ALBAlbemarle Corporation
Options Analysis Report•PLASTIC MATERIALS, SYNTH RESINS & NONVULCAN ELASTOMERS
Market Cap $22.5B|NYSE
● 2026-05-15$191.10
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +216.8%YTD +32.8%7D -6.1%
Options Vol
10,314
30D
Implied Move
±18.9%
IV Rank
57%
ALB Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 96.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.20x — IV premium over HV
Sector Relative≤50%
Sector percentile 95% — above sector median
Term Structure
<1.1xFront/Back 1.09x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 68.4% — normal range
Spread-Adjusted Value
<80%Effective IV 90.2% (ATM 68.4% + spread 10.9% + bias) — expensive
Execution Efficiency
<3.0%Total drag 15.93% (spread 10.92% + slippage 5.01%) — high friction
Vega Efficiency
≥5.0Vega efficiency 13.81 (vega 15.078 / spread 10.92%) — efficient
Sentiment
Bullish or bearish?
4.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -23%, Raw: -29%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -23% (bearish) — Raw: -29%
OI Skew Magnitude
≥15%|OI skew| 12.3% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +14.8%, OI skew -12.3% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 13%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -6%, ATM: -15%, OTM: -34% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 55% — bearish vs sector
Activity
Unusual activity?
4.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 1.2x avg — normal
Turnover Rate
≥15%Vol/OI 4.5% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +3.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 55% — neutral vs sector
Trade Quality
≥30%Large trade volume 1% — mostly retail
Execution Urgency
≥60%Aggressive execution 26% — patient
Flow Conviction
≥30Conviction -23 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 10.9% — wide
Adequate OI
≥10,000OI 228,005 — deep
Active Volume
≥500Volume 10,314/day — active
Reasonable Cost
≤$0.50$0.55 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 95% — much wider than sector
Order Book Depth
≥100 contractsDepth 100.9 contracts (bid:55.3 ask:45.6) — adequate
Execution Quality
<1.0%Avg slippage 5.01% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +9.2% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 96% — seller opportunity
Event Detection
≥10pts kinkIV kink 4.7pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 45.22 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -23% @ 62% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 31 (ITM 20% + inst 1%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.7
bullishIV expensive, mixed flow
Long Puts5.1
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put5.4
bullishIV rich premium, mixed flow
Covered Call5.8
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.