SLB option chain Slb N.V.
Cboe delayed options data · as of 12:41 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 ±6.9% (46.15–52.99) · ATM IV 44.2% · P/C open interest 1.53
| 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 | |
| 18.40 | 20.75 | 1.00 | 0.0001 | -0.000 | 30 | 0 | 2.13 | 225.6% | -0.00 | 0.0001 | -0.000 | |||||
| 13.50 | 16.05 | 109.1% | 1.00 | 0.0009 | -0.001 | 35 | 0 | 1.15 | 141.9% | -0.00 | 0.0009 | -0.001 | ||||
| 10.45 | 12.45 | 0.99 | 0.0033 | -0.003 | 38 | 0 | 1.15 | 115.6% | -0.01 | 0.0033 | -0.003 | |||||
| 9.45 | 11.95 | 71.6% | 0.99 | 0.0051 | -0.005 | 39 | 0 | 1.00 | 102.8% | -0.01 | 0.0051 | -0.005 | ||||
| 8.00 | 11.00 | 0.98 | 0.0078 | -0.007 | 40 | 0 | 1.00 | 10 | 94.7% | -0.02 | 0.0078 | -0.007 | ||||
| 7.50 | 10.00 | 63.7% | 0.97 | 0.0118 | -0.010 | 41 | 0 | 1.00 | 1 | 86.6% | -0.03 | 0.0118 | -0.010 | |||
| 6.55 | 8.35 | 0.96 | 0.0174 | -0.014 | 42 | 0.0100 | 0.2900 | 25 | 54 | 56.9% | -0.04 | 0.0175 | -0.014 | |||
| 5.60 | 7.95 | 3 | 52.4% | 0.94 | 0.0252 | -0.019 | 43 | 0.0400 | 0.2900 | 76 | 51.6% | -0.06 | 0.0253 | -0.019 | ||
| 4.80 | 6.20 | 3 | 0.91 | 0.0352 | -0.025 | 44 | 0.0700 | 0.3000 | 53 | 46.4% | -0.09 | 0.0354 | -0.026 | |||
| 4.45 | 5.20 | 2 | 2 | 41.9% | 0.87 | 0.0473 | -0.033 | 45 | 0.1800 | 0.3600 | 3 | 102 | 44.4% | -0.13 | 0.0476 | -0.033 |
| 2.89 | 5.30 | 2 | 46.3% | 0.82 | 0.0608 | -0.041 | 46 | 0.3000 | 0.5100 | 2 | 73 | 42.9% | -0.19 | 0.0612 | -0.042 | |
| 2.38 | 4.90 | 2 | 43.8% | 0.78 | 0.0677 | -0.045 | 46.5 | 0.4300 | 0.6600 | 5 | 24 | 44.1% | -0.22 | 0.0680 | -0.046 | |
| 2.51 | 3.80 | 33 | 40.0% | 0.75 | 0.0742 | -0.049 | 47 | 0.5300 | 0.7400 | 24 | 737 | 42.8% | -0.25 | 0.0746 | -0.050 | |
| 2.75 | 3.30 | 5 | 46.9% | 0.71 | 0.0803 | -0.053 | 47.5 | 0.7100 | 0.9800 | 406 | 44.6% | -0.29 | 0.0807 | -0.053 | ||
| 2.27 | 2.75 | 48 | 41.4% | 0.67 | 0.0855 | -0.056 | 48 | 0.8800 | 1.09 | 11 | 127 | 43.6% | -0.34 | 0.0860 | -0.056 | |
| 2.07 | 2.55 | 3 | 20 | 44.3% | 0.62 | 0.0898 | -0.058 | 48.5 | 1.07 | 1.31 | 5 | 120 | 43.9% | -0.38 | 0.0903 | -0.058 |
| 1.78 | 2.17 | 27 | 394 | 42.9% | 0.57 | 0.0928 | -0.060 | 49 | 1.29 | 1.63 | 490 | 453 | 45.3% | -0.43 | 0.0934 | -0.060 |
| 1.61 | 1.84 | 6 | 4 | 43.1% | 0.53 | 0.0945 | -0.060 | 49.5 | 1.53 | 1.87 | 3 | 3 | 45.2% | -0.47 | 0.0951 | -0.061 |
| 1.30 | 1.61 | 52 | 192 | 42.2% | 0.48 | 0.0948 | -0.060 | 50 | 1.81 | 2.06 | 14 | 85 | 44.4% | -0.52 | 0.0954 | -0.061 |
