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Albemarle Corp ALB

BASIC MATERIALS · SPECIALTY CHEMICALS
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Market dataready · fetched 2026-10-15T20:33:59.713Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:16:40.823009816Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:59.201227+00:00

Share price$98.63
1D+2.5%
AH$95$96$97$98$995:30 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$0.17$1.73$3.29$4.86$6.42$93.42$95.66$97.89$100.13$102.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $98.63OPTION PRICELive ALB spot · $98.63ALB PRICE$0.34$0.45$0.57$0.69$0.83$0.96$1.13$1.30$1.49$1.78$2.06$2.34$2.62$0.57$0.55$0.73$0.98$1.28$1.58$1.86$2.07$2.21$2.46$2.87$4.73$5.97
PutsExpensive1.35×
CallsFair1.05×
SkewBearish+28.85 pp
Implied moveBearish±$2.99
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.2958.6%3.0%94.43101.3%4.8%
25Δ100.7858.9%2.6%96.3668.1%2.9%
30Δ100.3058.4%2.3%96.8071.4%2.6%
35Δ99.8557.7%1.9%97.2476.4%2.4%
40Δ99.4556.7%1.7%97.6983.0%2.3%
45Δ99.0555.7%1.4%98.1887.5%2.1%
50Δ98.6955.2%1.2%98.7487.3%1.8%
55Δ98.3354.7%1.0%99.2583.9%1.5%
60Δ97.9754.4%0.8%99.7177.7%1.1%
65Δ97.5655.6%0.7%100.2174.1%0.9%
70Δ97.1556.7%0.6%100.7975.1%0.7%
75Δ96.7555.7%0.5%102.58106.0%0.8%
80Δ96.3553.7%0.3%103.96115.1%0.6%

20Δ

Calls
Pseudo strike
101.29
IV
58.6%
B/E move
3.0%
Puts
Pseudo strike
94.43
IV
101.3%
B/E move
4.8%

25Δ

Calls
Pseudo strike
100.78
IV
58.9%
B/E move
2.6%
Puts
Pseudo strike
96.36
IV
68.1%
B/E move
2.9%

30Δ

Calls
Pseudo strike
100.30
IV
58.4%
B/E move
2.3%
Puts
Pseudo strike
96.80
IV
71.4%
B/E move
2.6%

35Δ

Calls
Pseudo strike
99.85
IV
57.7%
B/E move
1.9%
Puts
Pseudo strike
97.24
IV
76.4%
B/E move
2.4%

40Δ

Calls
Pseudo strike
99.45
IV
56.7%
B/E move
1.7%
Puts
Pseudo strike
97.69
IV
83.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
99.05
IV
55.7%
B/E move
1.4%
Puts
Pseudo strike
98.18
IV
87.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
98.69
IV
55.2%
B/E move
1.2%
Puts
Pseudo strike
98.74
IV
87.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
98.33
IV
54.7%
B/E move
1.0%
Puts
Pseudo strike
99.25
IV
83.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
97.97
IV
54.4%
B/E move
0.8%
Puts
Pseudo strike
99.71
IV
77.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
97.56
IV
55.6%
B/E move
0.7%
Puts
Pseudo strike
100.21
IV
74.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
97.15
IV
56.7%
B/E move
0.6%
Puts
Pseudo strike
100.79
IV
75.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
96.75
IV
55.7%
B/E move
0.5%
Puts
Pseudo strike
102.58
IV
106.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
96.35
IV
53.7%
B/E move
0.3%
Puts
Pseudo strike
103.96
IV
115.1%
B/E move
0.6%