SLB volatilità Slb N.V.
Cboe delayed options data · aggiornato al 18:43 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 63.0% | -1.5pt | ±4.6% |
| Oct 30, 2026 | 10 | 46.1% | -0.1pt | ±6.1% |
| Nov 06, 2026 | 17 | 42.2% | +0.6pt | ±7.3% |
| Nov 13, 2026 | 24 | 40.6% | -0.4pt | ±8.4% |
| Nov 20, 2026 | 31 | 38.2% | +0.7pt | ±8.9% |
| Nov 27, 2026 | 38 | 36.3% | +0.8pt | ±9.4% |
| Dec 18, 2026 | 59 | 36.8% | +0.6pt | ±11.9% |
| Jan 15, 2027 | 87 | 35.3% | +0.8pt | ±13.8% |
| Feb 19, 2027 | 122 | 35.4% | +0.6pt | ±16.3% |
| Mar 19, 2027 | 150 | 34.7% | +0.5pt | ±17.6% |
| May 21, 2027 | 213 | 35.1% | +0.9pt | ±21.2% |
| Jun 17, 2027 | 240 | 35.5% | +0.9pt | ±22.6% |
| Sep 17, 2027 | 332 | 35.9% | +0.4pt | ±26.6% |
| Jan 21, 2028 | 458 | 35.6% | +1.6pt | ±30.8% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.