SLB chaîne d'options Slb N.V.
Cboe delayed options data · au 15:38 UTC
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±5.9% (54.78–61.62) · ATM IV 35.0% · P/C open interest 1.02
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 26.70 | 29.45 | 55 | 1.00 | 0.0001 | 0.000 | 30 | 0 | 0.1000 | 5,897 | 140.7% | -0.00 | 0.0001 | -0.000 | |||
| 24.35 | 26.40 | 16 | 1.00 | 0.0001 | 0.000 | 32.5 | 0 | 0.2900 | 7,145 | 146.8% | -0.00 | 0.0001 | -0.000 | |||
| 21.70 | 24.10 | 5 | 97 | 1.00 | 0.0002 | 0.000 | 35 | 0 | 0.0900 | 8,800 | 109.2% | -0.00 | 0.0002 | -0.001 | ||
| 19.20 | 21.10 | 111 | 1.00 | 0.0004 | 0.000 | 37.5 | 0 | 0.0900 | 4,381 | 95.8% | -0.00 | 0.0004 | -0.001 | |||
| 17.55 | 18.75 | 1 | 18 | 1.00 | 0.0008 | 0.000 | 40 | 0 | 0.2500 | 13.5K | 97.6% | -0.00 | 0.0008 | -0.001 | ||
| 15.95 | 17.65 | 1.00 | 0.0010 | 0.000 | 41 | 0 | 0.0800 | 77.1% | -0.00 | 0.0010 | -0.002 | |||||
| 14.95 | 16.55 | 1.00 | 0.0013 | 0.000 | 42 | 0 | 0.0900 | 73.6% | -0.00 | 0.0013 | -0.002 | |||||
| 14.25 | 16.00 | 17 | 1.00 | 0.0015 | -0.000 | 42.5 | 0 | 0.1700 | 4 | 19.6K | 78.6% | -0.00 | 0.0015 | -0.002 | ||
| 14.25 | 15.70 | 1.00 | 0.0017 | -0.000 | 43 | 0 | 0.1000 | 70.0% | -0.00 | 0.0017 | -0.002 | |||||
| 13.25 | 14.70 | 1.00 | 0.0023 | -0.001 | 44 | 0 | 0.1000 | 1 | 65.4% | -0.01 | 0.0023 | -0.003 | ||||
| 11.75 | 13.65 | 939 | 0.99 | 0.0031 | -0.002 | 45 | 0 | 0.0800 | 4 | 10.7K | 59.8% | -0.01 | 0.0031 | -0.003 | ||
| 10.75 | 12.75 | 0.99 | 0.0042 | -0.003 | 46 | 0 | 0.1100 | 1 | 57.1% | -0.01 | 0.0042 | -0.004 | ||||
| 9.75 | 11.70 | 0.99 | 0.0057 | -0.004 | 47 | 0 | 0.1200 | 30 | 53.4% | -0.01 | 0.0058 | -0.005 | ||||
| 10.00 | 11.30 | 3,090 | 0.99 | 0.0067 | -0.005 | 47.5 | 0 | 0.1000 | 65 | 5,887 | 49.7% | -0.01 | 0.0068 | -0.006 | ||
| 8.80 | 10.80 | 0.98 | 0.0079 | -0.006 | 48 | 0 | 0.1400 | 10 | 50.2% | -0.02 | 0.0079 | -0.007 | ||||
| 8.30 | 10.20 | 0.98 | 0.0093 | -0.007 | 48.5 | 0 | 0.0900 | 1 | 44.5% | -0.02 | 0.0094 | -0.008 | ||||
| 7.80 | 9.75 | 0.98 | 0.0109 | -0.008 | 49 | 0 | 0.2900 | 4 | 331 | 52.7% | -0.02 | 0.0110 | -0.009 | |||
| 7.80 | 9.25 | 0.97 | 0.0129 | -0.009 | 49.5 | 0 | 0.2600 | 6 | 30 | 49.0% | -0.03 | 0.0130 | -0.010 | |||
| 8.05 | 8.35 | 16 | 145 | 0.97 | 0.0152 | -0.010 | 50 | 0 | 0.1100 | 349 | 14.3K | 39.5% | -0.04 | 0.0154 | -0.011 | |
| 6.15 | 7.80 | 0.95 | 0.0212 | -0.014 | 51 | 0 | 0.1200 | 399 | 415 | 35.7% | -0.05 | 0.0214 | -0.015 | |||
| 5.20 | 6.85 | 47 | 0.93 | 0.0292 | -0.018 | 52 | 0.0900 | 0.1800 | 453 | 158 | 37.1% | -0.07 | 0.0295 | -0.019 | ||
| 5.70 | 6.25 | 31 | 6,274 | 37.7% | 0.92 | 0.0341 | -0.021 | 52.5 | 0.1000 | 0.2600 | 39 | 1,600 | 37.2% | -0.09 | 0.0345 | -0.022 |
| 4.35 | 5.85 | 141 | 0.90 | 0.0396 | -0.024 | 53 | 0.1700 | 0.2600 | 126 | 36.4% | -0.10 | 0.0401 | -0.025 | |||
| 3.10 | 5.00 | 275 | 0.85 | 0.0523 | -0.030 | 54 | 0.2800 | 0.3600 | 134 | 35.2% | -0.15 | 0.0528 | -0.031 | |||
| 3.65 | 3.90 | 57 | 13.5K | 34.4% | 0.80 | 0.0663 | -0.037 | 55 | 0.4700 | 0.8300 | 20 | 984 | 39.0% | -0.21 | 0.0669 | -0.038 |
| 2.84 | 3.25 | 2 | 233 | 34.6% | 0.72 | 0.0795 | -0.044 | 56 | 0.5700 | 1.02 | 14 | 547 | 35.6% | -0.28 | 0.0804 | -0.045 |
| 2.19 | 2.57 | 39 | 326 | 34.3% | 0.64 | 0.0896 | -0.049 | 57 | 1.02 | 1.30 | 95 | 476 | 35.8% | -0.37 | 0.0907 | -0.050 |
| 1.92 | 2.20 | 149 | 10.0K | 33.8% | 0.59 | 0.0928 | -0.051 | 57.5 | 1.29 | 1.51 | 5 | 2,625 | 36.4% | -0.41 | 0.0939 | -0.052 |
| 1.70 | 1.96 | 300 | 1,036 | 34.5% | 0.54 | 0.0944 | -0.052 | 58 | 1.42 | 1.76 | 29 | 784 | 35.5% | -0.46 | 0.0957 | -0.053 |
| 1.25 | 1.55 | 45 | 587 | 35.3% | 0.45 | 0.0933 | -0.053 | 59 | 1.78 | 2.33 | 26 | 34.0% | -0.56 | 0.0948 | -0.053 | |
| 1.01 | 1.04 | 434 | 26.6K | 35.3% | 0.36 | 0.0872 | -0.051 | 60 | 2.57 | 2.96 | 456 | 35.7% | -0.64 | 0.0887 | -0.051 | |
| 0.4800 | 0.8300 | 36 | 105 | 33.5% | 0.29 | 0.0777 | -0.047 | 61 | 3.25 | 3.70 | 35.8% | -0.72 | 0.0792 | -0.048 | ||
| 0.3600 | 0.6000 | 58 | 280 | 34.6% | 0.22 | 0.0668 | -0.042 | 62 | 4.00 | 4.50 | 1 | 35.6% | -0.79 | 0.0682 | -0.042 | |
| 0.3500 | 0.5200 | 195 | 2,171 | 35.9% | 0.20 | 0.0612 | -0.039 | 62.5 | 4.40 | 6.05 | 51.1% | -0.81 | 0.0627 | -0.040 | ||
| 0.1600 | 0.5600 | 4 | 66 | 36.0% | 0.17 | 0.0558 | -0.036 | 63 | 4.80 | 5.80 | 42.4% | -0.84 | 0.0572 | -0.037 | ||
| 0.2100 | 0.4100 | 103 | 38.9% | 0.13 | 0.0458 | -0.031 | 64 | 5.65 | 7.55 | 56.2% | -0.88 | 0.0475 | -0.031 | |||
| 0.1500 | 0.2500 | 506 | 3,545 | 38.4% | 0.10 | 0.0369 | -0.026 | 65 | 6.45 | 7.45 | 10 | 37.9% | -0.91 | 0.0394 | -0.026 | |
| 0.0300 | 0.1600 | 1 | 77 | 40.9% | 0.05 | 0.0208 | -0.016 | 67.5 | 8.95 | 10.90 | 67.8% | -0.97 | 0.0250 | -0.019 | ||
| 0.0300 | 0.0600 | 22 | 5,111 | 43.1% | 0.03 | 0.0114 | -0.010 | 70 | 11.40 | 13.35 | 76.5% | -0.99 | 0.0099 | -0.010 | ||
| 0 | 0.0400 | 25.6K | 52.1% | 0.01 | 0.0034 | -0.003 | 75 | 16.40 | 18.35 | 2 | 95.3% | -1.00 | 0.0000 | -0.008 | ||
| 0 | 0.1000 | 323 | 69.3% | 0.00 | 0.0011 | -0.001 | 80 | 21.30 | 23.20 | 105.9% | -1.00 | 0.0000 | -0.008 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Sep 18, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.
callsputs