ALB option chain Albemarle Corporation

Expiration 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 ±38.5% (84.38–190.12) · ATM IV 50.8% · P/C open interest 2.31

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
69.50	72.50		2	54.8%	0.94	0.0016	-0.003	70	1.97	2.89		4	56.1%	-0.06	0.0016	-0.012
65.50	68.95		2	56.0%	0.92	0.0019	-0.006	75	2.56	3.90		5	55.9%	-0.07	0.0019	-0.014
61.50	64.20		1	53.3%	0.91	0.0022	-0.009	80	2.89	4.85		23	54.3%	-0.09	0.0023	-0.016
57.50	60.80		12	53.5%	0.89	0.0026	-0.011	85	4.30	5.45	1	14	53.9%	-0.11	0.0026	-0.019
53.55	56.65		9	51.7%	0.87	0.0029	-0.014	90	5.35	6.60		86	53.4%	-0.13	0.0030	-0.021
50.05	52.95		7	51.2%	0.85	0.0033	-0.017	95	6.45	7.85		506	52.6%	-0.15	0.0034	-0.023
47.00	49.95		2	52.0%	0.82	0.0037	-0.019	100	6.95	9.20		82	50.8%	-0.18	0.0038	-0.025
43.50	46.30		7	50.7%	0.80	0.0040	-0.022	105	8.60	11.15		125	51.1%	-0.20	0.0041	-0.027
40.50	43.85		19	51.3%	0.77	0.0043	-0.024	110	10.50	12.90		62	51.0%	-0.23	0.0044	-0.029
38.00	41.15		11	51.8%	0.75	0.0046	-0.026	115	12.50	15.10		84	51.2%	-0.26	0.0048	-0.030
36.15	38.10		26	52.1%	0.72	0.0049	-0.028	120	14.70	17.40		66	51.3%	-0.28	0.0050	-0.032
32.50	35.75		8	51.0%	0.69	0.0051	-0.030	125	17.15	19.35		26	50.9%	-0.31	0.0053	-0.033
31.30	33.35		19	52.0%	0.66	0.0053	-0.031	130	19.85	22.30		328	51.6%	-0.34	0.0055	-0.034
28.00	30.90		37	50.6%	0.64	0.0054	-0.033	135	22.10	24.75		45	50.9%	-0.37	0.0057	-0.035
26.00	28.60		17	50.4%	0.61	0.0056	-0.034	140	25.40	27.95		14	51.7%	-0.40	0.0059	-0.036
24.00	26.60		7	50.2%	0.58	0.0057	-0.035	145	28.35	30.65		13	51.4%	-0.43	0.0060	-0.036
23.00	24.85		33	51.0%	0.56	0.0058	-0.035	150	30.85	34.10		43	51.2%	-0.46	0.0061	-0.036
21.55	23.45		27	51.4%	0.53	0.0058	-0.036	155	34.20	36.90		12	50.9%	-0.48	0.0062	-0.036
19.80	22.10		32	51.4%	0.51	0.0058	-0.036	160	36.90	41.00		12	51.0%	-0.51	0.0062	-0.036
18.40	20.60		53	51.4%	0.48	0.0058	-0.036	165	40.95	43.55		9	50.7%	-0.54	0.0063	-0.036
17.10	19.25		43	51.5%	0.46	0.0058	-0.036	170	44.60	47.15		8	50.8%	-0.56	0.0063	-0.036
15.80	17.25		42	50.7%	0.43	0.0057	-0.036	175	48.10	50.70	1	13	50.6%	-0.59	0.0063	-0.035
14.75	16.05		46	50.8%	0.41	0.0057	-0.036	180	51.90	55.45		3	51.6%	-0.61	0.0062	-0.035
13.70	15.10		11	50.9%	0.39	0.0056	-0.035	185	55.35	59.00		3	50.8%	-0.64	0.0062	-0.034
12.60	14.30		35	51.0%	0.37	0.0055	-0.035	190	59.95	62.35		2	50.9%	-0.66	0.0062	-0.033
11.90	13.05		9	51.0%	0.35	0.0054	-0.034	195	63.80	66.40			50.7%	-0.68	0.0062	-0.033
11.00	12.15		25	50.9%	0.33	0.0053	-0.034	200	67.50	70.55		1	50.3%	-0.70	0.0061	-0.032

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.

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ALB option chain Albemarle Corporation

Volatility smile — Aug 20, 2027

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