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SLB Limited SLB

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-07T05:52:18.857Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.001595563Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T05:52:18.390363+00:00

Share price$49.92
1D-0.6%
AH$49.18$49.73$50.29$50.85$51.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLB
Sold putSold callAH

SLB Limited options

Live interpolated SLB call and put midpoint premiums by absolute delta.SLB Limited$0.19$1.24$2.29$3.35$4.40$45.03$47.44$49.84$52.25$54.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SLB spot · $49.92SLB PRICE$0.40$0.52$0.65$0.78$0.92$1.06$1.33$1.60$1.83$2.03$2.61$4.09$0.30$0.40$0.51$0.62$0.77$0.93$1.09$1.23$1.37$1.51$1.74$2.00$2.27
PutsCheap0.66×
Calls——
Skew——
Implied moveBalanced±$2.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.8241.5%4.8%
25Δ51.9242.8%4.8%48.2840.7%4.1%
30Δ51.5343.3%4.3%48.6840.2%3.5%
35Δ51.1443.9%3.7%49.0440.1%3.0%
40Δ50.7643.8%3.2%49.3640.9%2.7%
45Δ50.3943.3%2.8%49.6941.3%2.3%
50Δ50.0342.9%2.3%50.0241.2%2.0%
55Δ49.6646.3%2.1%50.3239.7%1.7%
60Δ49.2748.1%1.9%50.6238.2%1.3%
65Δ48.8848.0%1.6%50.9236.7%1.0%
70Δ48.5046.5%1.2%51.2636.1%0.8%
75Δ47.8652.1%1.1%51.6135.9%0.6%
80Δ46.4072.3%1.1%51.9735.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.82
IV
41.5%
B/E move
4.8%

25Δ

Calls
Pseudo strike
51.92
IV
42.8%
B/E move
4.8%
Puts
Pseudo strike
48.28
IV
40.7%
B/E move
4.1%

30Δ

Calls
Pseudo strike
51.53
IV
43.3%
B/E move
4.3%
Puts
Pseudo strike
48.68
IV
40.2%
B/E move
3.5%

35Δ

Calls
Pseudo strike
51.14
IV
43.9%
B/E move
3.7%
Puts
Pseudo strike
49.04
IV
40.1%
B/E move
3.0%

40Δ

Calls
Pseudo strike
50.76
IV
43.8%
B/E move
3.2%
Puts
Pseudo strike
49.36
IV
40.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
50.39
IV
43.3%
B/E move
2.8%
Puts
Pseudo strike
49.69
IV
41.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
50.03
IV
42.9%
B/E move
2.3%
Puts
Pseudo strike
50.02
IV
41.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
49.66
IV
46.3%
B/E move
2.1%
Puts
Pseudo strike
50.32
IV
39.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
49.27
IV
48.1%
B/E move
1.9%
Puts
Pseudo strike
50.62
IV
38.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
48.88
IV
48.0%
B/E move
1.6%
Puts
Pseudo strike
50.92
IV
36.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
48.50
IV
46.5%
B/E move
1.2%
Puts
Pseudo strike
51.26
IV
36.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
47.86
IV
52.1%
B/E move
1.1%
Puts
Pseudo strike
51.61
IV
35.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
46.40
IV
72.3%
B/E move
1.1%
Puts
Pseudo strike
51.97
IV
35.7%
B/E move
0.4%

Options history

IV · four-Friday blend35.82%
Daily close
SLB27.7%43.0%58.4%2026-08-10: 34.00%2026-08-11: 33.73%2026-08-12: 31.67%2026-08-13: 32.63%2026-08-14: 29.82%2026-08-17: 32.16%2026-08-18: 32.19%2026-08-19: 32.88%2026-08-20: 33.26%2026-08-21: 30.72%2026-08-24: 36.48%2026-08-25: 34.62%2026-08-26: 35.28%2026-08-27: 39.34%2026-08-28: 35.42%2026-08-31: 38.90%2026-09-01: 37.64%2026-09-02: 35.07%2026-09-03: 34.25%2026-09-04: 32.13%2026-09-08: 36.63%2026-09-09: 36.20%2026-09-10: 35.92%2026-09-11: 34.39%2026-09-14: 36.81%2026-09-15: 38.44%2026-09-16: 39.76%2026-09-17: 37.14%2026-09-18: 34.48%2026-09-21: 38.05%2026-09-22: 38.44%2026-09-23: 37.49%2026-09-24: 37.09%2026-09-25: 35.39%2026-09-28: 38.23%2026-09-29: 38.24%2026-09-30: 36.78%2026-10-01: 36.94%2026-10-02: 33.88%2026-10-05: 37.07%2026-10-06: 37.73%2026-10-07: 38.01%2026-10-08: 38.17%2026-10-09: 36.05%2026-10-12: 38.31%2026-10-13: 40.99%2026-10-14: 43.14%2026-10-15: 44.72%2026-10-16: 43.43%2026-10-19: 46.64%2026-10-20: 48.88%2026-10-21: 50.24%2026-10-22: 56.26%2026-10-23: 39.27%2026-10-26: 38.82%2026-10-27: 38.61%2026-10-28: 38.86%2026-10-29: 36.96%2026-10-30: 35.82%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.00%
33.73%
31.67%
32.63%
29.82%
32.16%
32.19%
32.88%
33.26%
30.72%
36.48%
34.62%
35.28%
39.34%
35.42%
38.90%
37.64%
35.07%
34.25%
32.13%
36.63%
36.20%
35.92%
34.39%
36.81%
38.44%
39.76%
37.14%
34.48%
38.05%
38.44%
37.49%
37.09%
35.39%
38.23%
38.24%
36.78%
36.94%
33.88%
37.07%
37.73%
38.01%
38.17%
36.05%
38.31%
40.99%
43.14%
44.72%
43.43%
46.64%
48.88%
50.24%
56.26%
39.27%
38.82%
38.61%
38.86%
36.96%
35.82%