ALB option chain Albemarle Corporation
Cboe delayed options data · as of 09:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±13.6% (82.77–108.77) · ATM IV 58.2% · P/C open interest 0.26
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | 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 | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 34.45 | 38.00 | 72.4% | 0.98 | 0.0018 | -0.009 | 60 | 0 | 0.6000 | 1 | 91.2% | -0.02 | 0.0018 | -0.014 | |||
| 29.50 | 33.15 | 68.7% | 0.98 | 0.0028 | -0.013 | 65 | 0 | 0.6900 | 7 | 80.0% | -0.02 | 0.0028 | -0.017 | |||
| 25.45 | 27.50 | 120 | 64.2% | 0.96 | 0.0045 | -0.020 | 70 | 0 | 0.8600 | 4 | 70.3% | -0.04 | 0.0045 | -0.023 | ||
| 20.75 | 22.95 | 1 | 63.3% | 0.93 | 0.0076 | -0.031 | 75 | 0.2500 | 0.5700 | 6 | 293 | 57.1% | -0.07 | 0.0076 | -0.034 | |
| 16.25 | 18.70 | 635 | 61.7% | 0.88 | 0.0123 | -0.049 | 80 | 0.7700 | 1.15 | 32 | 71 | 56.9% | -0.12 | 0.0123 | -0.051 | |
| 13.00 | 15.05 | 57.7% | 0.82 | 0.0166 | -0.066 | 84 | 1.64 | 2.23 | 1 | 4 | 59.8% | -0.18 | 0.0167 | -0.068 | ||
| 12.35 | 14.40 | 5 | 59.0% | 0.80 | 0.0177 | -0.070 | 85 | 1.78 | 2.14 | 27 | 291 | 56.9% | -0.20 | 0.0178 | -0.072 | |
| 11.50 | 13.50 | 57.2% | 0.78 | 0.0187 | -0.075 | 86 | 2.11 | 2.54 | 58.1% | -0.22 | 0.0188 | -0.077 | ||||
| 10.75 | 12.75 | 56.7% | 0.76 | 0.0197 | -0.079 | 87 | 2.17 | 2.83 | 2 | 7 | 56.8% | -0.25 | 0.0198 | -0.081 | ||
| 10.20 | 11.70 | 55.5% | 0.73 | 0.0206 | -0.083 | 88 | 2.58 | 3.15 | 5 | 57.4% | -0.27 | 0.0207 | -0.084 | |||
| 9.00 | 11.60 | 55.6% | 0.71 | 0.0214 | -0.086 | 89 | 3.00 | 3.65 | 4 | 5 | 58.7% | -0.29 | 0.0216 | -0.088 | ||
| 9.30 | 10.70 | 23 | 59.1% | 0.69 | 0.0222 | -0.090 | 90 | 3.30 | 3.75 | 38 | 489 | 57.0% | -0.31 | 0.0223 | -0.091 | |
| 8.05 | 10.05 | 55.7% | 0.66 | 0.0228 | -0.093 | 91 | 3.75 | 4.05 | 1 | 56.9% | -0.34 | 0.0230 | -0.094 | |||
| 8.20 | 8.95 | 6 | 56.8% | 0.64 | 0.0234 | -0.095 | 92 | 3.85 | 4.65 | 8 | 56.3% | -0.36 | 0.0236 | -0.097 | ||
| 7.50 | 8.75 | 57.9% | 0.62 | 0.0239 | -0.098 | 93 | 4.55 | 4.90 | 3 | 56.6% | -0.39 | 0.0241 | -0.099 | |||
| 7.10 | 8.20 | 1 | 58.4% | 0.59 | 0.0243 | -0.100 | 94 | 4.85 | 5.40 | 2 | 56.1% | -0.41 | 0.0245 | -0.101 | ||
| 6.55 | 7.40 | 1 | 787 | 56.9% | 0.57 | 0.0246 | -0.101 | 95 | 5.50 | 5.95 | 29 | 588 | 57.1% | -0.44 | 0.0248 | -0.102 |
| 6.05 | 7.15 | 57.9% | 0.54 | 0.0248 | -0.102 | 96 | 6.00 | 6.80 | 1 | 8 | 58.5% | -0.46 | 0.0250 | -0.103 | ||
| 5.60 | 6.70 | 11 | 58.0% | 0.52 | 0.0249 | -0.102 | 97 | 6.55 | 7.10 | 2 | 57.5% | -0.49 | 0.0251 | -0.103 | ||
