Spot 83.22
· 116 contratti su 4 scadenze
· fonte ibkr + storico
· catturata 19/09 05:35 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 | |
| — | 11.70 | 15.60 | 13.65 | — | — | 70 | — | — | — | — | 0.01 | — |
| — | 6.50 | 11.10 | 8.80 | — | — | 75 | — | — | — | — | 0.75 | — |
| — | 4.00 | 8.90 | 6.45 | — | — | 77 | — | — | — | — | 0.02 | — |
| — | 3.30 | 8.20 | 5.75 | — | — | 78 | — | — | 0.06 | 0.01 | 0.10 | — |
| — | 2.51 | 7.45 | 4.98 | — | — | 79 | — | — | — | — | 0.19 | — |
| — | 1.56 | 6.50 | 4.03 | — | — | 80 | — | — | — | — | 0.45 | — |
| — | 1.21 | 6.15 | 3.68 | — | — | 81 | — | — | — | — | 2.20 | — |
| — | — | 4.80 | — | — | — | 81.5 | — | — | — | — | 4.80 | — |
| — | — | 3.65 | — | — | — | 82 | — | — | — | — | 0.50 | — |
| — | — | 4.80 | — | — | — | 82.5 | — | — | — | — | 1.89 | — |
| — | — | 4.80 | — | — | — | 83 | — | — | — | — | 1.50 | — |
| — | — | 4.80 | — | — | — | 83.5 | — | — | — | — | 2.51 | — |
| — | — | 4.80 | — | — | — | 84 | — | — | — | — | 1.90 | — |
| — | — | 2.50 | — | — | — | 84.5 | — | — | — | — | 3.05 | — |
| — | — | 4.80 | — | — | — | 85 | — | — | 1.85 | 1.50 | 2.20 | — |
| — | — | 4.80 | — | — | — | 85.5 | — | — | 3.06 | 0.72 | 5.40 | — |
| — | 0.01 | 2.36 | 1.19 | — | — | 86 | — | — | 2.98 | 0.97 | 5.00 | — |
| — | — | 4.80 | — | — | — | 86.5 | — | — | 3.63 | 1.16 | 6.10 | — |
| — | — | 0.77 | — | — | — | 87 | — | — | 3.73 | 1.26 | 6.20 | — |
| — | — | 4.80 | — | — | — | 87.5 | — | — | 4.08 | 1.61 | 6.55 | — |
| — | 0.02 | 0.20 | 0.11 | — | — | 88 | — | — | 3.55 | 1.20 | 5.90 | — |
| — | — | 1.57 | — | — | — | 88.5 | — | — | 5.03 | 2.56 | 7.50 | — |
| — | — | 0.02 | — | — | — | 89 | — | — | 5.43 | 2.96 | 7.90 | — |
| — | — | 0.02 | — | — | — | 89.5 | — | — | 5.70 | 3.25 | 8.15 | — |
| — | — | 0.02 | — | — | — | 90 | — | — | 6.65 | 4.20 | 9.10 | — |
| — | — | 0.02 | — | — | — | 90.5 | — | — | 6.65 | 4.20 | 9.10 | — |
| — | — | 0.02 | — | — | — | 91 | — | — | 7.67 | 5.25 | 10.10 | — |
| — | — | 0.02 | — | — | — | 91.5 | — | — | 8.20 | 5.75 | 10.65 | 0 |
| 354 | — | 0.02 | — | — | — | 92 | — | — | 7.88 | 6.00 | 9.75 | 0 |
| 85 | — | 0.02 | — | — | — | 92.5 | — | — | 8.80 | 6.50 | 11.10 | — |
| — | — | 0.02 | — | — | — | 93 | — | — | 9.72 | 7.25 | 12.20 | — |
| — | — | 0.02 | — | — | — | 94 | — | — | 10.15 | 9.15 | 11.15 | — |
| — | — | 0.02 | — | — | — | 95 | — | — | 11.57 | 9.55 | 13.60 | — |
| — | — | 0.02 | — | — | — | 96 | — | — | 12.68 | 10.20 | 15.15 | — |
| — | — | 0.02 | — | — | — | 97 | — | — | 12.90 | 10.65 | 15.15 | — |
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.