SLB cadena de opciones Slb N.V.
Cboe delayed options data · a fecha de 18:43 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±4.9% (46.56–51.31) · ATM IV 57.3% · P/C interés abierto 0.42
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 18.65 | 19.75 | 36 | 1 | 274.4% | 1.00 | 0.0000 | 0.000 | 30 | 0 | 0.0200 | 178.0% | 0.00 | 0.0000 | 0.000 | ||
| 13.50 | 14.70 | 36 | 174.6% | 1.00 | 0.0003 | 0.000 | 35 | 0 | 0.0400 | 1 | 136.9% | -0.00 | 0.0003 | -0.000 | ||
| 10.70 | 11.60 | 36 | 148.5% | 1.00 | 0.0012 | -0.000 | 38 | 0 | 1.15 | 207.4% | -0.00 | 0.0012 | -0.002 | |||
| 9.50 | 10.50 | 36 | 1.00 | 0.0021 | -0.002 | 39 | 0 | 0.0100 | 82.3% | -0.00 | 0.0021 | -0.003 | ||||
| 8.65 | 9.55 | 36 | 113.4% | 0.99 | 0.0037 | -0.004 | 40 | 0 | 0.0200 | 80.0% | -0.01 | 0.0037 | -0.005 | |||
| 7.65 | 8.65 | 38 | 111.1% | 0.99 | 0.0064 | -0.007 | 41 | 0 | 0.0200 | 71.3% | -0.01 | 0.0064 | -0.008 | |||
| 6.70 | 7.55 | 38 | 10 | 94.8% | 0.98 | 0.0110 | -0.012 | 42 | 0 | 0.0200 | 3 | 8 | 62.7% | -0.02 | 0.0110 | -0.013 |
| 5.60 | 6.50 | 37 | 68.4% | 0.97 | 0.0189 | -0.021 | 43 | 0.0300 | 0.0400 | 22 | 57 | 65.2% | -0.03 | 0.0189 | -0.022 | |
| 5.30 | 6.00 | 15 | 80.8% | 0.96 | 0.0245 | -0.028 | 43.5 | 0.0200 | 0.1100 | 2 | 67.6% | -0.04 | 0.0246 | -0.028 | ||
| 4.95 | 5.30 | 1 | 71.3% | 0.95 | 0.0316 | -0.036 | 44 | 0.0400 | 0.0900 | 5 | 16 | 62.3% | -0.05 | 0.0316 | -0.036 | |
| 4.45 | 4.85 | 68.7% | 0.93 | 0.0402 | -0.045 | 44.5 | 0.0600 | 0.1700 | 2 | 3 | 64.7% | -0.07 | 0.0403 | -0.046 | ||
| 3.80 | 4.35 | 38 | 10 | 52.4% | 0.91 | 0.0505 | -0.057 | 45 | 0.1000 | 0.1400 | 7 | 44 | 59.6% | -0.09 | 0.0506 | -0.057 |
| 3.40 | 4.00 | 36 | 2 | 61.5% | 0.88 | 0.0624 | -0.070 | 45.5 | 0.1400 | 0.2500 | 17 | 14 | 61.6% | -0.12 | 0.0626 | -0.071 |
| 2.95 | 3.75 | 2 | 11 | 67.1% | 0.85 | 0.0756 | -0.085 | 46 | 0.1900 | 0.2800 | 7 | 68 | 58.5% | -0.15 | 0.0758 | -0.086 |
| 2.36 | 4.75 | 102.5% | 0.81 | 0.0895 | -0.101 | 46.5 | 0.2900 | 0.3500 | 66 | 30 | 58.0% | -0.19 | 0.0898 | -0.101 | ||
| 2.19 | 2.82 | 1 | 46 | 61.9% | 0.76 | 0.1031 | -0.116 | 47 | 0.4000 | 0.4700 | 17 | 292 | 58.0% | -0.24 | 0.1035 | -0.117 |
| 2.02 | 2.13 | 6 | 36 | 57.5% | 0.71 | 0.1155 | -0.130 | 47.5 | 0.5000 | 0.6100 | 31 | 179 | 56.7% | -0.29 | 0.1160 | -0.131 |
| 1.67 | 1.80 | 6 | 135 | 56.8% | 0.65 | 0.1254 | -0.142 | 48 | 0.7000 | 0.7800 | 63 | 311 | 57.3% | -0.36 | 0.1259 | -0.143 |
| 1.39 | 1.50 | 1 | 57 | 57.0% | 0.58 | 0.1318 | -0.150 | 48.5 | 0.8900 | 1.00 | 13 | 47 | 57.3% | -0.42 | 0.1325 | -0.151 |
| 1.15 | 1.24 | 25 | 163 | 57.6% | 0.51 | 0.1343 | -0.154 | 49 | 1.12 | 1.24 | 54 | 122 | 57.1% | -0.49 | 0.1350 | -0.154 |
| 0.8900 | 1.02 | 22 | 95 | 57.0% | 0.45 | 0.1326 | -0.153 | 49.5 | 1.38 | 1.54 | 11 | 130 | 57.4% | -0.55 | 0.1333 | -0.153 |
| 0.6900 | 0.8300 | 93 | 2,217 | 57.0% | 0.38 | 0.1273 | -0.147 | 50 | 1.66 | 1.83 | 2 | 180 | 56.4% | -0.62 | 0.1280 | -0.148 |
| 0.4300 | 0.5300 | 492 | 233 | 58.1% | 0.27 | 0.1087 | -0.128 | 51 | 2.40 | 2.54 | 1 | 63 | 57.6% | -0.73 | 0.1093 | -0.128 |
| 0.2300 | 0.3300 | 71 | 267 | 58.3% | 0.19 | 0.0855 | -0.102 | 52 | 2.96 | 4.20 | 40 | 78.2% | -0.82 | 0.0859 | -0.102 | |
| 0.1400 | 0.2400 | 48 | 193 | 62.0% | 0.12 | 0.0634 | -0.076 | 53 | 3.40 | 5.40 | 16 | 79.0% | -0.88 | 0.0637 | -0.076 | |
| 0.0700 | 0.1400 | 62 | 107 | 62.2% | 0.08 | 0.0451 | -0.055 | 54 | 4.45 | 5.75 | 16 | 60.6% | -0.92 | 0.0454 | -0.054 | |
| 0.0200 | 0.0900 | 155 | 62.3% | 0.05 | 0.0313 | -0.038 | 55 | 5.65 | 6.95 | 54 | 92.6% | -0.95 | 0.0317 | -0.038 | ||
| 0.0200 | 0.0600 | 115 | 72 | 66.2% | 0.03 | 0.0214 | -0.026 | 56 | 6.20 | 8.70 | 36 | 115.8% | -0.97 | 0.0219 | -0.025 | |
| 0.0100 | 0.0300 | 14 | 70 | 66.1% | 0.02 | 0.0145 | -0.018 | 57 | 7.25 | 9.80 | 30 | 132.1% | -0.98 | 0.0149 | -0.017 | |
| 0.0100 | 0.0800 | 5 | 54 | 81.9% | 0.01 | 0.0098 | -0.012 | 58 | 8.50 | 9.65 | 87.5% | -0.99 | 0.0098 | -0.012 | ||
| 0 | 0.9500 | 48 | 147.0% | 0.01 | 0.0066 | -0.008 | 59 | 9.80 | 10.60 | 117.2% | -0.99 | 0.0061 | -0.009 | |||
| 0 | 0.0300 | 145 | 81.8% | 0.01 | 0.0045 | -0.006 | 60 | 10.70 | 11.75 | 1 | 128.7% | -1.00 | 0.0036 | -0.007 | ||
| 0 | 0.4200 | 2 | 134.8% | 0.00 | 0.0031 | -0.004 | 61 | 11.50 | 13.00 | 1 | 139.9% | -1.00 | 0.0019 | -0.006 | ||
| 0 | 0.6200 | 3 | 155.4% | 0.00 | 0.0021 | -0.003 | 62 | 12.30 | 14.05 | 136.4% | -1.00 | 0.0009 | -0.006 | |||
| 0 | 1.00 | 183.9% | 0.00 | 0.0014 | -0.002 | 63 | 13.15 | 15.40 | 158.5% | -1.00 | 0.0004 | -0.006 | ||||
| 0 | 1.21 | 202.0% | 0.00 | 0.0010 | -0.001 | 64 | 14.35 | 16.80 | 199.4% | -1.00 | 0.0002 | -0.006 | ||||
| 0 | 0.1600 | 10 | 11 | 137.3% | 0.00 | 0.0007 | -0.001 | 65 | 15.15 | 17.80 | 197.3% | -1.00 | 0.0001 | -0.006 | ||
| 0 | 1.19 | 1 | 216.9% | 0.00 | 0.0005 | -0.001 | 66 | 16.15 | 18.80 | 204.8% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 1.34 | 231.7% | 0.00 | 0.0003 | -0.000 | 67 | 17.20 | 19.35 | 187.0% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 1.34 | 239.2% | 0.00 | 0.0002 | -0.000 | 68 | 18.15 | 20.80 | 219.4% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 1.27 | 243.2% | 0.00 | 0.0002 | -0.000 | 69 | 19.15 | 21.80 | 226.5% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 1.53 | 2 | 262.8% | 0.00 | 0.0001 | -0.000 | 70 | 20.15 | 22.80 | 233.3% | -1.00 | 0.0000 | -0.006 | |||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Oct 23, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
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