SLB cadena de opciones Slb N.V.
Cboe delayed options data · a fecha de 21:53 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 ±5.5% (54.86–61.24) · ATM IV 33.8% · P/C interés abierto 1.03
| 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 | |
| 27.15 | 28.90 | 55 | 220.2% | 1.00 | 0.0001 | 0.000 | 30 | 0 | 0.0500 | 5,897 | 131.0% | -0.00 | 0.0001 | -0.001 | ||
| 24.30 | 26.35 | 16 | 178.8% | 1.00 | 0.0002 | 0.000 | 32.5 | 0 | 0.0800 | 7,145 | 123.1% | -0.00 | 0.0002 | -0.001 | ||
| 22.05 | 23.85 | 97 | 169.1% | 1.00 | 0.0003 | 0.000 | 35 | 0 | 0.0800 | 8,800 | 108.5% | -0.00 | 0.0003 | -0.001 | ||
| 19.55 | 21.35 | 111 | 149.2% | 1.00 | 0.0005 | 0.000 | 37.5 | 0 | 0.0800 | 4,381 | 94.8% | -0.00 | 0.0005 | -0.001 | ||
| 17.30 | 18.80 | 13 | 136.8% | 1.00 | 0.0009 | 0.000 | 40 | 0 | 0.0800 | 13.5K | 82.0% | -0.00 | 0.0010 | -0.002 | ||
| 16.25 | 18.35 | 143.0% | 1.00 | 0.0012 | 0.000 | 41 | 0 | 0.0800 | 77.0% | -0.00 | 0.0012 | -0.002 | ||||
| 15.30 | 17.50 | 139.9% | 1.00 | 0.0016 | 0.000 | 42 | 0 | 0.0800 | 72.1% | -0.00 | 0.0016 | -0.002 | ||||
| 14.80 | 16.00 | 17 | 109.5% | 1.00 | 0.0018 | 0.000 | 42.5 | 0 | 0.0700 | 19.6K | 68.4% | -0.00 | 0.0018 | -0.002 | ||
| 14.10 | 15.30 | 91.8% | 1.00 | 0.0020 | 0.000 | 43 | 0 | 0.0800 | 67.3% | -0.00 | 0.0020 | -0.003 | ||||
| 13.00 | 14.65 | 94.7% | 0.99 | 0.0027 | 0.000 | 44 | 0 | 0.0800 | 1 | 62.6% | -0.01 | 0.0027 | -0.003 | |||
| 12.25 | 14.50 | 5 | 939 | 115.6% | 0.99 | 0.0036 | 0.000 | 45 | 0.0100 | 0.0900 | 10.7K | 60.0% | -0.01 | 0.0036 | -0.004 | |
| 11.35 | 11.65 | 50.9% | 0.99 | 0.0049 | 0.000 | 46 | 0 | 0.0900 | 1 | 54.4% | -0.01 | 0.0049 | -0.005 | |||
| 10.25 | 12.50 | 100.7% | 0.99 | 0.0067 | -0.001 | 47 | 0 | 0.0900 | 30 | 49.9% | -0.01 | 0.0067 | -0.006 | |||
| 9.85 | 12.05 | 3,085 | 99.8% | 0.98 | 0.0078 | -0.002 | 47.5 | 0 | 0.0800 | 7 | 5,876 | 46.8% | -0.02 | 0.0078 | -0.007 | |
| 9.20 | 11.50 | 92.3% | 0.98 | 0.0092 | -0.003 | 48 | 0 | 0.1000 | 10 | 46.2% | -0.02 | 0.0092 | -0.007 | |||
| 8.85 | 11.05 | 92.3% | 0.98 | 0.0109 | -0.004 | 48.5 | 0 | 0.1100 | 1 | 44.6% | -0.02 | 0.0109 | -0.009 | |||
| 8.35 | 10.55 | 88.6% | 0.97 | 0.0128 | -0.005 | 49 | 0 | 0.1100 | 335 | 42.3% | -0.03 | 0.0129 | -0.010 | |||
| 7.85 | 10.05 | 84.9% | 0.97 | 0.0152 | -0.007 | 49.5 | 0 | 0.1200 | 5 | 36 | 40.7% | -0.03 | 0.0153 | -0.011 | ||
| 7.45 | 8.45 | 144 | 62.8% | 0.96 | 0.0180 | -0.009 | 50 | 0.0100 | 0.1600 | 42 | 14.4K | 41.0% | -0.04 | 0.0181 | -0.012 | |
| 6.40 | 7.95 | 64.7% | 0.94 | 0.0254 | -0.013 | 51 | 0 | 0.1600 | 814 | 35.7% | -0.06 | 0.0255 | -0.016 | |||
| 5.45 | 7.00 | 47 | 59.3% | 0.92 | 0.0355 | -0.018 | 52 | 0.0600 | 0.2000 | 430 | 34.5% | -0.08 | 0.0357 | -0.021 | ||
| 4.75 | 5.50 | 11 | 6,247 | 32.6% | 0.90 | 0.0417 | -0.021 | 52.5 | 0.1100 | 0.1800 | 30 | 1,571 | 32.8% | -0.10 | 0.0420 | -0.023 |
| 4.55 | 6.25 | 141 | 57.3% | 0.88 | 0.0487 | -0.024 | 53 | 0.1200 | 0.2700 | 126 | 32.7% | -0.12 | 0.0491 | -0.026 | ||
| 3.70 | 4.40 | 275 | 39.8% | 0.83 | 0.0647 | -0.031 | 54 | 0.2400 | 0.3800 | 8 | 134 | 31.6% | -0.17 | 0.0652 | -0.033 | |
| 2.95 | 3.30 | 116 | 13.5K | 34.7% | 0.76 | 0.0814 | -0.039 | 55 | 0.4400 | 0.6500 | 11 | 984 | 32.2% | -0.25 | 0.0821 | -0.040 |
| 2.21 | 2.70 | 3 | 232 | 34.9% | 0.67 | 0.0954 | -0.045 | 56 | 0.7600 | 0.9100 | 561 | 545 | 31.7% | -0.34 | 0.0963 | -0.047 |
| 1.71 | 2.00 | 36 | 337 | 34.5% | 0.56 | 0.1029 | -0.050 | 57 | 1.15 | 1.36 | 7 | 548 | 32.0% | -0.44 | 0.1040 | -0.051 |
| 1.52 | 1.67 | 810 | 9,980 | 34.4% | 0.51 | 0.1037 | -0.051 | 57.5 | 1.19 | 1.59 | 12 | 2,625 | 29.6% | -0.49 | 0.1049 | -0.051 |
| 1.29 | 1.49 | 20 | 1,050 | 34.9% | 0.46 | 0.1025 | -0.051 | 58 | 1.65 | 1.95 | 119 | 795 | 32.6% | -0.54 | 0.1037 | -0.051 |
| 0.9300 | 1.08 | 167 | 608 | 35.0% | 0.37 | 0.0952 | -0.050 | 59 | 2.23 | 2.57 | 1 | 26 | 32.1% | -0.64 | 0.0966 | -0.050 |
| 0.6500 | 0.7900 | 231 | 26.6K | 35.5% | 0.29 | 0.0836 | -0.046 | 60 | 2.73 | 3.25 | 12 | 456 | 28.7% | -0.72 | 0.0851 | -0.045 |
| 0.4200 | 0.5600 | 77 | 131 | 35.4% | 0.22 | 0.0707 | -0.041 | 61 | 3.45 | 4.05 | 26.1% | -0.79 | 0.0721 | -0.040 | ||
| 0.2900 | 0.4000 | 74 | 334 | 36.2% | 0.17 | 0.0581 | -0.035 | 62 | 3.45 | 5.25 | 1 | -0.84 | 0.0593 | -0.034 | ||
| 0.2400 | 0.3700 | 49 | 2,019 | 37.2% | 0.15 | 0.0523 | -0.033 | 62.5 | 3.90 | 5.70 | -0.86 | 0.0534 | -0.031 | |||
| 0.1900 | 0.2800 | 3 | 70 | 36.6% | 0.13 | 0.0469 | -0.030 | 63 | 4.80 | 5.90 | -0.88 | 0.0478 | -0.028 | |||
| 0.1300 | 0.3600 | 1 | 103 | 41.5% | 0.10 | 0.0374 | -0.025 | 64 | 5.30 | 6.90 | -0.91 | 0.0379 | -0.023 | |||
| 0.0900 | 0.1400 | 14 | 3,917 | 38.3% | 0.07 | 0.0296 | -0.021 | 65 | 6.65 | 8.00 | 10 | -0.94 | 0.0315 | -0.018 | ||
| 0 | 0.3100 | 2 | 78 | 50.2% | 0.04 | 0.0163 | -0.013 | 67.5 | 8.70 | 10.30 | -0.98 | 0.0210 | -0.012 | |||
| 0.0300 | 0.0500 | 90 | 5,089 | 46.6% | 0.02 | 0.0090 | -0.008 | 70 | 11.20 | 12.85 | -1.00 | 0.0063 | -0.019 | |||
| 0.0100 | 0.0500 | 25.6K | 57.7% | 0.01 | 0.0028 | -0.003 | 75 | 16.20 | 17.80 | 2 | 2 | -1.00 | 0.0000 | -0.028 | ||
| 0 | 0.0900 | 323 | 73.3% | 0.00 | 0.0009 | -0.001 | 80 | 21.20 | 22.75 | -1.00 | 0.0000 | -0.029 | ||||
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 — Sep 18, 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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