SLB option chain Slb N.V.
Cboe delayed options data · as of 00:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.6% (53.63–62.47) · ATM IV 33.9% · P/C open interest 0.21
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | 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 | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 25.65 | 29.55 | 118.4% | 1.00 | 0.0003 | 0.000 | 30 | 0 | 2.13 | 185.0% | -0.00 | 0.0003 | -0.001 | ||||
| 21.30 | 24.10 | 99.4% | 1.00 | 0.0008 | 0.000 | 35 | 0 | 0.4700 | 103.8% | -0.00 | 0.0008 | -0.001 | ||||
| 18.60 | 20.95 | 90.2% | 1.00 | 0.0014 | 0.000 | 38 | 0 | 0.3500 | 84.1% | -0.00 | 0.0014 | -0.002 | ||||
| 17.75 | 19.95 | 90.1% | 0.99 | 0.0018 | 0.000 | 39 | 0 | 0.2800 | 76.4% | -0.01 | 0.0018 | -0.002 | ||||
| 16.55 | 19.05 | 81.9% | 0.99 | 0.0022 | 0.000 | 40 | 0 | 0.2900 | 72.6% | -0.01 | 0.0022 | -0.003 | ||||
| 16.00 | 18.05 | 89.0% | 0.99 | 0.0027 | 0.000 | 41 | 0 | 0.2900 | 68.4% | -0.01 | 0.0028 | -0.003 | ||||
| 14.00 | 17.60 | 72.4% | 0.99 | 0.0034 | 0.000 | 42 | 0 | 0.2900 | 64.3% | -0.01 | 0.0035 | -0.004 | ||||
| 13.55 | 15.95 | 64.6% | 0.99 | 0.0044 | 0.000 | 43 | 0 | 0.3000 | 1 | 60.6% | -0.01 | 0.0044 | -0.004 | |||
| 12.80 | 15.05 | 69.4% | 0.98 | 0.0056 | 0.000 | 44 | 0 | 0.1100 | 47.5% | -0.02 | 0.0056 | -0.005 | ||||
| 11.40 | 14.70 | 69.8% | 0.98 | 0.0071 | 0.000 | 45 | 0 | 0.3200 | 25 | 53.3% | -0.02 | 0.0072 | -0.006 | |||
| 11.15 | 13.00 | 65.9% | 0.97 | 0.0092 | -0.001 | 46 | 0 | 0.1900 | 6 | 44.7% | -0.03 | 0.0092 | -0.007 | |||
| 10.25 | 12.05 | 63.5% | 0.96 | 0.0118 | -0.003 | 47 | 0 | 0.2100 | 10 | 41.8% | -0.04 | 0.0119 | -0.009 | |||
| 9.35 | 10.85 | 1 | 57.0% | 0.95 | 0.0152 | -0.006 | 48 | 0 | 0.1800 | 3 | 37.1% | -0.05 | 0.0153 | -0.011 | ||
| 8.50 | 9.25 | 31 | 44.5% | 0.94 | 0.0196 | -0.008 | 49 | 0.1000 | 0.2200 | 72 | 37.9% | -0.06 | 0.0197 | -0.013 | ||
| 7.45 | 9.20 | 2 | 53.5% | 0.92 | 0.0250 | -0.012 | 50 | 0.0800 | 0.2700 | 19 | 34.8% | -0.08 | 0.0252 | -0.016 | ||
| 6.70 | 7.90 | 60 | 47.8% | 0.89 | 0.0316 | -0.015 | 51 | 0.1500 | 0.3400 | 5 | 48 | 33.7% | -0.11 | 0.0318 | -0.019 | |
| 5.60 | 7.35 | 7 | 46.7% | 0.86 | 0.0392 | -0.019 | 52 | 0.2500 | 0.4800 | 1 | 11 | 33.4% | -0.14 | 0.0395 | -0.022 | |
| 5.00 | 6.55 | 5 | 47.4% | 0.81 | 0.0474 | -0.023 | 53 | 0.2600 | 0.6700 | 2 | 121 | 31.6% | -0.19 | 0.0478 | -0.026 | |
| 4.30 | 4.90 | 69 | 38.3% | 0.76 | 0.0556 | -0.027 | 54 | 0.5800 | 0.9100 | 3 | 13 | 32.9% | -0.24 | 0.0562 | -0.029 | |
| 3.55 | 4.50 | 76 | 40.0% | 0.70 | 0.0630 | -0.031 | 55 | 0.9500 | 1.12 | 8 | 70 | 32.8% | -0.30 | 0.0637 | -0.033 | |
| 2.91 | 3.40 | 1 | 14 | 35.7% | 0.63 | 0.0686 | -0.034 | 56 | 1.27 | 1.64 | 5 | 10 | 33.7% | -0.37 | 0.0694 | -0.035 |
| 2.32 | 2.75 | 36 | 34.6% | 0.56 | 0.0718 | -0.036 | 57 | 1.69 | 1.97 | 12 | 32.7% | -0.44 | 0.0728 | -0.037 | ||
| 1.89 | 2.20 | 38 | 578 | 34.6% | 0.49 | 0.0724 | -0.037 | 58 | 2.19 | 2.56 | 2 | 33.2% | -0.51 | 0.0735 | -0.037 | |
| 1.40 | 1.78 | 1 | 232 | 34.0% | 0.42 | 0.0704 | -0.037 | 59 | 2.79 | 3.15 | 1 | 33.3% | -0.59 | 0.0717 | -0.037 | |
| 1.13 | 1.41 | 10 | 37 | 34.4% | 0.36 | 0.0664 | -0.035 | 60 | 3.40 | 3.85 | 33 | 33.2% | -0.65 | 0.0679 | -0.035 | |
| 0.9000 | 1.12 | 16 | 465 | 34.9% | 0.30 | 0.0610 | -0.033 | 61 | 4.00 | 4.50 | 31.4% | -0.71 | 0.0626 | -0.033 | ||
| 0.6900 | 0.9100 | 15 | 35.5% | 0.25 | 0.0549 | -0.031 | 62 | 3.85 | 5.45 | 20.4% | -0.76 | 0.0566 | -0.030 | |||
| 0.4900 | 0.7200 | 131 | 35.4% | 0.20 | 0.0484 | -0.028 | 63 | 4.95 | 6.40 | 24.6% | -0.81 | 0.0502 | -0.026 | |||
| 0.3800 | 0.5500 | 20 | 223 | 35.8% | 0.17 | 0.0421 | -0.025 | 64 | 5.60 | 7.15 | -0.85 | 0.0440 | -0.023 | |||
| 0.2000 | 0.5400 | 15 | 38 | 36.5% | 0.14 | 0.0362 | -0.022 | 65 | 6.50 | 8.25 | -0.88 | 0.0380 | -0.019 | |||
| 0.2400 | 0.3500 | 37.2% | 0.11 | 0.0309 | -0.019 | 66 | 7.35 | 9.10 | -0.90 | 0.0325 | -0.016 | |||||
| 0.1700 | 0.6800 | 44.4% | 0.09 | 0.0261 | -0.017 | 67 | 8.30 | 10.15 | -0.93 | 0.0274 | -0.013 | |||||
| 0.1200 | 0.5700 | 44.8% | 0.07 | 0.0220 | -0.015 | 68 | 9.40 | 11.00 | -0.94 | 0.0227 | -0.010 | |||||
| 0.1000 | 0.3700 | 43.3% | 0.06 | 0.0184 | -0.013 | 69 | 10.20 | 11.95 | -0.96 | 0.0227 | -0.007 | |||||
| 0 | 0.2300 | 15 | 39.7% | 0.05 | 0.0153 | -0.011 | 70 | 11.20 | 13.00 | -0.97 | 0.0219 | -0.004 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs