Halliburton Company (HAL)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:37 UTC · Figures derived from the full chain (680 contracts, 14 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±9.6% (range 30.29–36.72) by Nov 20, 2026. ATM straddle: 3.21 @ strike 33 · ATM IV: 38.6%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 30.15 | -10% | 80.6% | 19.4% |
| 31.82 | -5% | 65.3% | 34.7% |
| 33.50 | +0% | 47.7% | 52.3% |
| 35.18 | +5% | 31.4% | 68.6% |
| 36.85 | +10% | 18.6% | 81.4% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±5.7% | 51.3% | 6,966 |
| Oct 30, 2026 | 11 | ±6.8% | 43.4% | 3,163 |
| Nov 06, 2026 | 18 | ±8.0% | 41.6% | 910 |
| Nov 13, 2026 | 25 | ±8.5% | 38.2% | 1,220 |
| Nov 20, 2026 | 32 | ±9.6% | 38.6% | 31.2K |
| Nov 27, 2026 | 39 | ±10.0% | 37.0% | 209 |
| Dec 18, 2026 | 60 | ±12.2% | 36.9% | 58.8K |
| Jan 15, 2027 | 88 | ±14.4% | 36.4% | 193.9K |
| Mar 19, 2027 | 151 | ±18.3% | 35.8% | 13.2K |
| Apr 16, 2027 | 179 | ±19.8% | 35.7% | 1,634 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 32 C · 15.9K35 C · 13.1K40 C · 12.3K42 C · 7,17737 C · 3,535
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 40.9% of the time.
Past earnings reactions
Avg |reaction| 5.5% · median 5.2% (20 reports). Two-session close-to-close window; definition
About Halliburton Company
Halliburton Company (HAL) is a global supplier of products and services tailored for the energy sector. Its operations are structured into two primary divisions: Completion and Production, and Drilling and Evaluation. The Completion and Production segment focuses on enhancing well output through techniques like stimulation and sand control. It provides cementing services for well integrity, including casing and bonding, alongside a range of specialized downhole completion tools such as intelligent well systems, liner hangers, and multilateral solutions. This segment also supports production with offerings like coiled tubing, hydraulic workover units, pumping, and nitrogen services, in addition to managing pipeline and process services from initial setup (pre-commissioning, commissioning) through ongoing maintenance and eventual retirement (decommissioning). Furthermore, it supplies electrical submersible pumps and delivers artificial lift solutions. The Drilling and Evaluation segment offers a comprehensive suite of drilling fluids, including systems, performance additives, completion fluids, solids control, specialized testing equipment, and waste management services. It also prov
Energy · Oil & Gas Equipment & Services · NYSE · Profile: Financial Modeling Prep
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