SLB option chain Slb N.V.
Cboe delayed options data · as of 06:38 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 ±17.6% (47.95–68.45) · ATM IV 36.6% · P/C open interest 0.51
| 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 | |
| 27.75 | 29.35 | 1 | 1,230 | 55.6% | 0.99 | 0.0016 | 0.000 | 30 | 0 | 0.2000 | 1 | 6,896 | 54.1% | -0.01 | 0.0018 | -0.002 |
| 24.70 | 26.75 | 1 | 3,843 | 0.98 | 0.0023 | 0.000 | 32.5 | 0 | 0.1800 | 7,240 | 47.5% | -0.02 | 0.0025 | -0.003 | ||
| 23.30 | 24.00 | 3,872 | 46.6% | 0.98 | 0.0034 | 0.000 | 35 | 0.1000 | 0.2200 | 11.8K | 46.6% | -0.03 | 0.0036 | -0.004 | ||
| 20.85 | 21.75 | 1 | 744 | 46.0% | 0.96 | 0.0050 | 0.000 | 37.5 | 0.1600 | 0.3300 | 3,476 | 44.4% | -0.04 | 0.0052 | -0.005 | |
| 17.40 | 19.20 | 3 | 2,461 | 0.95 | 0.0072 | -0.001 | 40 | 0.2500 | 0.4700 | 4,918 | 42.3% | -0.05 | 0.0073 | -0.006 | ||
| 16.15 | 17.10 | 5 | 1,056 | 41.2% | 0.92 | 0.0100 | -0.003 | 42.5 | 0.4200 | 0.6000 | 451 | 4,038 | 40.1% | -0.08 | 0.0102 | -0.008 |
| 13.75 | 14.65 | 70 | 4,828 | 36.2% | 0.89 | 0.0134 | -0.006 | 45 | 0.6900 | 0.9200 | 7,893 | 39.4% | -0.11 | 0.0136 | -0.009 | |
| 11.85 | 12.50 | 2 | 4,302 | 36.7% | 0.85 | 0.0174 | -0.008 | 47.5 | 1.11 | 1.26 | 7 | 10.1K | 38.3% | -0.15 | 0.0176 | -0.012 |
| 10.10 | 10.85 | 10 | 13.3K | 38.6% | 0.79 | 0.0214 | -0.011 | 50 | 1.65 | 1.80 | 119 | 6,182 | 37.6% | -0.21 | 0.0218 | -0.014 |
| 8.35 | 9.05 | 5 | 4,109 | 37.7% | 0.73 | 0.0252 | -0.014 | 52.5 | 2.31 | 2.61 | 1,400 | 1,063 | 37.2% | -0.27 | 0.0256 | -0.016 |
| 6.95 | 7.20 | 209 | 11.3K | 36.7% | 0.66 | 0.0281 | -0.016 | 55 | 3.35 | 3.50 | 1,365 | 37.1% | -0.35 | 0.0287 | -0.017 | |
| 5.05 | 5.95 | 71 | 7,565 | 34.8% | 0.58 | 0.0300 | -0.017 | 57.5 | 4.50 | 5.00 | 1 | 829 | 38.3% | -0.42 | 0.0306 | -0.018 |
| 4.40 | 4.80 | 61 | 6,181 | 36.5% | 0.51 | 0.0307 | -0.018 | 60 | 5.70 | 6.05 | 5 | 1,233 | 36.6% | -0.50 | 0.0313 | -0.018 |
| 3.55 | 3.85 | 2 | 1,589 | 36.8% | 0.44 | 0.0302 | -0.018 | 62.5 | 7.10 | 7.60 | 37 | 36.1% | -0.57 | 0.0310 | -0.017 | |
| 2.80 | 3.05 | 132 | 82.5K | 36.9% | 0.37 | 0.0288 | -0.018 | 65 | 8.90 | 9.40 | 23 | 36.8% | -0.64 | 0.0297 | -0.016 | |
| 2.03 | 2.52 | 13 | 362 | 36.8% | 0.31 | 0.0268 | -0.017 | 67.5 | 10.60 | 11.25 | 36.1% | -0.70 | 0.0280 | -0.015 | ||
| 1.80 | 1.92 | 65 | 1,736 | 37.7% | 0.26 | 0.0244 | -0.015 | 70 | 12.65 | 14.15 | 1 | 40.5% | -0.76 | 0.0260 | -0.013 | |
| 1.00 | 1.30 | 79 | 1,670 | 38.2% | 0.18 | 0.0193 | -0.013 | 75 | 17.00 | 18.85 | 44.1% | -0.85 | 0.0221 | -0.010 | ||
| 0.4600 | 0.8900 | 547 | 38.2% | 0.12 | 0.0146 | -0.010 | 80 | 21.60 | 23.50 | 46.7% | -0.92 | 0.0185 | -0.007 | |||
| 0.3900 | 0.5900 | 69 | 40.3% | 0.08 | 0.0107 | -0.007 | 85 | 26.30 | 28.40 | 50.0% | -0.97 | 0.0152 | -0.006 | |||
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