SLB option chain Slb N.V.

Expiration 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 ±9.1% (52.91–63.49) · ATM IV 35.8% · P/C open interest 0.36

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
26.35	30.30			104.3%	1.00	0.0004	0.000	30	0	2.13			165.9%	-0.00	0.0004	-0.001
21.70	24.75				0.99	0.0011	0.000	35	0	2.13			134.0%	-0.00	0.0011	-0.002
16.70	19.65				0.99	0.0028	-0.002	40	0	0.1800			60.9%	-0.01	0.0028	-0.004
15.75	18.80			43.6%	0.99	0.0035	-0.002	41	0	0.3200			63.5%	-0.01	0.0035	-0.004
14.75	17.95			53.2%	0.98	0.0043	-0.003	42	0	0.3300			60.2%	-0.02	0.0043	-0.005
13.35	16.95				0.98	0.0053	-0.004	43	0	0.3400			56.9%	-0.02	0.0053	-0.005
12.95	15.80			48.1%	0.97	0.0066	-0.005	44	0	0.1600			46.5%	-0.02	0.0066	-0.006
11.85	14.10	1			0.97	0.0082	-0.006	45	0.0100	0.1900			45.0%	-0.03	0.0082	-0.007
10.90	13.05				0.96	0.0102	-0.007	46	0.0200	0.2200			43.2%	-0.04	0.0102	-0.009
9.85	12.30				0.95	0.0126	-0.009	47	0	0.2800			41.1%	-0.05	0.0127	-0.010
8.95	11.15				0.94	0.0157	-0.011	48	0.0100	0.3500			39.9%	-0.06	0.0157	-0.012
8.15	10.20	2	3		0.92	0.0193	-0.013	49	0.1100	0.4600		1	40.7%	-0.08	0.0194	-0.014
7.40	9.40			28.8%	0.90	0.0236	-0.015	50	0.1400	0.5900			39.7%	-0.10	0.0237	-0.016
6.35	8.35			22.0%	0.88	0.0285	-0.018	51	0.1800	0.6300	3	2	37.0%	-0.12	0.0287	-0.019
5.70	7.40			28.3%	0.85	0.0340	-0.021	52	0.2800	0.6600		2	34.8%	-0.15	0.0343	-0.022
4.65	6.55		3	26.1%	0.81	0.0399	-0.024	53	0.4500	0.8800		11	35.0%	-0.19	0.0402	-0.025
4.05	5.75		2	28.9%	0.77	0.0458	-0.027	54	0.6000	1.11	1	13	34.1%	-0.23	0.0462	-0.027
4.15	5.10	33	3	36.8%	0.72	0.0513	-0.029	55	0.9800	1.51	25	3	35.8%	-0.28	0.0518	-0.030
3.75	4.15		3	36.2%	0.66	0.0560	-0.032	56	1.25	1.85			35.1%	-0.34	0.0566	-0.032
3.10	3.55	2		35.7%	0.60	0.0594	-0.033	57	1.73	2.25		1	35.5%	-0.40	0.0602	-0.034
2.61	3.05	17	30	36.1%	0.54	0.0614	-0.034	58	2.21	2.71		2	35.5%	-0.46	0.0622	-0.035
2.13	2.54	1		35.7%	0.48	0.0616	-0.035	59	2.72	3.10			34.4%	-0.52	0.0626	-0.035
1.29	2.08	7	9	32.3%	0.42	0.0603	-0.034	60	3.30	4.90			42.6%	-0.58	0.0614	-0.035
1.37	1.71		11	35.2%	0.37	0.0577	-0.033	61	3.85	5.25			40.0%	-0.64	0.0589	-0.033
1.09	1.48	2	12	35.9%	0.32	0.0541	-0.031	62	4.75	6.00			42.0%	-0.69	0.0554	-0.032
0.8600	1.15			35.4%	0.27	0.0498	-0.029	63	4.55	5.95			27.5%	-0.74	0.0512	-0.030
0.6800	0.9700		17	36.0%	0.23	0.0451	-0.027	64	6.05	7.70			42.3%	-0.78	0.0466	-0.027
0.5300	0.8100		4	36.4%	0.19	0.0404	-0.025	65	6.60	8.55			40.6%	-0.82	0.0420	-0.025

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 09, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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SLB option chain Slb N.V.

Volatility smile — Oct 09, 2026

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