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Albemarle Corp ALB

BASIC MATERIALS · SPECIALTY CHEMICALS
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Market dataready · fetched 2026-10-17T01:00:10.685Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:58:19.995186947Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T01:00:09.970860+00:00

Share price$95.50
1D-2.7%
AH$94$95$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$1.12$6.65$12.17$17.70$23.23$74.06$86.09$98.12$110.16$122.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALB spot · $95.50ALB PRICE$1.72$2.26$2.87$3.50$4.16$4.89$5.73$6.57$7.75$8.97$10.27$11.66$13.34$1.99$2.69$3.42$4.28$5.27$6.27$7.42$8.57$10.22$12.09$14.58$17.59$21.64
PutsFair1.03×
CallsExpensive1.17×
SkewBearish+2.72 pp
Implied moveBearish±$13.15
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.7956.1%19.9%84.2354.8%13.9%
25Δ109.3155.5%16.8%86.6155.1%12.1%
30Δ106.5255.3%14.5%88.9054.9%10.5%
35Δ103.9054.8%12.5%91.0755.1%9.1%
40Δ101.5053.9%10.6%93.1455.6%8.0%
45Δ99.2453.3%9.0%95.2256.0%6.9%
50Δ97.2153.1%7.8%97.3155.6%5.9%
55Δ95.1853.0%6.6%99.3955.2%4.9%
60Δ93.1353.6%5.6%101.8056.0%4.1%
65Δ91.0754.4%4.8%104.3457.3%3.4%
70Δ88.9754.4%3.9%107.4559.1%2.8%
75Δ86.8153.7%3.1%111.0361.3%2.1%
80Δ84.4053.9%2.3%115.6364.2%1.6%

20Δ

Calls
Pseudo strike
112.79
IV
56.1%
B/E move
19.9%
Puts
Pseudo strike
84.23
IV
54.8%
B/E move
13.9%

25Δ

Calls
Pseudo strike
109.31
IV
55.5%
B/E move
16.8%
Puts
Pseudo strike
86.61
IV
55.1%
B/E move
12.1%

30Δ

Calls
Pseudo strike
106.52
IV
55.3%
B/E move
14.5%
Puts
Pseudo strike
88.90
IV
54.9%
B/E move
10.5%

35Δ

Calls
Pseudo strike
103.90
IV
54.8%
B/E move
12.5%
Puts
Pseudo strike
91.07
IV
55.1%
B/E move
9.1%

40Δ

Calls
Pseudo strike
101.50
IV
53.9%
B/E move
10.6%
Puts
Pseudo strike
93.14
IV
55.6%
B/E move
8.0%

45Δ

Calls
Pseudo strike
99.24
IV
53.3%
B/E move
9.0%
Puts
Pseudo strike
95.22
IV
56.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
97.21
IV
53.1%
B/E move
7.8%
Puts
Pseudo strike
97.31
IV
55.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
95.18
IV
53.0%
B/E move
6.6%
Puts
Pseudo strike
99.39
IV
55.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
93.13
IV
53.6%
B/E move
5.6%
Puts
Pseudo strike
101.80
IV
56.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
91.07
IV
54.4%
B/E move
4.8%
Puts
Pseudo strike
104.34
IV
57.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
88.97
IV
54.4%
B/E move
3.9%
Puts
Pseudo strike
107.45
IV
59.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
86.81
IV
53.7%
B/E move
3.1%
Puts
Pseudo strike
111.03
IV
61.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
84.40
IV
53.9%
B/E move
2.3%
Puts
Pseudo strike
115.63
IV
64.2%
B/E move
1.6%