SLB catena di opzioni Slb N.V.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±8.8% (45.14–53.86) · ATM IV 39.7% · P/C open interest 0.76
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 17.75 | 21.70 | 94.5% | 1.00 | 0.0006 | -0.001 | 30 | 0 | 1.00 | 129.9% | -0.00 | 0.0006 | -0.001 | ||||
| 12.80 | 16.55 | 58.0% | 0.99 | 0.0029 | -0.003 | 35 | 0 | 1.00 | 96.9% | -0.01 | 0.0029 | -0.003 | ||||
| 10.35 | 13.50 | 67.5% | 0.98 | 0.0074 | -0.006 | 38 | 0 | 1.80 | 94.5% | -0.02 | 0.0074 | -0.006 | ||||
| 9.45 | 12.15 | 54.0% | 0.97 | 0.0100 | -0.007 | 39 | 0 | 1.01 | 73.2% | -0.03 | 0.0100 | -0.007 | ||||
| 8.50 | 11.55 | 61.6% | 0.96 | 0.0134 | -0.009 | 40 | 0 | 2.20 | 87.8% | -0.04 | 0.0134 | -0.009 | ||||
| 7.55 | 10.20 | 48.9% | 0.95 | 0.0178 | -0.012 | 41 | 0 | 0.7500 | 25 | 56.6% | -0.05 | 0.0179 | -0.012 | |||
| 6.60 | 9.10 | 42.5% | 0.93 | 0.0233 | -0.015 | 42 | 0 | 1.75 | 68.0% | -0.07 | 0.0234 | -0.015 | ||||
| 5.70 | 8.25 | 43.3% | 0.90 | 0.0300 | -0.018 | 43 | 0 | 2.35 | 2 | 69.8% | -0.10 | 0.0301 | -0.018 | |||
| 4.80 | 7.35 | 41.6% | 0.87 | 0.0376 | -0.022 | 44 | 0.2700 | 1.06 | 37 | 49.7% | -0.13 | 0.0379 | -0.022 | |||
| 3.95 | 6.40 | 39.1% | 0.82 | 0.0460 | -0.026 | 45 | 0.4500 | 0.7900 | 1 | 1 | 42.5% | -0.18 | 0.0463 | -0.026 | ||
| 3.15 | 5.70 | 39.6% | 0.77 | 0.0545 | -0.030 | 46 | 0.6000 | 0.8900 | 10 | 39.6% | -0.23 | 0.0549 | -0.030 | |||
| 3.50 | 4.10 | 41.4% | 0.71 | 0.0623 | -0.033 | 47 | 0.7000 | 1.35 | 1 | 8 | 39.3% | -0.29 | 0.0628 | -0.034 | ||
| 2.85 | 3.20 | 65 | 38.5% | 0.64 | 0.0686 | -0.036 | 48 | 1.28 | 1.59 | 37 | 40.3% | -0.36 | 0.0692 | -0.036 | ||
| 2.25 | 2.63 | 17 | 38.2% | 0.57 | 0.0726 | -0.038 | 49 | 1.71 | 2.13 | 37 | 15 | 41.1% | -0.43 | 0.0734 | -0.038 | |
| 1.75 | 2.10 | 9 | 8 | 37.8% | 0.50 | 0.0740 | -0.038 | 50 | 2.21 | 2.48 | 6 | 39.6% | -0.50 | 0.0749 | -0.039 | |
| 1.49 | 1.68 | 55 | 12 | 39.2% | 0.43 | 0.0727 | -0.038 | 51 | 2.78 | 3.55 | 44.0% | -0.58 | 0.0738 | -0.038 | ||
| 1.08 | 1.34 | 56 | 15 | 38.7% | 0.36 | 0.0690 | -0.036 | 52 | 2.88 | 4.80 | 1 | 44.7% | -0.65 | 0.0702 | -0.037 | |
| 0.7500 | 1.03 | 10 | 38.0% | 0.30 | 0.0636 | -0.034 | 53 | 3.05 | 5.55 | 3 | 39.7% | -0.71 | 0.0650 | -0.034 | ||
| 0.4700 | 1.00 | 26 | 14 | 39.6% | 0.24 | 0.0571 | -0.031 | 54 | 4.25 | 6.25 | 43.9% | -0.76 | 0.0586 | -0.031 | ||
| 0.2900 | 0.6300 | 6 | 9 | 37.2% | 0.20 | 0.0501 | -0.027 | 55 | 5.10 | 7.10 | 45.2% | -0.81 | 0.0518 | -0.028 | ||
| 0.3000 | 1.35 | 2 | 1 | 51.0% | 0.16 | 0.0432 | -0.024 | 56 | 6.00 | 7.95 | 1 | 46.4% | -0.85 | 0.0450 | -0.025 | |
| 0 | 2.36 | 6 | 63.9% | 0.13 | 0.0367 | -0.021 | 57 | 6.45 | 8.85 | 39.8% | -0.88 | 0.0386 | -0.022 | |||
| 0 | 0.9500 | 49.4% | 0.10 | 0.0308 | -0.018 | 58 | 7.60 | 9.85 | 46.3% | -0.91 | 0.0327 | -0.019 | ||||
| 0 | 2.26 | 32 | 71.3% | 0.08 | 0.0257 | -0.015 | 59 | 8.05 | 10.80 | -0.93 | 0.0274 | -0.016 | ||||
| 0 | 2.22 | 1 | 74.8% | 0.06 | 0.0212 | -0.013 | 60 | 9.45 | 12.45 | 61.2% | -0.95 | 0.0226 | -0.014 | |||
| 0 | 0.9500 | 72.4% | 0.02 | 0.0077 | -0.005 | 65 | 14.15 | 17.55 | 74.1% | -0.99 | 0.0055 | -0.003 | ||||
| 0 | 0.2300 | 65.0% | 0.01 | 0.0028 | -0.002 | 70 | 18.50 | 22.55 | 68.4% | -1.00 | 0.0005 | -0.000 | ||||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Nov 13, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.