 87.5 | 19.3% | -0.48 | 1.84 | 0.45 | 4.95 | — |
| — | 0.20 | 4.95 | 2.58 | — | — | 88 | — | — | 2.65 | 0.30 | 5.00 | — |
| — | — | 4.75 | — | — | — | 88.5 | — | — | 2.65 | 0.71 | 4.60 | — |
| — | 0.51 | 2.38 | 1.45 | — | — | 89 | — | — | 3.58 | 1.15 | 6.00 | — |
| — | — | 4.80 | — | — | — | 89.5 | — | — | 3.05 | 0.60 | 5.50 | — |
| — | — | 4.80 | — | — | — | 90 | — | — | 3.58 | 1.15 | 6.00 | — |
| — | — | 4.80 | — | — | — | 90.5 | — | — | 3.77 | 1.33 | 6.20 | — |
| — | — | 4.80 | — | — | — | 91 | — | — | 4.28 | 1.85 | 6.70 | — |
| — | — | 4.80 | — | — | — | 91.5 | — | — | 4.83 | 2.36 | 7.30 | — |
| — | — | 4.80 | — | — | — | 92 | — | — | 5.33 | 2.86 | 7.80 | — |
| — | — | 4.80 | — | — | — | 92.5 | — | — | 5.60 | 3.15 | 8.05 | — |
| — | — | 4.80 | — | — | — | 93 | — | — | 6.60 | 4.15 | 9.05 | — |
| — | — | 4.80 | — | — | — | 93.5 | — | — | 6.70 | 4.25 | 9.15 | — |
| — | — | 4.80 | — | — | — | 94 | — | — | 7.20 | 4.75 | 9.65 | — |
| — | — | 4.80 | — | — | — | 94.5 | — | — | 7.70 | 5.25 | 10.15 | — |
| — | — | 4.80 | — | — | — | 95 | — | — | 8.03 | 5.55 | 10.50 | — |
| — | — | 4.80 | — | — | — | 96 | — | — | 9.03 | 6.55 | 11.50 | — |
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.