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Schlumberger NV SLB

ENERGY · OIL & GAS EQUIPMENT & SERVICES
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Market dataready · fetched 2026-10-16T00:14:52.441Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:41:23.399773242Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:51.762808+00:00

Share price$48.36
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$0.39$2.62$4.85$7.08$9.32$39.63$44.67$49.72$54.77$59.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLB spot · $48.36SLB PRICE$0.63$0.82$1.04$1.29$1.54$1.83$2.17$2.50$2.84$3.13$3.43$3.73$4.03$0.71$0.93$1.19$1.45$1.71$2.11$2.52$2.93$3.46$4.11$4.77$6.61$8.67
PutsCheap0.89×
CallsCheap0.94×
SkewBearish+3.36 pp
Implied moveBearish±$4.69
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.2838.8%13.5%44.0938.4%10.3%
25Δ53.1038.2%11.5%45.0838.3%8.7%
30Δ52.0837.9%9.9%45.8737.8%7.6%
35Δ51.2537.8%8.6%46.6637.4%6.5%
40Δ50.4137.7%7.4%47.4636.9%5.4%
45Δ49.6337.6%6.4%48.1937.2%4.7%
50Δ48.9037.6%5.6%48.9237.5%4.1%
55Δ48.1737.6%4.8%49.6437.8%3.4%
60Δ47.4637.5%4.0%50.4638.3%2.8%
65Δ46.8535.6%3.4%51.3638.9%2.3%
70Δ46.2533.8%2.7%52.2539.6%1.8%
75Δ45.6531.9%2.1%54.2146.3%1.6%
80Δ45.0530.0%1.5%56.4451.5%1.2%

20Δ

Calls
Pseudo strike
54.28
IV
38.8%
B/E move
13.5%
Puts
Pseudo strike
44.09
IV
38.4%
B/E move
10.3%

25Δ

Calls
Pseudo strike
53.10
IV
38.2%
B/E move
11.5%
Puts
Pseudo strike
45.08
IV
38.3%
B/E move
8.7%

30Δ

Calls
Pseudo strike
52.08
IV
37.9%
B/E move
9.9%
Puts
Pseudo strike
45.87
IV
37.8%
B/E move
7.6%

35Δ

Calls
Pseudo strike
51.25
IV
37.8%
B/E move
8.6%
Puts
Pseudo strike
46.66
IV
37.4%
B/E move
6.5%

40Δ

Calls
Pseudo strike
50.41
IV
37.7%
B/E move
7.4%
Puts
Pseudo strike
47.46
IV
36.9%
B/E move
5.4%

45Δ

Calls
Pseudo strike
49.63
IV
37.6%
B/E move
6.4%
Puts
Pseudo strike
48.19
IV
37.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
48.90
IV
37.6%
B/E move
5.6%
Puts
Pseudo strike
48.92
IV
37.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
48.17
IV
37.6%
B/E move
4.8%
Puts
Pseudo strike
49.64
IV
37.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
47.46
IV
37.5%
B/E move
4.0%
Puts
Pseudo strike
50.46
IV
38.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
46.85
IV
35.6%
B/E move
3.4%
Puts
Pseudo strike
51.36
IV
38.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
46.25
IV
33.8%
B/E move
2.7%
Puts
Pseudo strike
52.25
IV
39.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
45.65
IV
31.9%
B/E move
2.1%
Puts
Pseudo strike
54.21
IV
46.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
45.05
IV
30.0%
B/E move
1.5%
Puts
Pseudo strike
56.44
IV
51.5%
B/E move
1.2%