Albemarle Corporation (ALB) Options History
Historical options analytics archive for ALB with monthly max pain, implied volatility, gamma exposure, and put/call data.
234 months of complete options data available.
ALB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ALB. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 58.9% | 40.5% | $160.00 | -$3.4M | $106.0M | 0.80 |
| 2026-05 | 20 | 65.8% | 66.7% | $190.00 | $896.8K | -$521.9M | 1.08 |
| 2026-04 | 21 | 67.5% | 53.1% | $190.00 | $7.1M | -$849.2M | 0.99 |
| 2026-03 | 22 | 68.1% | 34.4% | $167.50 | $4.3M | -$697.0M | 0.83 |
| 2026-02 | 19 | 68.9% | 36.0% | $135.00 | $7.6M | -$985.6M | 0.75 |
| 2026-01 | 20 | 61.5% | 24.0% | $165.00 | $740.6K | -$756.4M | 0.81 |
This archive aggregates ALB's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how ALB option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 58.9%, a month-end max-pain strike around $160.00, an average put/call ratio of 0.80.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ALB history questions
- How much options history is available for ALB?
- This archive holds 234 months of ALB options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of ALB's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the ALB archive.
- What data does each monthly ALB aggregate contain?
- Every monthly row summarizes that month of ALB option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 58.9%, an average IV rank of 40.5%, a month-end max-pain strike around $160.00, an average put/call ratio of 0.80.
- How is the ALB options-history archive built and how often does it update?
- The archive is derived from ALB's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how ALB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.