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Schlumberger NV SLB

ENERGY · OIL & GAS EQUIPMENT & SERVICES
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Market dataready · fetched 2026-10-15T20:02:55.660Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:10.030684399Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:02.031450+00:00

Share price$47.83
1D-1.4%
AH$47.17$47.53$47.90$48.27$48.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLB
Sold putSold callAH

Schlumberger NV options

Live interpolated SLB call and put midpoint premiums by absolute delta.Schlumberger NV$0.10$0.59$1.09$1.58$2.08$44.34$45.99$47.64$49.29$50.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $47.83OPTION PRICELive SLB spot · $47.83SLB PRICE$0.23$0.22$0.28$0.36$0.45$0.54$0.68$0.83$1.05$1.33$1.57$1.77$1.94$0.20$0.15$0.17$0.19$0.20$0.21$0.21$0.22$0.23$0.24$0.32$0.45$0.58
PutsCheap0.26×
CallsCheap0.75×
SkewBullish-45.41 pp
Implied moveBullish±$0.89
TiltBullish53.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.2296.5%5.5%46.1379.7%4.0%
25Δ48.8558.0%2.6%47.1440.3%1.8%
30Δ48.6559.6%2.3%47.3536.0%1.4%
35Δ48.4561.2%2.1%47.5232.0%1.0%
40Δ48.2662.8%1.8%47.5929.3%0.9%
45Δ48.0664.4%1.6%47.6726.6%0.8%
50Δ47.8567.9%1.5%47.7424.0%0.6%
55Δ47.6372.4%1.3%47.8221.3%0.5%
60Δ47.3678.9%1.2%47.8918.6%0.4%
65Δ47.0487.9%1.1%47.9715.9%0.2%
70Δ46.7190.0%0.9%48.0816.4%0.1%
75Δ46.4188.9%0.7%48.2219.4%0.1%
80Δ46.1483.8%0.5%48.3622.4%0.1%

20Δ

Calls
Pseudo strike
50.22
IV
96.5%
B/E move
5.5%
Puts
Pseudo strike
46.13
IV
79.7%
B/E move
4.0%

25Δ

Calls
Pseudo strike
48.85
IV
58.0%
B/E move
2.6%
Puts
Pseudo strike
47.14
IV
40.3%
B/E move
1.8%

30Δ

Calls
Pseudo strike
48.65
IV
59.6%
B/E move
2.3%
Puts
Pseudo strike
47.35
IV
36.0%
B/E move
1.4%

35Δ

Calls
Pseudo strike
48.45
IV
61.2%
B/E move
2.1%
Puts
Pseudo strike
47.52
IV
32.0%
B/E move
1.0%

40Δ

Calls
Pseudo strike
48.26
IV
62.8%
B/E move
1.8%
Puts
Pseudo strike
47.59
IV
29.3%
B/E move
0.9%

45Δ

Calls
Pseudo strike
48.06
IV
64.4%
B/E move
1.6%
Puts
Pseudo strike
47.67
IV
26.6%
B/E move
0.8%

50Δ

Calls
Pseudo strike
47.85
IV
67.9%
B/E move
1.5%
Puts
Pseudo strike
47.74
IV
24.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
47.63
IV
72.4%
B/E move
1.3%
Puts
Pseudo strike
47.82
IV
21.3%
B/E move
0.5%

60Δ

Calls
Pseudo strike
47.36
IV
78.9%
B/E move
1.2%
Puts
Pseudo strike
47.89
IV
18.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
47.04
IV
87.9%
B/E move
1.1%
Puts
Pseudo strike
47.97
IV
15.9%
B/E move
0.2%

70Δ

Calls
Pseudo strike
46.71
IV
90.0%
B/E move
0.9%
Puts
Pseudo strike
48.08
IV
16.4%
B/E move
0.1%

75Δ

Calls
Pseudo strike
46.41
IV
88.9%
B/E move
0.7%
Puts
Pseudo strike
48.22
IV
19.4%
B/E move
0.1%

80Δ

Calls
Pseudo strike
46.14
IV
83.8%
B/E move
0.5%
Puts
Pseudo strike
48.36
IV
22.4%
B/E move
0.1%