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 ±7.9% (45.65–53.49) · ATM IV 40.9% · P/C open interest 0.23
| 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 | |
| 17.50 | 21.65 | 1.00 | 0.0002 | -0.000 | 30 | 0 | 1.07 | 152.4% | -0.00 | 0.0002 | -0.000 | |||||
| 13.30 | 16.50 | 96.4% | 1.00 | 0.0017 | -0.002 | 35 | 0 | 1.00 | 111.7% | -0.00 | 0.0017 | -0.002 | ||||
| 9.60 | 13.55 | 0.99 | 0.0052 | -0.004 | 38 | 0 | 1.00 | 90.9% | -0.01 | 0.0052 | -0.004 | |||||
| 8.65 | 12.65 | 41.5% | 0.98 | 0.0075 | -0.006 | 39 | 0 | 1.40 | 93.2% | -0.02 | 0.0075 | -0.006 | ||||
| 8.45 | 11.15 | 57.9% | 0.97 | 0.0107 | -0.008 | 40 | 0 | 1.00 | 3 | 77.5% | -0.03 | 0.0107 | -0.008 | |||
| 7.50 | 9.45 | 0.96 | 0.0150 | -0.011 | 41 | 0 | 1.00 | 51 | 71.0% | -0.04 | 0.0151 | -0.011 | ||||
| 6.55 | 9.05 | 46.8% | 0.94 | 0.0208 | -0.014 | 42 | 0 | 0.7500 | 59.0% | -0.06 | 0.0209 | -0.014 | ||||
| 6.05 | 7.35 | 2 | 33.1% | 0.92 | 0.0281 | -0.018 | 43 | 0.0800 | 0.2600 | 2 | 2 | 42.6% | -0.08 | 0.0283 | -0.018 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 43.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.75 | 7.20 | 1 | 44.6% | 0.89 | 0.0370 | -0.023 | 44 | 0.0800 | 0.3500 | 44 | 39.7% | -0.11 | 0.0372 | -0.023 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 44.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.85 | 6.30 | 42.2% | 0.84 | 0.0470 | -0.029 | 45 | 0.1800 | 0.5100 | 50 | 39.5% | -0.16 | 0.0473 | -0.029 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 45.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.05 | 5.15 | 36.6% | 0.79 | 0.0575 | -0.034 | 46 | 0.5400 | 0.6800 | 35 | 97 | 41.6% | -0.21 | 0.0579 | -0.034 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.30 | 3.90 | 43.2% | 0.73 | 0.0674 | -0.039 | 47 | 0.7900 | 1.12 | 35 | 26 | 43.5% | -0.27 | 0.0679 | -0.039 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.64 | 3.05 | 100 | 40.7% | 0.65 | 0.0754 | -0.043 | 48 | 1.12 | 1.46 | 17 | 26 | 43.0% | -0.35 | 0.0761 | -0.043 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.03 | 2.51 | 4 | 40.7% | 0.57 | 0.0805 | -0.046 | 49 | 1.53 | 1.87 | 3 | 12 | 42.5% | -0.43 | 0.0813 | -0.046 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 49.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.57 | 1.87 | 35 | 159 | 39.5% | 0.49 | 0.0821 | -0.046 | 50 | 2.03 | 2.37 | 26 | 42.4% | -0.51 | 0.0830 | -0.047 | |
| 1.13 | 1.50 | 32 | 757 | 39.6% | 0.41 | 0.0800 | -0.045 | 51 | 2.61 | 2.87 | 3 | 41.3% | -0.59 | 0.0811 | -0.046 | |
| 0.8100 | 1.13 | 8 | 10 | 39.4% | 0.34 | 0.0749 | -0.043 | 52 | 3.10 | 4.45 | 69 | 49.8% | -0.67 | 0.0761 | -0.043 | |
| 0.5200 | 0.8100 | 77 | 259 | 38.3% | 0.27 | 0.0676 | -0.039 | 53 | 3.90 | 4.40 | 1 | 41.7% | -0.73 | 0.0690 | -0.040 | |
| 0.4100 | 0.6500 | 9 | 45 | 40.1% | 0.22 | 0.0592 | -0.034 | 54 | 4.50 | 5.55 | 1 | 51 | 44.1% | -0.79 | 0.0606 | -0.035 |
| 0.2900 | 0.4200 | 5 | 579 | 39.5% | 0.17 | 0.0504 | -0.030 | 55 | 5.10 | 7.00 | 14 | 50.2% | -0.84 | 0.0520 | -0.031 | |
| 0.2000 | 0.8300 | 1 | 9 | 49.6% | 0.13 | 0.0420 | -0.025 | 56 | 6.00 | 7.80 | 1 | 50.5% | -0.88 | 0.0436 | -0.026 | |
| 0.1000 | 0.8900 | 64 | 53.5% | 0.10 | 0.0343 | -0.021 | 57 | 6.40 | 8.85 | 43.9% | -0.91 | 0.0359 | -0.022 | |||
| 0 | 0.4400 | 13 | 46.3% | 0.08 | 0.0276 | -0.017 | 58 | 7.95 | 9.75 | 57.7% | -0.94 | 0.0291 | -0.018 | |||
| 0.0300 | 0.7800 | 7 | 58.6% | 0.06 | 0.0220 | -0.014 | 59 | 8.35 | 11.55 | 65.7% | -0.96 | 0.0229 | -0.015 | |||
| 0 | 0.2200 | 25 | 34 | 46.3% | 0.04 | 0.0174 | -0.011 | 60 | 9.30 | 11.95 | 55.3% | -0.97 | 0.0175 | -0.011 | ||
| 0 | 1.20 | 74.2% | 0.03 | 0.0136 | -0.009 | 61 | 10.30 | 13.50 | 72.0% | -0.98 | 0.0130 | -0.009 | ||||
| 0 | 1.00 | 74.1% | 0.02 | 0.0106 | -0.007 | 62 | 11.20 | 14.50 | 73.7% | -0.99 | 0.0091 | -0.006 | ||||
| 0 | 1.20 | 81.8% | 0.02 | 0.0082 | -0.006 | 63 | 12.20 | 15.50 | 77.4% | -0.99 | 0.0061 | -0.004 | ||||
| 0 | 1.18 | 85.1% | 0.01 | 0.0064 | -0.004 | 64 | 12.50 | 15.80 | -1.00 | 0.0039 | -0.002 | |||||
| 0 | 1.20 | 1 | 89.1% | 0.01 | 0.0049 | -0.003 | 65 | 14.20 | 17.55 | 85.6% | -1.00 | 0.0024 | -0.001 | |||
| 0 | 1.12 | 1 | 103.7% | 0.00 | 0.0014 | -0.001 | 70 | 19.20 | 22.55 | 102.0% | -1.00 | 0.0001 | 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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs