SLB catena di opzioni Slb N.V.
Cboe delayed options data · aggiornato al 21:53 UTC
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±3.9% (55.79–60.31) · ATM IV 32.4% · P/C open interest 0.70
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 27.25 | 29.45 | 337.1% | 1.00 | 0.0000 | 0.000 | 30 | 0 | 2.13 | 350.9% | 0.00 | 0.0000 | 0.000 | ||||
| 22.00 | 24.45 | 259.3% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 2.13 | 282.1% | 0.00 | 0.0000 | 0.000 | ||||
| 20.05 | 22.45 | 237.7% | 1.00 | 0.0000 | 0.000 | 37 | 0 | 2.13 | 257.1% | -0.00 | 0.0000 | -0.000 | ||||
| 19.20 | 21.45 | 232.0% | 1.00 | 0.0000 | 0.000 | 38 | 0 | 2.13 | 245.1% | -0.00 | 0.0000 | -0.000 | ||||
| 18.15 | 20.45 | 218.7% | 1.00 | 0.0001 | 0.000 | 39 | 0 | 2.13 | 233.3% | -0.00 | 0.0001 | -0.000 | ||||
| 16.95 | 19.45 | 200.3% | 1.00 | 0.0001 | 0.000 | 40 | 0 | 2.13 | 221.7% | -0.00 | 0.0001 | -0.000 | ||||
| 16.00 | 18.45 | 191.4% | 1.00 | 0.0001 | 0.000 | 41 | 0 | 2.13 | 210.4% | -0.00 | 0.0001 | -0.000 | ||||
| 15.25 | 17.45 | 189.2% | 1.00 | 0.0002 | 0.000 | 42 | 0 | 2.13 | 199.3% | -0.00 | 0.0002 | -0.000 | ||||
| 14.10 | 16.45 | 173.8% | 1.00 | 0.0003 | 0.000 | 43 | 0 | 1.95 | 25 | 182.9% | -0.00 | 0.0003 | -0.000 | |||
| 13.35 | 15.45 | 171.1% | 1.00 | 0.0004 | 0.000 | 44 | 0 | 1.00 | 141.1% | -0.00 | 0.0004 | -0.000 | ||||
| 12.20 | 14.45 | 156.3% | 1.00 | 0.0007 | 0.000 | 45 | 0 | 2.13 | 1 | 166.9% | -0.00 | 0.0007 | -0.001 | |||
| 11.25 | 13.45 | 147.5% | 1.00 | 0.0010 | 0.000 | 46 | 0 | 2.13 | 45 | 156.3% | -0.00 | 0.0010 | -0.001 | |||
| 10.30 | 12.45 | 3 | 138.7% | 1.00 | 0.0017 | 0.000 | 47 | 0 | 2.13 | 13 | 145.9% | -0.00 | 0.0017 | -0.001 | ||
| 9.20 | 11.45 | 4 | 126.1% | 1.00 | 0.0027 | 0.000 | 48 | 0 | 2.13 | 42 | 135.6% | -0.00 | 0.0027 | -0.002 | ||
| 8.55 | 10.95 | 117.3% | 1.00 | 0.0035 | 0.000 | 48.5 | 0 | 2.13 | 11 | 130.4% | -0.00 | 0.0035 | -0.003 | |||
| 8.05 | 10.45 | 112.4% | 0.99 | 0.0045 | 0.000 | 49 | 0 | 2.13 | 118 | 125.3% | -0.01 | 0.0045 | -0.003 | |||
| 7.75 | 9.95 | 112.4% | 0.99 | 0.0059 | -0.000 | 49.5 | 0 | 2.13 | 3 | 120.1% | -0.01 | 0.0059 | -0.004 | |||
| 7.10 | 9.50 | 105.0% | 0.99 | 0.0077 | -0.001 | 50 | 0 | 0.1500 | 1 | 251 | 54.6% | -0.01 | 0.0077 | -0.005 | ||
| 6.25 | 8.50 | 98.5% | 0.98 | 0.0132 | -0.005 | 51 | 0 | 0.1100 | 133 | 45.4% | -0.02 | 0.0132 | -0.008 | |||
| 5.20 | 6.85 | 1 | 73.0% | 0.97 | 0.0226 | -0.010 | 52 | 0 | 0.2900 | 1 | 63 | 48.3% | -0.03 | 0.0227 | -0.012 | |
| 4.20 | 5.95 | 66.0% | 0.94 | 0.0382 | -0.018 | 53 | 0.0100 | 0.1100 | 22 | 122 | 33.6% | -0.06 | 0.0384 | -0.020 | ||
| 3.40 | 4.30 | 254 | 46.8% | 0.90 | 0.0621 | -0.029 | 54 | 0.0800 | 0.1600 | 7 | 250 | 32.2% | -0.10 | 0.0625 | -0.031 | |
| 2.57 | 3.05 | 8 | 265 | 36.1% | 0.82 | 0.0934 | -0.043 | 55 | 0.1200 | 0.3800 | 10 | 154 | 31.7% | -0.18 | 0.0942 | -0.044 |
| 1.82 | 2.27 | 6 | 189 | 35.0% | 0.72 | 0.1252 | -0.057 | 56 | 0.3900 | 0.6700 | 98 | 89 | 33.1% | -0.29 | 0.1262 | -0.059 |
| 1.19 | 1.54 | 45 | 106 | 33.1% | 0.58 | 0.1447 | -0.067 | 57 | 0.7200 | 1.03 | 40 | 87 | 32.1% | -0.43 | 0.1461 | -0.068 |
| 0.8100 | 1.00 | 56 | 189 | 33.8% | 0.43 | 0.1437 | -0.069 | 58 | 1.20 | 1.51 | 31 | 114 | 30.9% | -0.57 | 0.1450 | -0.069 |
| 0.4700 | 0.6300 | 87 | 434 | 33.7% | 0.30 | 0.1247 | -0.062 | 59 | 1.80 | 2.12 | 6 | 53 | 28.9% | -0.70 | 0.1257 | -0.062 |
| 0.2400 | 0.3900 | 101 | 378 | 33.8% | 0.20 | 0.0977 | -0.051 | 60 | 2.47 | 2.99 | 5 | 70 | 27.2% | -0.80 | 0.0982 | -0.050 |
| 0.0100 | 0.2500 | 61 | 311 | 31.4% | 0.13 | 0.0713 | -0.039 | 61 | 2.86 | 3.90 | 17 | -0.87 | 0.0711 | -0.037 | ||
| 0.0800 | 0.1600 | 7 | 145 | 36.8% | 0.08 | 0.0496 | -0.028 | 62 | 3.65 | 4.85 | -0.92 | 0.0517 | -0.026 | |||
| 0.0400 | 0.1900 | 3 | 26 | 42.0% | 0.05 | 0.0335 | -0.020 | 63 | 4.20 | 5.80 | -0.96 | 0.0406 | -0.018 | |||
| 0.0100 | 0.1200 | 6 | 42.2% | 0.03 | 0.0223 | -0.014 | 64 | 5.20 | 7.10 | 13 | -0.98 | 0.0279 | -0.016 | |||
| 0 | 0.2500 | 81 | 53.5% | 0.02 | 0.0146 | -0.009 | 65 | 6.20 | 7.95 | 1 | -0.99 | 0.0132 | -0.018 | |||
| 0 | 0.8200 | 78.6% | 0.01 | 0.0096 | -0.006 | 66 | 7.20 | 9.05 | -1.00 | 0.0038 | -0.022 | |||||
| 0 | 0.6500 | 79.2% | 0.01 | 0.0063 | -0.004 | 67 | 8.20 | 10.00 | -1.00 | 0.0006 | -0.024 | |||||
| 0 | 1.15 | 99.2% | 0.01 | 0.0041 | -0.003 | 68 | 9.20 | 10.95 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 0.5200 | 85.2% | 0.00 | 0.0027 | -0.002 | 69 | 10.20 | 12.15 | -1.00 | 0.0000 | -0.026 | |||||
| 0 | 0.0400 | 1 | 58.1% | 0.00 | 0.0018 | -0.001 | 70 | 11.20 | 12.95 | -1.00 | 0.0000 | -0.026 | ||||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Sep 11, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.
callput