SLB volatilidad Slb N.V.
Cboe delayed options data · a fecha de 03:38 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 36.7% | +3.0pt | ±2.2% |
| Sep 11, 2026 | 9 | 33.7% | -0.5pt | ±4.2% |
| Sep 18, 2026 | 16 | 35.0% | +2.8pt | ±5.9% |
| Sep 25, 2026 | 23 | 35.2% | +1.1pt | ±7.1% |
| Oct 02, 2026 | 30 | 34.6% | +1.8pt | ±7.9% |
| Oct 09, 2026 | 37 | 35.8% | -1.0pt | ±9.1% |
| Oct 16, 2026 | 44 | 35.9% | -1.0pt | ±10.0% |
| Nov 20, 2026 | 79 | 37.6% | +0.2pt | ±14.0% |
| Dec 18, 2026 | 107 | 37.5% | -0.7pt | ±16.1% |
| Jan 15, 2027 | 135 | 36.6% | -0.5pt | ±17.6% |
| Feb 19, 2027 | 170 | 36.2% | +0.6pt | ±19.5% |
| Mar 19, 2027 | 198 | 35.8% | +0.2pt | ±20.7% |
| Jun 17, 2027 | 288 | 36.0% | +0.3pt | ±25.0% |
| Sep 17, 2027 | 380 | 37.4% | — | ±29.5% |
| Jan 21, 2028 | 506 | 36.8% | — | ±33.1% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.