Open
⌘K
Sign in Sign up

Albemarle Corporation ALB 94.97 4.78 5.3%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $95.61
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±6.8% ±$6.47 $89.15 – $102.08 $87.52 – $103.71 $81.52 – $109.71
2 sessions Earnings ±7.5% ±$7.15 $88.47 – $102.76 $86.73 – $104.50 $80.14 – $111.09
3 sessions Earnings ±8.1% ±$7.78 $87.84 – $103.39 $86.05 – $105.18 $78.95 – $112.28
1 week Earnings ±8.9% ±$8.53 $87.09 – $104.14 $85.02 – $106.21 $77.68 – $113.55
2 weeks Earnings ±10.5% ±$10.02 $85.60 – $105.63 $83.25 – $107.98 $74.51 – $116.72
3 weeks Earnings ±11.8% ±$11.23 $84.38 – $106.85 $81.71 – $109.52 $72.01 – $119.22
1 month Earnings ±13.1% ±$12.51 $83.11 – $108.12 $80.10 – $111.13 $69.32 – $121.91
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ALB reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.88%
Average actual move
2.32%
Beyond the implied move
0 / 4
Median IV change
-12.77%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±6.80% +2.98% 0.44× 72.9% → 63.6%
July 31, 2025 ±6.67% -1.51% 0.23× 65.8% → 57.2%
May 01, 2025 ±6.78% +1.32% 0.19× 68.2% → 62.3%
February 13, 2025 ±7.28% +3.46% 0.47× 61.8% → 50.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →