What move does the options market price into Albemarle's report?

Implied ±6.3%, either direction.

How often does Albemarle move more than the options market prices?

1 of the last 8 reports moved at least as far as the implied move.

ALBNYSEPlastic Materials, Synth Resins & Nonvulcan Elastomers

Albemarle Corp (ALB) earnings date, market-implied expected move, and options open interest by expiry

94.92

+4.73 · +5.24%

Regular session15:08 ET

Open91.20Volume1.6MMkt cap$10.6BP/E201.96EPS0.47Div yield1.80%

Day91.20 – 94.9699%52-wk87.01 – 219.706%

ALB

Albemarle Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.3%implied · straddle

8Q avg ±3.6%·×1.77·rich

84.5295.86

spot 90.19exp Nov 6ATM strike 90ATM straddle 6.68IV 102%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

confirmedQ3 FY26

Calendar

Next report

Last report

+5.54%

vs ±5.9% implied · ×0.93

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+6.85%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

954 managers

Top fund weight

2.13%

ALB weight · XLB

N-PORTJun 30 '26

9 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Albemarle (ALB) reports on Nov 4 after close (confirmed date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±5.6%
avg realized: ±3.6%

Nov 6 '24Nov 6 '24confirmed±6.9%▲+3.47%×0.51

Feb 12 '25Feb 12 '25confirmed±6.0%▲+3.46%×0.57

Apr 30 '25Apr 30 '25confirmed±6.0%▲+1.32%×0.22

Jul 30 '25Jul 30 '25confirmed±3.2%▼−1.51%×0.47

Q3 FY25Nov 5 '25confirmed±5.3%▼−0.76%×0.14

Feb 11 '26Feb 11 '26confirmed±6.1%▼−9.41%×1.53

Q1 FY26May 6 '26confirmed±5.7%▲+2.98%×0.52

Q2 FY26Aug 5 '26confirmed±5.9%▲+5.54%×0.93

quarterimplied−10%0+10%realized×

Q2 FY26±5.9%▲+5.54%×0.93

Q1 FY26±5.7%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 10 expiries · Nov 3 close

0.73OI · 10 expiries · Nov 3 closeP/C open interest · Nov 6 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,474+55%Nov 62d3,412+23%

1,598+4%Nov 139d0.871,831+12%0.87

6,875+1%Nov 2016d0.2626,1760%0.26

873+25%Nov 2723d1.35648+10%1.35

14+133%Dec 430d0.3936+24%0.39

5 later expiries

15+7%Dec 1137d0.6025+14%0.60

10,9630%Dec 1844d0.96

ExpiryPutsCallsP/C

Nov 62d2,474+55%3,412+23%0.73

Nov 139d1,598+4%1,831+12%0.87

Nov 2016d6,875+1%26,1760%0.26

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±6.3%

Funds 4

XLB±0.1%

RSP±0.0%

VIG±0.0%

VOO±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

28.64%as filednet margin · revenue +22.02% QoQ · +31.08% YoY

Revenue

$1.7B+22.02% QoQ

Gross profit

$590M+17.83% QoQ

33.86% margin

Operating income

$453M+93.98% QoQ

25.98% margin

Pre-tax income

$442M+73.74% QoQ

Net income

$499M+51.75% QoQ

28.64% margin

Cost of revenue

$1.2B+24.28% QoQ

Operating expenses

$137M−20.35% QoQ

SG&A $126M

R&D $4M

Other operating $7M

Other expense

$11M

Tax

$94M+337.00% QoQ

Revenue$1.7B+22.02%

Gross profit

$590M+17.83%

33.86% margin

Operating income

$453M+93.98%

25.98% margin

Pre-tax income

$442M+73.74%

Net income

$499M+51.75%

28.64% margin

Cost of revenue

$1.2B+24.28%

Operating expenses

$137M−20.35%

SG&A $126M

R&D $4M

Other operating $7M

Other expense

$11M

Tax$94M+337.00%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 15:00 ET

Intraday

Event sensitivity

PPI ×1.09· ±3.0% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.0%4 of 10×1.09

CPIconsumer prices±2.7%6 of 10×0.99

FOMCrate decision±2.7%11 of 24×0.96

NFPjobs report±2.6%4 of 10×0.95

CPROFcorporate profits±2.6%5 of 12×0.94

PCEpersonal income & outlays±2.5%8 of 19×0.89

GDPgross domestic product±2.4%9 of 19×0.87

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS 3.52 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	3.52	—
Q1 FY26	May 6 '26 · confirmed	2.34	—
Q3 FY25	Nov 5 '25 · confirmed	-1.72	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod