ALB option chain Albemarle Corporation
Cboe delayed options data · as of 15:33 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 ±36.7% (60.26–130.11) · ATM IV 51.7% · P/C open interest 5.55
| 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 | |
| 46.05 | 49.85 | 62.0% | 0.94 | 0.0025 | -0.004 | 50 | 1.16 | 1.89 | 56.2% | -0.06 | 0.0025 | -0.009 | ||||
| 42.00 | 45.50 | 1 | 59.3% | 0.92 | 0.0032 | -0.006 | 55 | 1.81 | 2.69 | 55.4% | -0.08 | 0.0032 | -0.012 | |||
| 38.00 | 41.50 | 2 | 57.2% | 0.89 | 0.0040 | -0.010 | 60 | 2.57 | 3.70 | 88 | 54.5% | -0.11 | 0.0041 | -0.015 | ||
| 34.50 | 38.00 | 1 | 57.1% | 0.86 | 0.0048 | -0.013 | 65 | 3.75 | 4.95 | 2 | 54.2% | -0.14 | 0.0049 | -0.017 | ||
| 30.50 | 33.65 | 2 | 52.9% | 0.82 | 0.0056 | -0.016 | 70 | 5.25 | 6.25 | 182 | 53.8% | -0.18 | 0.0057 | -0.019 | ||
| 27.55 | 31.30 | 6 | 54.7% | 0.78 | 0.0063 | -0.018 | 75 | 6.85 | 8.15 | 126 | 53.8% | -0.22 | 0.0065 | -0.022 | ||
| 24.55 | 27.80 | 2 | 53.1% | 0.74 | 0.0070 | -0.021 | 80 | 8.75 | 9.90 | 122 | 53.1% | -0.26 | 0.0072 | -0.024 | ||
| 22.55 | 24.50 | 31 | 52.9% | 0.70 | 0.0076 | -0.023 | 85 | 10.90 | 12.40 | 4,835 | 53.4% | -0.30 | 0.0078 | -0.025 | ||
| 19.10 | 21.80 | 8 | 50.7% | 0.66 | 0.0081 | -0.025 | 90 | 13.20 | 14.45 | 127 | 52.4% | -0.35 | 0.0084 | -0.026 | ||
| 17.55 | 19.75 | 8 | 51.9% | 0.62 | 0.0085 | -0.026 | 95 | 15.30 | 17.25 | 619 | 51.6% | -0.39 | 0.0088 | -0.027 | ||
| 15.05 | 17.55 | 29 | 50.7% | 0.58 | 0.0087 | -0.027 | 100 | 18.10 | 19.90 | 134 | 51.1% | -0.43 | 0.0091 | -0.028 | ||
| 14.65 | 16.30 | 18 | 53.5% | 0.53 | 0.0089 | -0.027 | 105 | 21.80 | 22.95 | 136 | 51.8% | -0.48 | 0.0094 | -0.028 | ||
| 12.95 | 14.05 | 53 | 52.3% | 0.49 | 0.0090 | -0.027 | 110 | 24.90 | 27.00 | 98 | 52.6% | -0.52 | 0.0095 | -0.028 | ||
| 11.55 | 12.75 | 21 | 52.6% | 0.46 | 0.0089 | -0.027 | 115 | 27.65 | 29.60 | 224 | 50.2% | -0.56 | 0.0096 | -0.027 | ||
| 9.10 | 11.50 | 81 | 50.9% | 0.42 | 0.0088 | -0.027 | 120 | 30.95 | 34.00 | 92 | 50.8% | -0.60 | 0.0096 | -0.026 | ||
| 8.05 | 10.15 | 20 | 50.7% | 0.39 | 0.0087 | -0.026 | 125 | 34.55 | 36.95 | 28 | 49.1% | -0.64 | 0.0095 | -0.026 | ||
| 7.05 | 9.15 | 127 | 50.7% | 0.35 | 0.0084 | -0.026 | 130 | 38.75 | 42.00 | 312 | 51.3% | -0.67 | 0.0093 | -0.025 | ||
| 6.25 | 8.25 | 68 | 50.8% | 0.32 | 0.0081 | -0.025 | 135 | 42.85 | 44.85 | 47 | 49.2% | -0.71 | 0.0091 | -0.023 | ||
| 5.50 | 7.40 | 125 | 50.8% | 0.30 | 0.0078 | -0.024 | 140 | 47.40 | 50.00 | 13 | 51.6% | -0.74 | 0.0089 | -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 — Aug 20, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs