ALB Optionskette Albemarle Corporation

Verfall Cboe delayed options data · Stand 12:33 UTC

Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.

Dieser Verfallstermin preist einen Move von etwa ±7.8% (89.44–104.56) · ATM IV 49.6% · P/C Open Interest 1.23

CALLS								Strike	PUTS
Geldkurs	Fragen	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Geldkurs	Fragen	Vol	OI	IV	Δ	Γ	Θ
19.30	21.90		1		0.98	0.0045	-0.022	75	0.0100	0.4700	5	6	74.4%	-0.02	0.0045	-0.022
14.40	17.00				0.96	0.0088	-0.032	80	0.0600	0.1500	5	28	49.4%	-0.04	0.0089	-0.032
10.05	12.10			46.3%	0.90	0.0192	-0.058	85	0.1800	0.6500	1	36	47.9%	-0.10	0.0193	-0.058
9.30	11.00			45.1%	0.88	0.0222	-0.066	86	0.4600	0.8800	4	13	51.3%	-0.12	0.0223	-0.067
8.50	10.40			49.0%	0.85	0.0253	-0.076	87	0.7000	1.02	1	2	51.7%	-0.15	0.0255	-0.077
7.70	9.65			49.8%	0.82	0.0283	-0.086	88	0.9000	1.31	7	4	52.5%	-0.18	0.0286	-0.087
6.95	8.85			49.7%	0.79	0.0312	-0.097	89	1.11	1.46	4	16	51.4%	-0.22	0.0315	-0.098
6.20	7.95		1	48.2%	0.75	0.0338	-0.106	90	1.37	1.74	24	355	51.4%	-0.25	0.0341	-0.107
5.50	6.85			45.1%	0.71	0.0362	-0.115	91	1.67	2.14	25	36	52.1%	-0.29	0.0365	-0.116
4.90	6.65			49.3%	0.67	0.0382	-0.122	92	2.00	2.51	18	23	52.1%	-0.33	0.0385	-0.123
4.40	5.40			45.7%	0.63	0.0398	-0.128	93	2.26	3.00		10	51.9%	-0.37	0.0402	-0.129
3.95	5.35			50.3%	0.59	0.0411	-0.132	94	2.73	3.50	1	11	52.7%	-0.41	0.0414	-0.133
3.70	4.25	4	139	48.3%	0.55	0.0420	-0.135	95	3.20	3.85	4	108	51.8%	-0.45	0.0423	-0.136
2.91	3.70	11	37	45.9%	0.51	0.0424	-0.136	96	3.70	4.50	5	54	52.6%	-0.49	0.0427	-0.137
2.53	3.20		82	46.0%	0.47	0.0423	-0.135	97	4.30	5.10		7	53.3%	-0.54	0.0427	-0.136
2.12	2.94	6	6	46.9%	0.43	0.0418	-0.132	98	4.50	5.75		22	51.0%	-0.58	0.0422	-0.134
1.91	2.61	12	15	48.2%	0.38	0.0409	-0.129	99	5.10	6.50		28	51.5%	-0.62	0.0413	-0.130
1.66	2.09	15	27	47.3%	0.35	0.0396	-0.123	100	5.55	7.20	7	78	50.2%	-0.66	0.0400	-0.125
1.32	1.76	22	32	46.5%	0.31	0.0378	-0.117	101	6.55	8.25	2	13	54.9%	-0.70	0.0383	-0.119
1.09	1.52	22	21	46.8%	0.27	0.0357	-0.111	102	7.45	8.75		7	54.5%	-0.73	0.0362	-0.112
0.9500	1.30		31	47.4%	0.24	0.0335	-0.104	103	7.55	9.55			49.2%	-0.76	0.0340	-0.105
0.7300	1.28		7	48.6%	0.21	0.0310	-0.097	104	8.35	10.55	1	11	50.9%	-0.79	0.0316	-0.099
0.6000	1.07	1	23	48.6%	0.19	0.0286	-0.090	105	9.20	11.25		69	49.8%	-0.82	0.0291	-0.092
0.4100	0.9700		117	48.5%	0.17	0.0261	-0.084	106	10.35	12.45		2	56.5%	-0.84	0.0267	-0.085
0.2700	1.13		11	51.7%	0.15	0.0238	-0.077	107	10.95	13.05		1	50.8%	-0.86	0.0244	-0.079
0.3300	0.8900	2	20	52.3%	0.13	0.0216	-0.072	108	12.30	13.95		4	56.6%	-0.88	0.0222	-0.074
0.1800	0.8600	2	9	52.6%	0.12	0.0196	-0.067	109	13.10	14.95		4	57.0%	-0.89	0.0201	-0.069
0.2300	0.7500	7	40	54.4%	0.10	0.0178	-0.062	110	13.50	15.95	3	63	50.5%	-0.91	0.0183	-0.065
0.0200	0.6200	2	18	51.3%	0.09	0.0161	-0.059	111	14.40	16.80		10	47.4%	-0.92	0.0166	-0.060
0.0100	0.8600	2	22	57.6%	0.08	0.0147	-0.055	112	15.35	17.85		102	49.6%	-0.93	0.0151	-0.057
0.0700	0.3800	5	17	51.9%	0.08	0.0134	-0.052	113	16.35	19.05		7	56.6%	-0.93	0.0138	-0.054
0.0700	0.5100	2	6	56.9%	0.07	0.0122	-0.049	114	17.25	19.80		5	48.5%	-0.94	0.0126	-0.051
0.0300	0.4200	4	47	56.1%	0.06	0.0112	-0.047	115	18.65	20.75		66	61.0%	-0.95	0.0115	-0.048
0.0300	1.29		3	74.1%	0.06	0.0103	-0.045	116	19.30	21.75		6	52.3%	-0.95	0.0105	-0.046
0	1.11		7	73.2%	0.05	0.0095	-0.043	117	20.30	23.00		3	62.9%	-0.95	0.0097	-0.044
0	2.21		14	90.7%	0.05	0.0088	-0.041	118	21.30	24.00		12	64.9%	-0.96	0.0089	-0.042
0	0.9100		12	74.2%	0.05	0.0081	-0.039	119	22.30	24.70		5	54.8%	-0.96	0.0082	-0.040
0	0.3500	1	66	63.2%	0.04	0.0076	-0.038	120	23.30	25.75		5	59.6%	-0.96	0.0076	-0.038
0	1.91		1	94.1%	0.04	0.0071	-0.036	121	24.30	26.75			61.4%	-0.97	0.0071	-0.037
0	0.9100		6	80.5%	0.04	0.0066	-0.035	122	25.30	27.90		2	69.7%	-0.97	0.0066	-0.036
0	2.16		7	102.0%	0.04	0.0062	-0.034	123	26.30	29.00			74.8%	-0.97	0.0062	-0.034
0	2.16		3	104.3%	0.03	0.0058	-0.033	124	27.30	30.00			76.7%	-0.97	0.0058	-0.033
0	2.15		35	106.4%	0.03	0.0054	-0.032	125	28.10	31.20		1	78.5%	-0.98	0.0054	-0.032
0	2.15		2	108.6%	0.03	0.0051	-0.031	126	29.30	32.55			94.4%	-0.98	0.0050	-0.031
0	2.15		18	110.8%	0.03	0.0048	-0.030	127	30.10	33.40		2	87.8%	-0.98	0.0047	-0.030
0	2.14		5	112.8%	0.03	0.0046	-0.030	128	31.30	34.00		1	84.0%	-0.98	0.0044	-0.029
0	2.14		2	114.9%	0.03	0.0043	-0.029	129	32.30	35.00			85.8%	-0.98	0.0042	-0.028
0	0.9500		30	97.0%	0.03	0.0041	-0.028	130	33.30	36.00			87.5%	-0.98	0.0039	-0.027
0	2.14		1	119.0%	0.02	0.0039	-0.028	131	34.30	37.00			89.3%	-0.98	0.0037	-0.026
0	0.4500		4	87.5%	0.02	0.0037	-0.027	132	35.30	37.95			89.2%	-0.98	0.0035	-0.026
0	2.13			122.9%	0.02	0.0035	-0.027	133	36.30	39.00			92.7%	-0.98	0.0034	-0.025
0	2.13		8	124.9%	0.02	0.0034	-0.026	134	37.30	40.00			94.4%	-0.99	0.0032	-0.024
0	1.37		7	114.5%	0.02	0.0032	-0.025	135	38.30	41.00			96.0%	-0.99	0.0030	-0.024
0	2.13		2	128.8%	0.02	0.0031	-0.025	136	39.30	42.00			97.7%	-0.99	0.0029	-0.023
0	0.7000			103.3%	0.02	0.0030	-0.025	137	40.30	43.00			99.3%	-0.99	0.0027	-0.022
0	2.13		4	132.6%	0.02	0.0028	-0.024	138	41.30	44.10			104.2%	-0.99	0.0026	-0.022
0	2.13		2	134.5%	0.02	0.0027	-0.024	139	42.30	45.00			102.5%	-0.99	0.0025	-0.021
0	2.13		14	136.3%	0.02	0.0026	-0.023	140	43.30	46.00			104.0%	-0.99	0.0024	-0.021
0	2.13		21	145.3%	0.02	0.0022	-0.022	145	48.30	51.00			111.7%	-0.99	0.0019	-0.018

Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.

Volatility Smile — Oct 30, 2026

Volatilitätsseite →

Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.

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ALB Optionskette Albemarle Corporation

Volatility Smile — Oct 30, 2026

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