SLB option chain Slb N.V.

Expiration Cboe delayed options data · as of Oct 19, 22:02 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 ±8.5% (45.09–53.43) · ATM IV 35.7% · P/C open interest 0.48

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
22.55	26.15			125.2%	1.00	0.0003	0.000	25	0	0.0500			95.0%	-0.00	0.0003	-0.001
20.45	23.45			118.8%	1.00	0.0005	0.000	27.5	0	0.3800		1	112.0%	-0.00	0.0005	-0.001
18.05	21.20		1	115.4%	1.00	0.0010	0.000	30	0	0.0500		54	71.3%	-0.00	0.0010	-0.001
15.55	18.75			100.7%	0.99	0.0020	0.000	32.5	0	0.1800		17	73.3%	-0.01	0.0020	-0.002
13.15	15.65	2	44	70.0%	0.99	0.0040	-0.002	35	0	0.1900		215	62.4%	-0.01	0.0040	-0.004
11.00	12.15		19		0.98	0.0080	-0.004	37.5	0	0.1400		257	48.9%	-0.02	0.0080	-0.006
10.65	12.90			73.8%	0.97	0.0092	-0.005	38	0	0.2200			50.8%	-0.03	0.0092	-0.007
9.65	11.85			67.1%	0.96	0.0121	-0.007	39	0.0100	0.2500			48.1%	-0.04	0.0121	-0.008
8.95	9.65		58	37.1%	0.95	0.0158	-0.009	40	0.0600	0.2400		810	45.1%	-0.05	0.0159	-0.010
7.80	9.70			56.0%	0.93	0.0205	-0.011	41	0.0600	0.3300			43.3%	-0.07	0.0206	-0.012
6.85	8.80			53.0%	0.91	0.0262	-0.014	42	0.1700	0.4000			42.8%	-0.09	0.0264	-0.015
6.40	8.00		106	46.2%	0.90	0.0296	-0.015	42.5	0.1900	0.3500	1	1,172	39.8%	-0.10	0.0298	-0.016
5.95	7.95			51.0%	0.88	0.0331	-0.017	43	0.2300	0.5200			41.3%	-0.12	0.0334	-0.018
5.50	7.50			49.4%	0.87	0.0369	-0.019	43.5	0.3200	1.00			47.2%	-0.13	0.0372	-0.019
5.10	7.10			49.0%	0.85	0.0410	-0.020	44	0.1900	0.7000	2		38.4%	-0.15	0.0413	-0.021
4.70	6.70			48.4%	0.83	0.0452	-0.022	44.5	0.4500	0.6600			38.9%	-0.17	0.0455	-0.023
4.50	5.25		342	37.5%	0.80	0.0494	-0.024	45	0.5700	0.6400	254	7,532	37.4%	-0.20	0.0499	-0.024
4.15	5.00			39.3%	0.78	0.0537	-0.025	45.5	0.4700	0.8900			36.4%	-0.22	0.0542	-0.026
3.45	4.65			35.7%	0.75	0.0579	-0.027	46	0.7700	0.9200	13		37.1%	-0.25	0.0584	-0.027
3.65	4.00			38.3%	0.72	0.0618	-0.028	46.5	0.9200	1.38			40.2%	-0.28	0.0625	-0.029
3.40	3.75			39.8%	0.69	0.0655	-0.030	47	0.8900	1.21	1		34.9%	-0.32	0.0662	-0.030
2.91	3.35	2	790	37.3%	0.65	0.0686	-0.031	47.5	1.22	1.36	280	2,713	36.0%	-0.35	0.0694	-0.031
2.59	3.15	1		37.9%	0.62	0.0713	-0.032	48	1.45	1.57	63		36.2%	-0.39	0.0722	-0.032
2.07	2.71			34.3%	0.58	0.0733	-0.032	48.5	1.66	1.78	110		36.1%	-0.42	0.0743	-0.033
2.02	2.46	97		36.2%	0.54	0.0746	-0.033	49	1.94	2.02	117		36.4%	-0.46	0.0757	-0.033
1.86	2.07	96		35.5%	0.51	0.0752	-0.033	49.5	2.13	2.28	144		35.8%	-0.50	0.0764	-0.033
1.57	1.86	389	11.8K	34.9%	0.47	0.0750	-0.033	50	2.39	2.57	144	3,067	35.7%	-0.54	0.0763	-0.033
1.37	1.47	228		36.7%	0.40	0.0726	-0.032	51	2.99	3.45	1		37.9%	-0.61	0.0742	-0.032
0.8500	1.16	63		34.9%	0.33	0.0680	-0.030	52	3.65	4.20			38.4%	-0.68	0.0698	-0.030
0.8400	1.04	984	2,698	36.3%	0.30	0.0650	-0.029	52.5	4.00	4.55		1,642	38.2%	-0.71	0.0670	-0.029
0.7600	0.9500	4		37.1%	0.27	0.0618	-0.028	53	4.35	5.10			39.8%	-0.74	0.0638	-0.028
0.3900	0.7800	17		35.8%	0.22	0.0547	-0.025	54	4.70	6.75			44.6%	-0.79	0.0569	-0.025
0.3000	0.5800	558	8,563	36.1%	0.18	0.0474	-0.022	55	6.00	6.50	1	1,489	37.5%	-0.84	0.0499	-0.022
0.3300	0.4800	8		38.9%	0.14	0.0405	-0.019	56	6.40	8.50			46.9%	-0.87	0.0431	-0.020
0.0500	0.4000	3		36.1%	0.11	0.0341	-0.017	57	7.35	9.40			48.8%	-0.90	0.0369	-0.017
0.2000	0.3000	58	4,654	38.7%	0.10	0.0312	-0.015	57.5	7.80	9.85		577	49.2%	-0.92	0.0340	-0.016
0.1700	0.3100	2		39.8%	0.09	0.0284	-0.014	58	8.25	10.15			47.0%	-0.93	0.0314	-0.015
0.1100	0.4100			43.7%	0.07	0.0235	-0.012	59	9.20	11.10			48.4%	-0.95	0.0263	-0.012
0.1000	0.2100	18	5,356	41.6%	0.06	0.0194	-0.010	60	10.70	11.35	3	748	45.9%	-0.97	0.0228	-0.011
0.0300	0.3100			45.1%	0.05	0.0159	-0.009	61	11.15	13.25			56.7%	-0.98	0.0194	-0.008
0.0100	0.1400	15	1,001	42.1%	0.03	0.0118	-0.006	62.5	11.95	14.75		25		-0.99	0.0107	-0.007
0.0200	0.1300	1	4,859	44.2%	0.02	0.0071	-0.004	65	14.05	17.15				-1.00	0.0000	-0.006
0	0.0200	24	244	40.9%	0.01	0.0043	-0.003	67.5	16.65	19.70				-1.00	0.0000	-0.006
0	0.1200		901	56.1%	0.01	0.0026	-0.002	70	19.00	22.55				-1.00	0.0000	-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 — Nov 20, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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SLB option chain Slb N.V.

Volatility smile — Nov 20, 2026

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