| 0.8700 | 1.19 | 9 | 105 | 41.5% | 0.39 | 0.0913 | -0.058 | 51 | 2.25 | 3.05 | 1 | 148 | 47.5% | -0.61 | 0.0919 | -0.058 |
| 0.5600 | 0.9300 | 55 | 115 | 42.2% | 0.31 | 0.0832 | -0.053 | 52 | 2.94 | 3.45 | 1 | 68 | 43.7% | -0.70 | 0.0839 | -0.053 |
| 0.4600 | 0.6500 | 2 | 70 | 43.7% | 0.23 | 0.0722 | -0.046 | 53 | 3.45 | 4.20 | 15 | 39.0% | -0.77 | 0.0731 | -0.046 | |
| 0.2400 | 0.5300 | 12 | 120 | 44.1% | 0.17 | 0.0601 | -0.038 | 54 | 4.45 | 6.00 | 9 | 59.6% | -0.83 | 0.0610 | -0.039 | |
| 0.2000 | 0.3000 | 30 | 165 | 43.8% | 0.13 | 0.0482 | -0.031 | 55 | 5.25 | 6.80 | 25 | 59.3% | -0.88 | 0.0492 | -0.032 | |
| 0.0500 | 0.7100 | 128 | 55.4% | 0.09 | 0.0376 | -0.025 | 56 | 6.20 | 7.80 | 8 | 64.5% | -0.92 | 0.0385 | -0.025 | ||
| 0.0300 | 0.6200 | 64 | 58.1% | 0.06 | 0.0286 | -0.019 | 57 | 7.10 | 8.80 | 6 | 68.2% | -0.94 | 0.0293 | -0.019 | ||
| 0 | 2.19 | 36 | 94.3% | 0.05 | 0.0213 | -0.014 | 58 | 8.15 | 10.45 | 87.5% | -0.96 | 0.0217 | -0.015 | |||
| 0 | 2.17 | 87 | 99.8% | 0.03 | 0.0157 | -0.011 | 59 | 8.95 | 11.45 | 89.3% | -0.98 | 0.0155 | -0.011 | |||
| 0 | 1.25 | 13 | 87.4% | 0.02 | 0.0114 | -0.008 | 60 | 9.95 | 12.45 | 94.7% | -0.99 | 0.0107 | -0.007 | |||
| 0 | 0.7500 | 37 | 80.0% | 0.02 | 0.0082 | -0.006 | 61 | 10.55 | 13.40 | 90.0% | -0.99 | 0.0070 | -0.005 | |||
| 0 | 1.20 | 25 | 96.0% | 0.01 | 0.0059 | -0.004 | 62 | 12.15 | 14.40 | 108.0% | -0.99 | 0.0044 | -0.003 | |||
| 0 | 1.00 | 18 | 95.7% | 0.01 | 0.0042 | -0.003 | 63 | 12.05 | 15.40 | 85.2% | -1.00 | 0.0027 | -0.002 | |||
| 0 | 1.00 | 100.0% | 0.01 | 0.0030 | -0.002 | 64 | 13.95 | 16.10 | 106.4% | -1.00 | 0.0015 | -0.001 | ||||
| 0 | 1.00 | 13 | 104.3% | 0.00 | 0.0021 | -0.002 | 65 | 15.20 | 17.30 | 2 | 121.3% | -1.00 | 0.0008 | -0.000 | ||
| 0 | 1.20 | 113.7% | 0.00 | 0.0015 | -0.001 | 66 | 15.90 | 18.40 | 121.2% | -1.00 | 0.0004 | -0.000 | ||||
| 0 | 1.40 | 122.9% | 0.00 | 0.0011 | -0.001 | 67 | 16.95 | 19.45 | 127.9% | -1.00 | 0.0002 | -0.000 | ||||
| 0 | 1.00 | 116.4% | 0.00 | 0.0008 | -0.001 | 68 | 17.95 | 20.40 | 130.9% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 1.00 | 120.2% | 0.00 | 0.0005 | -0.000 | 69 | 18.95 | 21.45 | 136.2% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 1.00 | 124.0% | 0.00 | 0.0004 | -0.000 | 70 | 19.90 | 22.45 | 139.0% | -1.00 | 0.0000 | 0.000 | ||||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs