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Schlumberger NV SLB

ENERGY · OIL & GAS EQUIPMENT & SERVICES
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Market dataready · fetched 2026-10-15T20:34:26.256Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:19:27.760977828Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:25.610916+00:00

Share price$48.41
1D-0.2%
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$0.06$0.95$1.84$2.74$3.63$45.00$46.63$48.27$49.91$51.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $48.41OPTION PRICELive SLB spot · $48.41SLB PRICE$0.36$0.24$0.19$0.23$0.28$0.32$0.37$0.42$0.47$0.52$0.57$0.64$0.71$0.16$0.19$0.22$0.26$0.40$0.54$0.68$0.88$1.10$1.21$1.30$2.55$3.37
PutsCheap0.62×
CallsCheap0.48×
SkewBearish+21.47 pp
Implied moveBearish±$1.05
TiltBearish41.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.53157.1%9.2%47.2455.8%2.7%
25Δ50.3584.1%4.5%47.5650.6%2.1%
30Δ48.9538.8%1.5%47.8045.8%1.7%
35Δ48.8138.3%1.3%48.0242.7%1.3%
40Δ48.6837.8%1.1%48.1749.9%1.3%
45Δ48.5537.4%0.9%48.3157.2%1.3%
50Δ48.4336.5%0.8%48.4664.4%1.3%
55Δ48.3235.3%0.7%48.7071.3%1.2%
60Δ48.2134.2%0.6%48.9678.1%1.1%
65Δ48.1133.1%0.4%49.1774.6%0.9%
70Δ48.0031.9%0.3%49.3769.6%0.7%
75Δ47.9029.9%0.3%50.59109.8%0.8%
80Δ47.8028.0%0.2%51.42131.5%0.7%

20Δ

Calls
Pseudo strike
52.53
IV
157.1%
B/E move
9.2%
Puts
Pseudo strike
47.24
IV
55.8%
B/E move
2.7%

25Δ

Calls
Pseudo strike
50.35
IV
84.1%
B/E move
4.5%
Puts
Pseudo strike
47.56
IV
50.6%
B/E move
2.1%

30Δ

Calls
Pseudo strike
48.95
IV
38.8%
B/E move
1.5%
Puts
Pseudo strike
47.80
IV
45.8%
B/E move
1.7%

35Δ

Calls
Pseudo strike
48.81
IV
38.3%
B/E move
1.3%
Puts
Pseudo strike
48.02
IV
42.7%
B/E move
1.3%

40Δ

Calls
Pseudo strike
48.68
IV
37.8%
B/E move
1.1%
Puts
Pseudo strike
48.17
IV
49.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
48.55
IV
37.4%
B/E move
0.9%
Puts
Pseudo strike
48.31
IV
57.2%
B/E move
1.3%

50Δ

Calls
Pseudo strike
48.43
IV
36.5%
B/E move
0.8%
Puts
Pseudo strike
48.46
IV
64.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
48.32
IV
35.3%
B/E move
0.7%
Puts
Pseudo strike
48.70
IV
71.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
48.21
IV
34.2%
B/E move
0.6%
Puts
Pseudo strike
48.96
IV
78.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
48.11
IV
33.1%
B/E move
0.4%
Puts
Pseudo strike
49.17
IV
74.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
48.00
IV
31.9%
B/E move
0.3%
Puts
Pseudo strike
49.37
IV
69.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
47.90
IV
29.9%
B/E move
0.3%
Puts
Pseudo strike
50.59
IV
109.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
47.80
IV
28.0%
B/E move
0.2%
Puts
Pseudo strike
51.42
IV
131.5%
B/E move
0.7%