ALB Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete ALB options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around ALB.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

120

Exp: 2026-10-16

Gamma Flip

108.65

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.558

Shows put vs call positioning

IV Skew

-4.23

Put–call IV difference

Max Pain Price Volatility

σ = 26.14

high volatility

Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 60%

Current DPI is -0.599(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions remain relatively smooth. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2027-01-15 options expiry. 90% confidence

The support levels for ALB are at 96.41, 94.91, and 88.14, while the resistance levels are at 98.89, 100.39, and 107.16. The pivot point, a key reference price for traders, is at 120.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 2.46% 1-day move.

The expected range for the next 3 days is 95.53 — 104.58 , corresponding to +7.10% / -2.17% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 108.86 (11.48% above spot).

Bearish positioning points to downside pressure toward 94.90 (2.82% below spot).

Options flow strength: 0.70 (0–1 scale). ATM Strike: 98.00, Call: 1.37, Put: 2.79, Straddle Cost: 4.16.

Price moves may extend once a direction forms. The short-term gamma flip is near 101.06 , with intermediate positioning around 108.65 . The mid-term gamma flip remains near 113.43.