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 ±44.7% (52.63–137.74) · ATM IV 52.4% · P/C open interest 1.26
| 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 | 50.60 | 14 | 58.4% | 0.92 | 0.0026 | -0.004 | 50 | 2.31 | 3.25 | 47 | 55.5% | -0.08 | 0.0026 | -0.009 | ||
| 43.50 | 47.45 | 3 | 58.0% | 0.89 | 0.0031 | -0.006 | 55 | 3.25 | 4.30 | 118 | 54.7% | -0.10 | 0.0032 | -0.011 | ||
| 40.00 | 43.25 | 28 | 55.5% | 0.87 | 0.0037 | -0.008 | 60 | 4.25 | 5.60 | 32 | 53.8% | -0.13 | 0.0038 | -0.013 | ||
| 37.00 | 40.50 | 13 | 56.5% | 0.84 | 0.0043 | -0.010 | 65 | 6.10 | 7.15 | 150 | 54.4% | -0.16 | 0.0044 | -0.014 | ||
| 33.50 | 37.20 | 26 | 54.7% | 0.81 | 0.0049 | -0.012 | 70 | 7.75 | 8.65 | 54 | 53.6% | -0.19 | 0.0050 | -0.016 | ||
| 30.50 | 33.75 | 19 | 53.1% | 0.77 | 0.0054 | -0.014 | 75 | 9.65 | 10.80 | 196 | 53.7% | -0.23 | 0.0056 | -0.017 | ||
| 28.00 | 31.00 | 51 | 52.9% | 0.74 | 0.0059 | -0.016 | 80 | 11.50 | 12.70 | 691 | 52.7% | -0.26 | 0.0061 | -0.018 | ||
| 25.50 | 28.35 | 19 | 52.3% | 0.71 | 0.0063 | -0.017 | 85 | 14.05 | 14.20 | 1 | 540 | 51.7% | -0.30 | 0.0065 | -0.019 | |
| 23.05 | 26.00 | 35 | 51.7% | 0.67 | 0.0066 | -0.018 | 90 | 16.20 | 17.25 | 704 | 51.7% | -0.33 | 0.0070 | -0.020 | ||
| 22.40 | 23.65 | 26 | 53.1% | 0.64 | 0.0069 | -0.019 | 95 | 18.35 | 20.70 | 251 | 51.8% | -0.37 | 0.0073 | -0.021 | ||
| 19.15 | 21.80 | 185 | 51.3% | 0.60 | 0.0071 | -0.020 | 100 | 21.25 | 23.05 | 181 | 51.0% | -0.41 | 0.0076 | -0.021 | ||
| 17.45 | 20.00 | 79 | 51.1% | 0.57 | 0.0073 | -0.021 | 105 | 24.10 | 26.80 | 338 | 51.5% | -0.44 | 0.0078 | -0.022 | ||
| 15.90 | 18.30 | 77 | 51.0% | 0.54 | 0.0074 | -0.021 | 110 | 27.35 | 29.30 | 295 | 50.5% | -0.48 | 0.0080 | -0.022 | ||
| 14.45 | 16.70 | 69 | 50.7% | 0.51 | 0.0074 | -0.021 | 115 | 30.95 | 33.45 | 174 | 51.7% | -0.51 | 0.0082 | -0.022 | ||
| 13.45 | 15.35 | 98 | 51.0% | 0.48 | 0.0075 | -0.021 | 120 | 34.15 | 36.15 | 208 | 50.2% | -0.55 | 0.0083 | -0.021 | ||
| 12.25 | 14.00 | 1 | 1,061 | 50.8% | 0.45 | 0.0074 | -0.021 | 125 | 38.10 | 39.70 | 957 | 50.3% | -0.58 | 0.0084 | -0.021 | |
| 10.90 | 12.90 | 227 | 50.5% | 0.42 | 0.0073 | -0.021 | 130 | 41.55 | 43.95 | 229 | 50.4% | -0.61 | 0.0084 | -0.021 | ||
| 10.00 | 12.00 | 2 | 176 | 50.7% | 0.39 | 0.0072 | -0.021 | 135 | 45.35 | 47.35 | 23 | 49.6% | -0.64 | 0.0084 | -0.020 | |
| 9.50 | 10.85 | 99 | 50.9% | 0.37 | 0.0071 | -0.020 | 140 | 48.75 | 52.00 | 131 | 49.5% | -0.67 | 0.0084 | -0.020 | ||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs