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Albemarle Corporation ALB

i

Market dataready · fetched 2026-11-07T02:23:23.200Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:25:22.993301725Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:23:22.662238+00:00

Share price$99.25
1D+1.2%
AH$96$98$99$100$1015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALB
Sold putSold callAH

Albemarle Corporation options

Live interpolated ALB call and put midpoint premiums by absolute delta.Albemarle Corporation$0.56$2.89$5.22$7.55$9.88$87.57$93.59$99.62$105.64$111.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALB spot · $99.25ALB PRICE$0.81$1.07$1.37$1.65$2.00$2.41$2.89$3.39$3.84$4.50$5.30$5.94$6.56$0.92$1.30$1.57$1.89$2.26$2.73$3.55$3.85$4.32$5.11$5.92$7.30$9.20
PutsCheap0.92×
CallsCheap0.73×
SkewBearish+3.48 pp
Implied moveBearish±$6.44
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.1554.5%7.8%93.2157.2%7.0%
25Δ104.7353.7%6.6%94.1561.0%6.5%
30Δ103.6454.4%5.8%95.5857.2%5.3%
35Δ102.4653.1%4.9%96.6855.9%4.5%
40Δ101.4753.2%4.3%97.7055.2%3.8%
45Δ100.5453.8%3.7%98.6655.7%3.3%
50Δ99.6055.0%3.3%99.7061.1%3.1%
55Δ98.6655.7%2.8%100.6057.5%2.5%
60Δ97.7254.4%2.3%101.5855.2%2.0%
65Δ96.7055.5%2.0%102.6856.5%1.7%
70Δ95.5957.1%1.7%103.8256.7%1.4%
75Δ94.5755.5%1.3%105.4560.2%1.1%
80Δ93.6253.1%0.9%107.5865.0%0.9%

20Δ

Calls
Pseudo strike
106.15
IV
54.5%
B/E move
7.8%
Puts
Pseudo strike
93.21
IV
57.2%
B/E move
7.0%

25Δ

Calls
Pseudo strike
104.73
IV
53.7%
B/E move
6.6%
Puts
Pseudo strike
94.15
IV
61.0%
B/E move
6.5%

30Δ

Calls
Pseudo strike
103.64
IV
54.4%
B/E move
5.8%
Puts
Pseudo strike
95.58
IV
57.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
102.46
IV
53.1%
B/E move
4.9%
Puts
Pseudo strike
96.68
IV
55.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
101.47
IV
53.2%
B/E move
4.3%
Puts
Pseudo strike
97.70
IV
55.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
100.54
IV
53.8%
B/E move
3.7%
Puts
Pseudo strike
98.66
IV
55.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
99.60
IV
55.0%
B/E move
3.3%
Puts
Pseudo strike
99.70
IV
61.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
98.66
IV
55.7%
B/E move
2.8%
Puts
Pseudo strike
100.60
IV
57.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
97.72
IV
54.4%
B/E move
2.3%
Puts
Pseudo strike
101.58
IV
55.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
96.70
IV
55.5%
B/E move
2.0%
Puts
Pseudo strike
102.68
IV
56.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
95.59
IV
57.1%
B/E move
1.7%
Puts
Pseudo strike
103.82
IV
56.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
94.57
IV
55.5%
B/E move
1.3%
Puts
Pseudo strike
105.45
IV
60.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
93.62
IV
53.1%
B/E move
0.9%
Puts
Pseudo strike
107.58
IV
65.0%
B/E move
0.9%

Options history

IV · four-Friday blend64.70%
Daily close
ALB44.2%56.2%68.3%2026-08-10: 54.16%2026-08-11: 51.92%2026-08-12: 51.28%2026-08-13: 48.67%2026-08-14: 45.94%2026-08-17: 49.10%2026-08-18: 50.66%2026-08-19: 49.60%2026-08-20: 53.49%2026-08-21: 48.48%2026-08-24: 51.88%2026-08-25: 49.38%2026-08-26: 51.31%2026-08-27: 48.31%2026-08-28: 46.16%2026-08-31: 48.46%2026-09-01: 49.42%2026-09-02: 48.79%2026-09-03: 46.18%2026-09-04: 46.33%2026-09-08: 53.59%2026-09-09: 53.11%2026-09-10: 55.40%2026-09-11: 49.93%2026-09-14: 52.79%2026-09-15: 53.98%2026-09-16: 54.25%2026-09-17: 53.09%2026-09-18: 45.82%2026-09-21: 51.72%2026-09-22: 54.44%2026-09-23: 52.60%2026-09-24: 51.98%2026-09-25: 48.58%2026-09-28: 52.35%2026-09-29: 51.32%2026-09-30: 52.14%2026-10-01: 53.29%2026-10-02: 51.26%2026-10-05: 54.68%2026-10-06: 52.33%2026-10-07: 48.89%2026-10-08: 53.21%2026-10-09: 48.69%2026-10-12: 51.81%2026-10-13: 53.00%2026-10-14: 66.61%2026-10-15: 58.09%2026-10-16: 53.95%2026-10-19: 57.51%2026-10-20: 56.79%2026-10-21: 56.76%2026-10-22: 61.48%2026-10-23: 58.38%2026-10-26: 65.61%2026-10-27: 61.95%2026-10-28: 64.68%2026-10-29: 66.49%2026-10-30: 64.70%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
54.16%
51.92%
51.28%
48.67%
45.94%
49.10%
50.66%
49.60%
53.49%
48.48%
51.88%
49.38%
51.31%
48.31%
46.16%
48.46%
49.42%
48.79%
46.18%
46.33%
53.59%
53.11%
55.40%
49.93%
52.79%
53.98%
54.25%
53.09%
45.82%
51.72%
54.44%
52.60%
51.98%
48.58%
52.35%
51.32%
52.14%
53.29%
51.26%
54.68%
52.33%
48.89%
53.21%
48.69%
51.81%
53.00%
66.61%
58.09%
53.95%
57.51%
56.79%
56.76%
61.48%
58.38%
65.61%
61.95%
64.68%
66.49%
64.70%