ALB option chain Albemarle Corporation
Cboe delayed options data · as of 12:33 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 ±24.0% (71.57–116.67) · ATM IV 51.6% · P/C open interest 0.56
| 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 | |
| 39.50 | 42.55 | 61.6% | 0.98 | 0.0021 | -0.003 | 55 | 0.0200 | 0.7500 | 19 | 55.4% | -0.03 | 0.0022 | -0.008 | |||
| 34.95 | 37.95 | 59.1% | 0.95 | 0.0034 | -0.007 | 60 | 0.3000 | 0.7000 | 36 | 50.5% | -0.05 | 0.0035 | -0.012 | |||
| 30.75 | 32.95 | 8 | 54.9% | 0.92 | 0.0050 | -0.013 | 65 | 0.8900 | 1.63 | 37 | 54.2% | -0.08 | 0.0051 | -0.017 | ||
| 26.75 | 28.80 | 3 | 54.9% | 0.88 | 0.0069 | -0.020 | 70 | 1.57 | 2.42 | 12 | 53.3% | -0.12 | 0.0070 | -0.023 | ||
| 22.90 | 24.90 | 14 | 54.1% | 0.83 | 0.0088 | -0.026 | 75 | 2.12 | 3.30 | 47 | 50.3% | -0.17 | 0.0089 | -0.029 | ||
| 19.45 | 21.30 | 3 | 53.6% | 0.78 | 0.0105 | -0.033 | 80 | 4.25 | 4.65 | 1 | 43 | 52.4% | -0.23 | 0.0107 | -0.035 | |
| 16.20 | 18.10 | 3 | 52.9% | 0.71 | 0.0120 | -0.038 | 85 | 6.00 | 6.45 | 81 | 52.2% | -0.30 | 0.0122 | -0.040 | ||
| 13.45 | 15.30 | 8 | 52.8% | 0.64 | 0.0130 | -0.042 | 90 | 8.10 | 8.60 | 34 | 147 | 51.9% | -0.36 | 0.0134 | -0.044 | |
| 10.95 | 12.85 | 6 | 52.5% | 0.58 | 0.0137 | -0.044 | 95 | 9.95 | 11.35 | 286 | 50.7% | -0.43 | 0.0141 | -0.046 | ||
| 8.20 | 10.90 | 61 | 51.1% | 0.51 | 0.0140 | -0.045 | 100 | 12.65 | 14.30 | 139 | 50.4% | -0.50 | 0.0144 | -0.046 | ||
| 7.45 | 9.15 | 26 | 53.5% | 0.44 | 0.0140 | -0.045 | 105 | 16.80 | 17.50 | 83 | 52.4% | -0.57 | 0.0144 | -0.045 | ||
| 6.40 | 6.65 | 408 | 4,010 | 52.1% | 0.38 | 0.0136 | -0.043 | 110 | 20.30 | 20.80 | 2 | 3,281 | 51.8% | -0.64 | 0.0140 | -0.043 |
| 4.85 | 5.20 | 4 | 131 | 50.8% | 0.33 | 0.0129 | -0.040 | 115 | 23.45 | 24.80 | 89 | 50.8% | -0.69 | 0.0134 | -0.039 | |
| 3.80 | 4.35 | 150 | 51.0% | 0.27 | 0.0120 | -0.037 | 120 | 27.25 | 28.95 | 1 | 121 | 50.6% | -0.75 | 0.0125 | -0.035 | |
| 3.05 | 3.35 | 3 | 156 | 50.7% | 0.23 | 0.0109 | -0.034 | 125 | 31.15 | 33.70 | 89 | 51.3% | -0.79 | 0.0115 | -0.032 | |
| 2.43 | 2.70 | 126 | 2,649 | 50.9% | 0.19 | 0.0098 | -0.030 | 130 | 34.80 | 37.60 | 102 | 46.6% | -0.84 | 0.0106 | -0.028 | |
| 1.67 | 2.18 | 165 | 50.1% | 0.16 | 0.0087 | -0.027 | 135 | 39.35 | 42.10 | 78 | 45.6% | -0.87 | 0.0098 | -0.025 | ||
| 1.53 | 2.10 | 5 | 419 | 52.7% | 0.13 | 0.0077 | -0.024 | 140 | 44.65 | 46.65 | 68 | 48.0% | -0.90 | 0.0091 | -0.023 | |
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs