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 ±40.8% (57.23–136.18) · ATM IV 51.4% · P/C open interest 0.86
| 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 | |
| 47.50 | 50.90 | 53.5% | 0.93 | 0.0024 | -0.004 | 50 | 1.86 | 2.40 | 7 | 55.5% | -0.07 | 0.0024 | -0.009 | |||
| 43.50 | 48.00 | 56.0% | 0.90 | 0.0030 | -0.006 | 55 | 2.51 | 3.70 | 2 | 55.4% | -0.09 | 0.0031 | -0.011 | |||
| 40.00 | 43.65 | 1 | 54.1% | 0.88 | 0.0037 | -0.009 | 60 | 3.70 | 4.50 | 134 | 54.3% | -0.12 | 0.0037 | -0.013 | ||
| 36.50 | 40.50 | 54.2% | 0.85 | 0.0043 | -0.011 | 65 | 5.10 | 6.35 | 3 | 55.3% | -0.15 | 0.0044 | -0.015 | |||
| 33.00 | 36.20 | 51.2% | 0.82 | 0.0049 | -0.013 | 70 | 6.50 | 7.65 | 54.0% | -0.18 | 0.0050 | -0.017 | ||||
| 30.00 | 33.00 | 3 | 50.9% | 0.78 | 0.0055 | -0.015 | 75 | 8.30 | 9.00 | 1 | 38 | 53.0% | -0.22 | 0.0057 | -0.019 | |
| 27.00 | 30.50 | 3 | 50.9% | 0.75 | 0.0060 | -0.017 | 80 | 10.20 | 11.00 | 78 | 36 | 52.6% | -0.25 | 0.0062 | -0.020 | |
| 25.25 | 27.45 | 4 | 51.4% | 0.71 | 0.0065 | -0.019 | 85 | 12.25 | 14.30 | 53 | 53.8% | -0.29 | 0.0067 | -0.021 | ||
| 22.00 | 25.20 | 52 | 50.2% | 0.68 | 0.0069 | -0.021 | 90 | 14.65 | 15.80 | 78 | 52.2% | -0.33 | 0.0072 | -0.022 | ||
| 20.40 | 22.95 | 18 | 50.8% | 0.64 | 0.0072 | -0.022 | 95 | 17.05 | 18.55 | 120 | 51.9% | -0.37 | 0.0076 | -0.023 | ||
| 18.50 | 20.95 | 24 | 50.8% | 0.60 | 0.0074 | -0.023 | 100 | 19.90 | 21.65 | 41 | 52.2% | -0.40 | 0.0078 | -0.024 | ||
| 16.15 | 18.70 | 26 | 49.5% | 0.57 | 0.0076 | -0.023 | 105 | 22.70 | 25.50 | 29 | 52.9% | -0.44 | 0.0081 | -0.024 | ||
| 14.95 | 17.90 | 30 | 51.1% | 0.53 | 0.0077 | -0.024 | 110 | 25.80 | 27.85 | 28 | 51.6% | -0.48 | 0.0083 | -0.024 | ||
| 14.10 | 16.25 | 13 | 51.7% | 0.50 | 0.0078 | -0.024 | 115 | 28.90 | 32.00 | 56 | 52.2% | -0.51 | 0.0084 | -0.024 | ||
| 12.70 | 14.55 | 61 | 51.2% | 0.47 | 0.0077 | -0.024 | 120 | 32.40 | 34.70 | 14 | 51.1% | -0.55 | 0.0085 | -0.024 | ||
| 10.75 | 13.15 | 109 | 50.0% | 0.44 | 0.0077 | -0.024 | 125 | 36.25 | 39.00 | 21 | 52.2% | -0.58 | 0.0085 | -0.024 | ||
| 10.55 | 12.45 | 16 | 51.8% | 0.41 | 0.0076 | -0.024 | 130 | 39.95 | 42.10 | 66 | 51.1% | -0.61 | 0.0085 | -0.023 | ||
| 9.45 | 11.40 | 4 | 51.6% | 0.38 | 0.0074 | -0.023 | 135 | 43.85 | 47.00 | 5 | 52.5% | -0.65 | 0.0084 | -0.023 | ||
| 7.80 | 10.60 | 11 | 50.8% | 0.36 | 0.0073 | -0.023 | 140 | 47.95 | 50.65 | 7 | 52.1% | -0.68 | 0.0084 | -0.022 | ||
| 7.65 | 9.40 | 34 | 51.2% | 0.33 | 0.0071 | -0.022 | 145 | 51.80 | 54.10 | 50.7% | -0.70 | 0.0082 | -0.021 | |||
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 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