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Albemarle Corp ALB

BASIC MATERIALS · SPECIALTY CHEMICALS
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Market dataready · fetched 2026-10-15T20:03:25.019Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:08.099429582Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:24.432786+00:00

Share price$98.18
1D+2.0%
AH$95.17$96.04$96.91$97.79$98.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALB
Sold putSold callAH

Albemarle Corp options

Live interpolated ALB call and put midpoint premiums by absolute delta.Albemarle Corp$0.37$1.34$2.31$3.27$4.24$93.50$95.81$98.11$100.41$102.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $98.18OPTION PRICELive ALB spot · $98.18ALB PRICE$0.48$0.50$0.63$0.79$0.94$1.14$1.34$1.61$1.95$2.30$2.68$2.98$3.22$0.76$0.48$0.64$0.80$1.08$1.36$1.63$1.87$2.04$2.15$2.25$2.88$3.96
PutsExpensive1.19×
CallsExpensive1.44×
SkewBearish+2.74 pp
Implied moveBearish±$2.97
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.78101.6%6.2%92.65134.5%6.4%
25Δ100.5865.7%3.0%96.1860.0%2.5%
30Δ100.0465.9%2.5%96.5862.3%2.3%
35Δ99.5765.6%2.2%96.9764.7%2.0%
40Δ99.1165.2%1.9%97.3969.8%1.9%
45Δ98.6765.7%1.7%97.8175.1%1.8%
50Δ98.2566.4%1.4%98.2776.9%1.6%
55Δ97.8068.1%1.2%98.7675.7%1.3%
60Δ97.3171.3%1.1%99.1772.1%1.1%
65Δ96.8073.7%0.9%99.5166.2%0.8%
70Δ96.2674.6%0.8%99.8460.2%0.6%
75Δ95.7972.3%0.6%100.6064.2%0.5%
80Δ95.3967.2%0.4%101.7277.0%0.4%

20Δ

Calls
Pseudo strike
103.78
IV
101.6%
B/E move
6.2%
Puts
Pseudo strike
92.65
IV
134.5%
B/E move
6.4%

25Δ

Calls
Pseudo strike
100.58
IV
65.7%
B/E move
3.0%
Puts
Pseudo strike
96.18
IV
60.0%
B/E move
2.5%

30Δ

Calls
Pseudo strike
100.04
IV
65.9%
B/E move
2.5%
Puts
Pseudo strike
96.58
IV
62.3%
B/E move
2.3%

35Δ

Calls
Pseudo strike
99.57
IV
65.6%
B/E move
2.2%
Puts
Pseudo strike
96.97
IV
64.7%
B/E move
2.0%

40Δ

Calls
Pseudo strike
99.11
IV
65.2%
B/E move
1.9%
Puts
Pseudo strike
97.39
IV
69.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
98.67
IV
65.7%
B/E move
1.7%
Puts
Pseudo strike
97.81
IV
75.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
98.25
IV
66.4%
B/E move
1.4%
Puts
Pseudo strike
98.27
IV
76.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
97.80
IV
68.1%
B/E move
1.2%
Puts
Pseudo strike
98.76
IV
75.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
97.31
IV
71.3%
B/E move
1.1%
Puts
Pseudo strike
99.17
IV
72.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
96.80
IV
73.7%
B/E move
0.9%
Puts
Pseudo strike
99.51
IV
66.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
96.26
IV
74.6%
B/E move
0.8%
Puts
Pseudo strike
99.84
IV
60.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
95.79
IV
72.3%
B/E move
0.6%
Puts
Pseudo strike
100.60
IV
64.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
95.39
IV
67.2%
B/E move
0.4%
Puts
Pseudo strike
101.72
IV
77.0%
B/E move
0.4%