ALB option chain Albemarle Corporation
Cboe delayed options data · as of 18:33 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 ±17.4% (78.47–111.42) · ATM IV 53.6% · P/C open interest 1.06
| 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 | |
| 33.80 | 37.60 | 5 | 66.3% | 0.98 | 0.0021 | -0.005 | 60 | 0.0100 | 0.5300 | 43 | 63.3% | -0.02 | 0.0023 | -0.010 | ||
| 30.05 | 32.80 | 2 | 73.5% | 0.96 | 0.0038 | -0.011 | 65 | 0.0500 | 0.7200 | 440 | 57.6% | -0.04 | 0.0040 | -0.016 | ||
| 25.35 | 28.15 | 66.9% | 0.93 | 0.0061 | -0.020 | 70 | 0.5000 | 0.8200 | 5 | 176 | 54.5% | -0.07 | 0.0064 | -0.024 | ||
| 21.05 | 23.85 | 57 | 64.0% | 0.89 | 0.0092 | -0.031 | 75 | 0.9600 | 1.75 | 2 | 180 | 55.1% | -0.12 | 0.0094 | -0.034 | |
| 17.00 | 19.50 | 12 | 59.7% | 0.82 | 0.0126 | -0.043 | 80 | 2.10 | 2.31 | 7 | 1,313 | 53.3% | -0.18 | 0.0128 | -0.045 | |
| 13.80 | 15.30 | 21 | 57.5% | 0.74 | 0.0158 | -0.054 | 85 | 3.35 | 3.75 | 31 | 232 | 52.6% | -0.26 | 0.0159 | -0.055 | |
| 10.50 | 11.85 | 19 | 54.9% | 0.65 | 0.0182 | -0.062 | 90 | 5.15 | 5.70 | 17 | 344 | 52.3% | -0.36 | 0.0182 | -0.063 | |
| 8.00 | 9.25 | 2 | 106 | 54.9% | 0.55 | 0.0195 | -0.066 | 95 | 7.65 | 8.05 | 102 | 2,645 | 52.3% | -0.45 | 0.0195 | -0.066 |
| 6.05 | 6.35 | 36 | 147 | 52.7% | 0.46 | 0.0196 | -0.067 | 100 | 10.05 | 10.95 | 20 | 1,663 | 50.7% | -0.55 | 0.0195 | -0.066 |
| 4.40 | 4.70 | 22 | 167 | 52.7% | 0.37 | 0.0187 | -0.063 | 105 | 13.45 | 14.45 | 6 | 406 | 51.3% | -0.64 | 0.0186 | -0.062 |
| 3.15 | 3.40 | 14 | 268 | 52.6% | 0.29 | 0.0170 | -0.057 | 110 | 17.25 | 18.35 | 554 | 52.2% | -0.71 | 0.0170 | -0.056 | |
| 2.08 | 2.38 | 103 | 2,263 | 51.8% | 0.22 | 0.0148 | -0.050 | 115 | 21.40 | 22.30 | 334 | 52.2% | -0.78 | 0.0151 | -0.048 | |
| 1.40 | 1.72 | 70 | 332 | 51.9% | 0.17 | 0.0125 | -0.042 | 120 | 24.15 | 26.65 | 518 | 42.5% | -0.84 | 0.0130 | -0.041 | |
| 1.05 | 1.48 | 7 | 176 | 54.4% | 0.13 | 0.0102 | -0.035 | 125 | 28.60 | 31.25 | 234 | -0.88 | 0.0112 | -0.035 | ||
| 0.7600 | 0.9300 | 40 | 335 | 53.8% | 0.10 | 0.0083 | -0.029 | 130 | 33.35 | 35.90 | 186 | -0.92 | 0.0095 | -0.029 | ||
| 0.5400 | 0.7100 | 31 | 1,251 | 54.7% | 0.07 | 0.0067 | -0.024 | 135 | 38.15 | 40.70 | 169 | -0.94 | 0.0081 | -0.024 | ||
| 0.3400 | 0.5600 | 3 | 150 | 55.2% | 0.06 | 0.0054 | -0.020 | 140 | 43.45 | 45.60 | 39 | 415 | -0.96 | 0.0068 | -0.022 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs