SLB option chain Slb N.V.
Cboe delayed options data · as of 00:43 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 ±16.5% (40.90–57.10) · ATM IV 35.3% · P/C open interest 0.45
| 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 | |
| 22.60 | 26.20 | 68.0% | 1.00 | 0.0011 | 0.000 | 25 | 0 | 0.5000 | 2 | 68.9% | -0.01 | 0.0015 | -0.001 | |||
| 19.90 | 23.75 | 52.2% | 0.99 | 0.0021 | 0.000 | 27.5 | 0 | 0.3200 | 55.5% | -0.01 | 0.0025 | -0.002 | ||||
| 17.65 | 21.30 | 52.9% | 0.98 | 0.0037 | 0.000 | 30 | 0 | 0.3600 | 16 | 49.3% | -0.02 | 0.0041 | -0.003 | |||
| 16.15 | 17.55 | 36.6% | 0.97 | 0.0060 | -0.001 | 32.5 | 0 | 0.4300 | 31 | 44.0% | -0.04 | 0.0066 | -0.004 | |||
| 14.00 | 15.20 | 2 | 40.8% | 0.95 | 0.0096 | -0.003 | 35 | 0.1900 | 0.4500 | 1 | 16 | 40.8% | -0.06 | 0.0103 | -0.005 | |
| 11.65 | 12.95 | 12 | 38.4% | 0.92 | 0.0145 | -0.005 | 37.5 | 0.3900 | 0.5800 | 30 | 38.0% | -0.09 | 0.0153 | -0.007 | ||
| 9.75 | 10.60 | 33 | 37.6% | 0.87 | 0.0208 | -0.008 | 40 | 0.7600 | 0.8800 | 1 | 236 | 36.9% | -0.14 | 0.0215 | -0.009 | |
| 7.80 | 8.80 | 69 | 37.9% | 0.80 | 0.0278 | -0.011 | 42.5 | 1.14 | 1.59 | 4 | 357 | 36.4% | -0.21 | 0.0283 | -0.012 | |
| 6.10 | 6.65 | 87 | 35.2% | 0.72 | 0.0342 | -0.013 | 45 | 1.94 | 2.26 | 211 | 35.8% | -0.30 | 0.0346 | -0.014 | ||
| 4.85 | 5.15 | 4 | 175 | 36.2% | 0.62 | 0.0388 | -0.015 | 47.5 | 2.96 | 3.35 | 89 | 35.9% | -0.39 | 0.0389 | -0.015 | |
| 3.65 | 3.90 | 144 | 35.8% | 0.52 | 0.0407 | -0.016 | 50 | 4.20 | 4.45 | 3 | 586 | 34.8% | -0.49 | 0.0408 | -0.016 | |
| 2.68 | 2.91 | 108 | 35.7% | 0.43 | 0.0398 | -0.016 | 52.5 | 5.70 | 6.10 | 205 | 35.3% | -0.59 | 0.0401 | -0.015 | ||
| 1.74 | 2.12 | 152 | 34.7% | 0.34 | 0.0369 | -0.015 | 55 | 7.40 | 8.00 | 261 | 35.9% | -0.67 | 0.0375 | -0.014 | ||
| 1.19 | 1.51 | 6 | 1,811 | 34.5% | 0.27 | 0.0327 | -0.013 | 57.5 | 9.20 | 9.90 | 186 | 35.1% | -0.75 | 0.0335 | -0.013 | |
| 0.8000 | 1.11 | 1 | 1,326 | 34.8% | 0.21 | 0.0281 | -0.012 | 60 | 11.15 | 12.35 | 2 | 36.7% | -0.81 | 0.0289 | -0.011 | |
| 0.4800 | 0.9300 | 173 | 35.5% | 0.16 | 0.0236 | -0.010 | 62.5 | 13.35 | 14.60 | 37.4% | -0.86 | 0.0242 | -0.009 | |||
| 0.4800 | 0.7300 | 169 | 37.7% | 0.13 | 0.0196 | -0.009 | 65 | 15.65 | 16.85 | 37.7% | -0.89 | 0.0197 | -0.007 | |||
| 0.0400 | 0.4500 | 301 | 36.4% | 0.08 | 0.0130 | -0.006 | 70 | 20.40 | 21.55 | 37.8% | -0.95 | 0.0154 | -0.004 | |||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs