MO option chain Altria Group, Inc.
Cboe delayed options data · as of 09:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±1.6% (68.53–70.75) · ATM IV 25.8% · P/C open interest 0.76
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 28.05 | 31.70 | 2 | 402.5% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 255.5% | 0.00 | 0.0000 | 0.000 | |||
| 23.25 | 26.70 | 4 | 353.0% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0100 | 204.5% | 0.00 | 0.0000 | 0.000 | |||
| 18.25 | 21.75 | 18 | 284.7% | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.0100 | 3 | 158.5% | -0.00 | 0.0001 | -0.000 | ||
| 15.25 | 18.75 | 2 | 243.0% | 1.00 | 0.0002 | 0.000 | 53 | 0 | 0.0100 | 4 | 132.7% | -0.00 | 0.0002 | -0.001 | ||
| 14.20 | 17.75 | 5 | 225.2% | 1.00 | 0.0003 | 0.000 | 54 | 0 | 0.0100 | 8 | 124.4% | -0.00 | 0.0003 | -0.001 | ||
| 13.95 | 16.20 | 7 | 85 | 227.4% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.0100 | 54 | 116.2% | -0.00 | 0.0004 | -0.001 | |
| 13.05 | 15.65 | 7 | 3 | 246.9% | 1.00 | 0.0006 | 0.000 | 56 | 0 | 0.0100 | 1 | 108.1% | -0.00 | 0.0006 | -0.001 | |
| 12.15 | 13.55 | 2 | 164.2% | 1.00 | 0.0007 | 0.000 | 57 | 0 | 0.0100 | 57 | 100.1% | -0.00 | 0.0007 | -0.001 | ||
| 11.25 | 12.55 | 161.4% | 1.00 | 0.0010 | -0.000 | 58 | 0 | 0.0100 | 67 | 92.2% | -0.00 | 0.0010 | -0.002 | |||
| 10.35 | 11.60 | 8 | 2 | 160.3% | 1.00 | 0.0013 | -0.001 | 59 | 0 | 0.0100 | 33 | 84.4% | -0.00 | 0.0013 | -0.002 | |
| 9.25 | 10.30 | 8 | 21 | 113.9% | 1.00 | 0.0018 | -0.001 | 60 | 0 | 0.0100 | 85 | 76.7% | -0.00 | 0.0018 | -0.002 | |
| 8.35 | 9.30 | 2 | 3 | 113.3% | 1.00 | 0.0024 | -0.002 | 61 | 0 | 0.0100 | 90 | 69.0% | -0.00 | 0.0024 | -0.003 | |
| 7.35 | 8.30 | 2 | 12 | 102.0% | 1.00 | 0.0034 | -0.002 | 62 | 0 | 0.0100 | 204 | 61.4% | -0.00 | 0.0034 | -0.003 | |
| 6.45 | 7.30 | 1 | 6 | 97.8% | 1.00 | 0.0050 | -0.003 | 63 | 0 | 0.0100 | 2 | 211 | 53.8% | -0.00 | 0.0050 | -0.004 |
| 5.50 | 6.40 | 1 | 141 | 94.3% | 0.99 | 0.0076 | -0.004 | 64 | 0 | 0.0100 | 19 | 1,361 | 46.3% | -0.01 | 0.0076 | -0.005 |
| 4.50 | 5.15 | 5 | 184 | 68.0% | 0.99 | 0.0129 | -0.006 | 65 | 0 | 0.0100 | 22 | 663 | 38.7% | -0.01 | 0.0129 | -0.007 |
| 3.50 | 5.30 | 20 | 121 | 101.2% | 0.98 | 0.0250 | -0.011 | 66 | 0.0100 | 0.0200 | 8 | 539 | 36.3% | -0.02 | 0.0250 | -0.011 |
| 2.40 | 3.20 | 17 | 549 | 42.0% | 0.96 | 0.0562 | -0.024 | 67 | 0.0200 | 0.0300 | 77 | 681 | 30.2% | -0.04 | 0.0563 | -0.024 |
| 1.65 | 1.97 | 81 | 1,171 | 30.9% | 0.89 | 0.1345 | -0.059 | 68 | 0.0600 | 0.1000 | 105 | 4,014 | 27.5% | -0.11 | 0.1350 | -0.059 |
| 0.8900 | 1.00 | 248 | 2,251 | 25.5% | 0.70 | 0.2590 | -0.125 | 69 | 0.2200 | 0.3000 | 205 | 752 | 25.9% | -0.30 | 0.2615 | -0.126 |
| 0.3400 | 0.4500 | 4,235 | 3,613 | 25.6% | 0.41 | 0.2960 | -0.144 | 70 | 0.6400 | 0.7800 | 30 | 332 | 25.9% | -0.59 | 0.3008 | -0.147 |
| 0.1100 | 0.1700 | 294 | 1,425 | 27.2% | 0.17 | 0.1886 | -0.083 | 71 | 1.32 | 1.69 | 4 | 57 | 30.7% | -0.83 | 0.1904 | -0.084 |
| 0.0300 | 0.0400 | 146 | 774 | 27.5% | 0.07 | 0.0855 | -0.035 | 72 | 1.68 | 2.62 | 11 | -0.94 | 0.0856 | -0.032 | ||
| 0.0100 | 0.0200 | 309 | 245 | 31.4% | 0.03 | 0.0393 | -0.017 | 73 | 2.68 | 3.75 | 1 | -0.98 | 0.0379 | -0.015 | ||
| 0.0100 | 0.0200 | 15 | 847 | 39.0% | 0.02 | 0.0216 | -0.011 | 74 | 3.60 | 4.75 | 2 | -0.99 | 0.0197 | -0.011 | ||
| 0 | 0.0300 | 174 | 46.3% | 0.01 | 0.0137 | -0.008 | 75 | 4.55 | 5.55 | -0.99 | 0.0119 | -0.009 | ||||
| 0 | 0.0100 | 267 | 46.5% | 0.01 | 0.0095 | -0.007 | 76 | 5.60 | 6.50 | -0.99 | 0.0080 | -0.009 | ||||
| 0 | 0.0100 | 16 | 52.6% | 0.01 | 0.0070 | -0.006 | 77 | 6.80 | 7.65 | 2 | -1.00 | 0.0056 | -0.008 | |||
| 0 | 0.0100 | 23 | 58.6% | 0.01 | 0.0053 | -0.005 | 78 | 7.40 | 9.45 | 91.6% | -1.00 | 0.0041 | -0.008 | |||
| 0 | 0.0100 | 27 | 64.4% | 0.00 | 0.0041 | -0.005 | 79 | 8.75 | 9.75 | -1.00 | 0.0031 | -0.007 | ||||
| 0 | 0.0100 | 134 | 70.1% | 0.00 | 0.0033 | -0.004 | 80 | 9.70 | 11.55 | 1 | 136.6% | -1.00 | 0.0024 | -0.007 | ||
| 0 | 0.0100 | 75.7% | 0.00 | 0.0027 | -0.004 | 81 | 10.70 | 12.80 | 1 | 159.1% | -1.00 | 0.0019 | -0.007 | |||
| 0 | 0.0100 | 4 | 81.2% | 0.00 | 0.0022 | -0.003 | 82 | 11.70 | 12.55 | 1 | 1 | -1.00 | 0.0015 | -0.007 | ||
| 0 | 0.0100 | 1 | 86.6% | 0.00 | 0.0018 | -0.003 | 83 | 12.75 | 13.80 | 1 | 2 | -1.00 | 0.0012 | -0.007 | ||
| 0 | 0.0100 | 91.8% | 0.00 | 0.0015 | -0.003 | 84 | 13.70 | 16.00 | 11 | 196.2% | -1.00 | 0.0009 | -0.006 | |||
| 0 | 0.0100 | 97.0% | 0.00 | 0.0013 | -0.002 | 85 | 14.70 | 16.95 | 10 | 1 | 202.3% | -1.00 | 0.0008 | -0.006 | ||
| 0 | 0.0100 | 102.1% | 0.00 | 0.0011 | -0.002 | 86 | 15.65 | 18.00 | 1 | 210.8% | -1.00 | 0.0006 | -0.006 | |||
| 0 | 0.0100 | 5 | 107.1% | 0.00 | 0.0009 | -0.002 | 87 | 16.70 | 18.95 | 1 | 2 | 219.1% | -1.00 | 0.0005 | -0.006 | |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs