SLB cadena de opciones Slb N.V.

Vencimiento Cboe delayed options data · a fecha de 18:43 UTC

Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.

Este vencimiento descuenta un movimiento de aproximadamente ±8.8% (44.65–53.23) · ATM IV 36.8% · P/C interés abierto 0.48

CALLS								Strike	PUTS
Bid	Preguntar	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	Preguntar	Vol	OI	IV	Δ	Γ	Θ
22.55	26.00			132.9%	1.00	0.0003	0.000	25	0	0.0500			94.6%	-0.00	0.0003	-0.001
20.65	23.35			133.6%	1.00	0.0006	0.000	27.5	0	0.1800		1	98.1%	-0.00	0.0006	-0.001
18.05	20.85		1	112.8%	1.00	0.0011	0.000	30	0	0.0500		54	70.9%	-0.00	0.0011	-0.001
15.75	18.30			101.2%	0.99	0.0021	-0.000	32.5	0	0.1800		17	72.8%	-0.01	0.0021	-0.002
13.15	15.80		44	83.3%	0.99	0.0042	-0.002	35	0	0.1900		215	61.9%	-0.01	0.0042	-0.004
11.00	12.15		19		0.97	0.0084	-0.005	37.5	0	0.1400		257	48.4%	-0.03	0.0084	-0.006
10.65	12.70			74.9%	0.97	0.0096	-0.006	38	0	0.2200			50.3%	-0.03	0.0097	-0.007
9.65	11.65			68.1%	0.96	0.0126	-0.007	39	0.0100	0.2500			47.6%	-0.04	0.0127	-0.009
8.95	9.65		58	47.5%	0.95	0.0165	-0.009	40	0.0600	0.2300		810	44.3%	-0.05	0.0166	-0.010
7.80	9.85			62.5%	0.93	0.0213	-0.012	41	0.0600	0.3300			42.8%	-0.07	0.0214	-0.013
6.85	8.85			57.4%	0.91	0.0272	-0.015	42	0.1700	0.4000			42.3%	-0.09	0.0274	-0.015
6.40	8.00		106	50.1%	0.89	0.0306	-0.016	42.5	0.1900	0.4200	1	1,172	40.6%	-0.11	0.0308	-0.017
5.95	7.95			54.1%	0.88	0.0342	-0.018	43	0.2300	0.5200			40.7%	-0.12	0.0344	-0.018
5.50	7.50			52.4%	0.86	0.0381	-0.019	43.5	0.3200	0.6000			40.9%	-0.14	0.0383	-0.020
5.10	7.10			51.7%	0.84	0.0422	-0.021	44	0.3900	0.6900			40.5%	-0.16	0.0424	-0.022
4.70	6.70			50.9%	0.82	0.0463	-0.022	44.5	0.4500	0.6600			38.2%	-0.18	0.0467	-0.023
4.50	5.25		342	40.3%	0.79	0.0506	-0.024	45	0.6300	0.7000	253	7,532	38.2%	-0.21	0.0510	-0.025
4.15	5.00			41.8%	0.77	0.0548	-0.026	45.5	0.6900	0.8900			38.1%	-0.23	0.0553	-0.026
3.45	4.65			38.0%	0.74	0.0589	-0.027	46	0.8400	0.9700	1		37.5%	-0.26	0.0595	-0.028
3.60	3.85			38.3%	0.71	0.0627	-0.029	46.5	0.9600	1.18			37.7%	-0.29	0.0634	-0.029
3.25	3.75			40.2%	0.68	0.0662	-0.030	47	1.11	1.23			36.3%	-0.33	0.0669	-0.031
2.91	3.20	2	790	37.6%	0.64	0.0691	-0.031	47.5	1.37	1.41	279	2,713	36.8%	-0.36	0.0700	-0.032
2.67	3.15	1		40.1%	0.61	0.0716	-0.032	48	1.53	1.61	1		36.2%	-0.40	0.0725	-0.033
2.27	2.68			37.2%	0.57	0.0733	-0.033	48.5	1.67	1.82	40		35.4%	-0.43	0.0744	-0.033
2.19	2.25	92		36.8%	0.53	0.0744	-0.033	49	2.05	2.09	59		36.7%	-0.47	0.0755	-0.033
1.95	2.00	64		36.8%	0.50	0.0747	-0.033	49.5	2.29	2.36	114		36.4%	-0.51	0.0760	-0.034
1.69	1.75	204	11.8K	36.3%	0.46	0.0744	-0.033	50	2.59	2.65	144	3,067	36.7%	-0.55	0.0757	-0.033
1.35	1.38	211		36.7%	0.39	0.0716	-0.032	51	3.10	3.45	1		37.2%	-0.62	0.0733	-0.032
1.04	1.08	53		36.9%	0.32	0.0668	-0.030	52	3.80	4.20			38.0%	-0.69	0.0686	-0.030
0.9100	0.9700	978	2,698	37.1%	0.29	0.0638	-0.029	52.5	4.15	4.55		1,642	37.6%	-0.72	0.0658	-0.029
0.7600	0.8800	3		37.2%	0.27	0.0605	-0.028	53	4.40	5.10			38.0%	-0.74	0.0626	-0.028
0.5700	0.7800	17		38.6%	0.22	0.0535	-0.025	54	4.70	6.75			42.2%	-0.80	0.0558	-0.025
0.4400	0.5000	473	8,563	37.5%	0.18	0.0465	-0.022	55	6.20	6.60	1	1,489	38.3%	-0.84	0.0489	-0.022
0.3200	0.4800	4		39.2%	0.14	0.0397	-0.019	56	6.40	8.50			43.6%	-0.88	0.0422	-0.020
0.2300	0.4000	2		40.0%	0.11	0.0335	-0.017	57	7.35	9.40			45.0%	-0.91	0.0363	-0.017
0.2200	0.2600	54	4,654	38.8%	0.10	0.0307	-0.015	57.5	7.80	9.85		577	45.0%	-0.92	0.0334	-0.016
0.1700	0.4900	2		43.8%	0.09	0.0281	-0.014	58	8.25	10.30			44.9%	-0.93	0.0309	-0.015
0.1100	0.4100			44.2%	0.07	0.0233	-0.012	59	9.20	11.25			46.0%	-0.95	0.0260	-0.012
0.1000	0.2100	18	5,356	42.0%	0.06	0.0193	-0.010	60	10.85	11.35	3	748	41.4%	-0.97	0.0226	-0.011
0.0300	0.3100			45.5%	0.05	0.0159	-0.009	61	11.15	13.25			50.7%	-0.98	0.0194	-0.009
0.0400	0.0900	15	1,001	41.5%	0.03	0.0119	-0.007	62.5	12.75	14.55		25	52.0%	-0.99	0.0110	-0.007
0.0200	0.0700		4,859	44.5%	0.02	0.0073	-0.004	65	15.15	17.15			58.4%	-1.00	0.0003	-0.006
0	0.0900	24	244	49.5%	0.01	0.0045	-0.003	67.5	17.65	19.50			56.2%	-1.00	0.0000	-0.006
0	0.0800		901	53.3%	0.01	0.0028	-0.002	70	19.65	22.55			65.4%	-1.00	0.0000	-0.006

Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.

Sonrisa de volatilidad — Nov 20, 2026

Página de volatilidad →

Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

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SLB cadena de opciones Slb N.V.

Sonrisa de volatilidad — Nov 20, 2026

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