SLB option chain Slb N.V.
Cboe delayed options data · as of 22:01 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 ±13.7% (43.01–56.66) · ATM IV 35.1% · P/C open interest 0.44
| 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 | |
| 23.60 | 26.55 | 296 | 1.00 | 0.0006 | 0.000 | 25 | 0.0100 | 0.1000 | 823 | 65.2% | -0.00 | 0.0010 | -0.001 | |||
| 20.85 | 24.55 | 249 | 67.3% | 1.00 | 0.0012 | 0.000 | 27.5 | 0.0200 | 0.2900 | 2 | 3,039 | 67.2% | -0.01 | 0.0016 | -0.002 | |
| 19.35 | 20.60 | 1,228 | 0.99 | 0.0022 | 0.000 | 30 | 0.0300 | 0.2000 | 6,871 | 55.6% | -0.01 | 0.0027 | -0.002 | |||
| 16.05 | 19.00 | 3,837 | 0.98 | 0.0040 | 0.000 | 32.5 | 0.0400 | 0.1500 | 7,242 | 46.4% | -0.02 | 0.0045 | -0.003 | |||
| 14.90 | 15.60 | 3,854 | 43.4% | 0.97 | 0.0072 | -0.002 | 35 | 0.1000 | 0.1900 | 2 | 11.9K | 42.6% | -0.04 | 0.0075 | -0.005 | |
| 12.40 | 13.35 | 725 | 41.1% | 0.94 | 0.0120 | -0.004 | 37.5 | 0.1600 | 0.2900 | 15 | 3,475 | 39.1% | -0.06 | 0.0121 | -0.007 | |
| 10.55 | 10.80 | 4 | 2,286 | 41.2% | 0.90 | 0.0187 | -0.008 | 40 | 0.3000 | 0.5300 | 22 | 4,957 | 37.3% | -0.10 | 0.0186 | -0.009 |
| 8.35 | 8.65 | 6 | 1,048 | 38.5% | 0.84 | 0.0270 | -0.011 | 42.5 | 0.7000 | 0.9100 | 4 | 4,012 | 37.0% | -0.16 | 0.0270 | -0.013 |
| 6.00 | 6.75 | 4,791 | 34.6% | 0.76 | 0.0357 | -0.015 | 45 | 1.26 | 1.42 | 64 | 7,984 | 35.7% | -0.24 | 0.0360 | -0.016 | |
| 4.75 | 5.05 | 9 | 4,347 | 36.2% | 0.66 | 0.0428 | -0.017 | 47.5 | 2.08 | 2.25 | 4 | 10.2K | 35.1% | -0.35 | 0.0435 | -0.018 |
| 3.30 | 3.65 | 36 | 13.7K | 35.0% | 0.54 | 0.0464 | -0.019 | 50 | 3.20 | 3.50 | 89 | 6,201 | 35.2% | -0.46 | 0.0475 | -0.019 |
| 2.25 | 2.60 | 302 | 4,627 | 34.9% | 0.43 | 0.0459 | -0.019 | 52.5 | 4.60 | 4.85 | 3,325 | 34.3% | -0.58 | 0.0471 | -0.019 | |
| 1.60 | 1.78 | 28 | 11.8K | 35.4% | 0.33 | 0.0420 | -0.018 | 55 | 6.20 | 6.80 | 1,687 | 34.8% | -0.68 | 0.0430 | -0.017 | |
| 1.13 | 1.25 | 7 | 7,379 | 36.2% | 0.25 | 0.0361 | -0.015 | 57.5 | 7.90 | 8.85 | 835 | 33.7% | -0.77 | 0.0368 | -0.015 | |
| 0.7500 | 0.8400 | 78 | 18.2K | 36.4% | 0.18 | 0.0297 | -0.013 | 60 | 10.35 | 11.70 | 1,280 | 41.9% | -0.83 | 0.0300 | -0.012 | |
| 0.4400 | 0.6000 | 6 | 2,769 | 36.5% | 0.13 | 0.0237 | -0.011 | 62.5 | 12.45 | 13.80 | 37 | 40.9% | -0.88 | 0.0235 | -0.009 | |
| 0.3100 | 0.5800 | 33 | 92.3K | 39.3% | 0.10 | 0.0185 | -0.009 | 65 | 14.95 | 16.05 | 29 | 43.2% | -0.92 | 0.0179 | -0.006 | |
| 0.1500 | 0.3600 | 419 | 38.2% | 0.07 | 0.0142 | -0.007 | 67.5 | 17.15 | 18.75 | 46.6% | -0.94 | 0.0134 | -0.003 | |||
| 0.1000 | 0.2000 | 4,765 | 37.7% | 0.05 | 0.0109 | -0.005 | 70 | 19.40 | 21.90 | 55.3% | -0.96 | 0.0109 | -0.002 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs