SLB volatilitas Slb N.V.
Cboe delayed options data · per 06:38 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 36.7% | +3.0pt | ±2.2% |
| Sep 11, 2026 | 8 | 33.7% | -0.5pt | ±4.2% |
| Sep 18, 2026 | 15 | 35.0% | +2.8pt | ±5.9% |
| Sep 25, 2026 | 22 | 35.2% | +1.1pt | ±7.1% |
| Oct 02, 2026 | 29 | 34.6% | +1.8pt | ±7.9% |
| Oct 09, 2026 | 36 | 35.8% | -1.0pt | ±9.1% |
| Oct 16, 2026 | 43 | 35.9% | -1.0pt | ±10.0% |
| Nov 20, 2026 | 78 | 37.6% | +0.2pt | ±14.0% |
| Dec 18, 2026 | 106 | 37.5% | -0.7pt | ±16.1% |
| Jan 15, 2027 | 134 | 36.6% | -0.5pt | ±17.6% |
| Feb 19, 2027 | 169 | 36.2% | +0.6pt | ±19.5% |
| Mar 19, 2027 | 197 | 35.8% | +0.2pt | ±20.7% |
| Jun 17, 2027 | 287 | 36.0% | +0.3pt | ±25.0% |
| Sep 17, 2027 | 379 | 37.4% | — | ±29.5% |
| Jan 21, 2028 | 505 | 36.8% | — | ±33.1% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.