| 5.10 | 6.00 | 508 | 21 | 56.5% | 0.49 | 0.0249 | -0.103 | 98 | 7.00 | 7.60 | 3 | 56.7% | -0.51 | 0.0251 | -0.104 | |
| 4.85 | 5.80 | 58.2% | 0.47 | 0.0248 | -0.102 | 99 | 7.25 | 8.20 | 14 | 3 | 55.2% | -0.54 | 0.0251 | -0.103 | ||
| 4.50 | 5.00 | 73 | 629 | 56.5% | 0.44 | 0.0246 | -0.102 | 100 | 8.20 | 8.95 | 29 | 1,009 | 57.4% | -0.56 | 0.0249 | -0.102 |
| 4.05 | 4.85 | 1 | 1 | 57.1% | 0.42 | 0.0244 | -0.101 | 101 | 8.85 | 9.55 | 2 | 57.3% | -0.58 | 0.0247 | -0.101 | |
| 2.99 | 4.60 | 1 | 54.2% | 0.40 | 0.0241 | -0.099 | 102 | 8.70 | 10.60 | 55.4% | -0.61 | 0.0244 | -0.100 | |||
| 2.93 | 4.30 | 55.5% | 0.38 | 0.0237 | -0.098 | 103 | 10.20 | 11.00 | 57.9% | -0.63 | 0.0240 | -0.098 | ||||
| 3.10 | 3.95 | 2 | 57.5% | 0.35 | 0.0232 | -0.096 | 104 | 10.50 | 11.95 | 12 | 57.2% | -0.65 | 0.0236 | -0.096 | ||
| 2.94 | 3.45 | 32 | 2,269 | 57.0% | 0.33 | 0.0227 | -0.093 | 105 | 11.15 | 12.25 | 427 | 54.8% | -0.67 | 0.0231 | -0.094 | |
| 2.50 | 3.40 | 2 | 1 | 57.2% | 0.31 | 0.0221 | -0.091 | 106 | 11.80 | 13.45 | 56.6% | -0.69 | 0.0226 | -0.091 | ||
| 1.93 | 3.95 | 1 | 59.7% | 0.29 | 0.0215 | -0.088 | 107 | 13.00 | 14.95 | 62.8% | -0.71 | 0.0220 | -0.088 | |||
| 2.25 | 2.88 | 4 | 58.2% | 0.27 | 0.0208 | -0.085 | 108 | 13.10 | 15.70 | 59.2% | -0.73 | 0.0213 | -0.085 | |||
| 2.06 | 2.34 | 5 | 1 | 56.5% | 0.26 | 0.0201 | -0.082 | 109 | 14.00 | 16.00 | 57.2% | -0.75 | 0.0206 | -0.082 | ||
| 1.83 | 2.30 | 21 | 544 | 57.2% | 0.24 | 0.0194 | -0.079 | 110 | 14.80 | 16.40 | 1 | 415 | 54.7% | -0.77 | 0.0199 | -0.079 |
| 1.68 | 2.19 | 17 | 3 | 57.8% | 0.22 | 0.0186 | -0.075 | 111 | 15.65 | 18.00 | 59.6% | -0.79 | 0.0192 | -0.076 | ||
| 1.19 | 1.44 | 515 | 18.7K | 56.6% | 0.16 | 0.0154 | -0.062 | 115 | 18.95 | 21.40 | 6 | 1,959 | 59.0% | -0.85 | 0.0161 | -0.062 |
| 0.6100 | 0.9200 | 2 | 292 | 56.9% | 0.11 | 0.0116 | -0.047 | 120 | 23.50 | 25.90 | 1 | 1,018 | 59.6% | -0.91 | 0.0124 | -0.046 |
| 0.3700 | 0.5000 | 6 | 220 | 56.6% | 0.07 | 0.0085 | -0.035 | 125 | 28.15 | 30.55 | 6 | 251 | 58.6% | -0.94 | 0.0094 | -0.035 |
| 0.2500 | 0.3800 | 4 | 277 | 59.1% | 0.05 | 0.0062 | -0.027 | 130 | 32.85 | 35.40 | 70 | -0.97 | 0.0072 | -0.027 | ||
| 0.1100 | 0.3400 | 1 | 313 | 61.2% | 0.04 | 0.0046 | -0.021 | 135 | 37.40 | 41.10 | 3 | 100 | 67.5% | -0.98 | 0.0055 | -0.019 |
| 0.1000 | 0.3100 | 5 | 851 | 65.4% | 0.03 | 0.0035 | -0.017 | 140 | 42.30 | 46.10 | 70.5% | -0.99 | 0.0032 | -0.016 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs