MO option chain Altria Group, Inc.
Cboe delayed options data · as of 12:40 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 ±2.3% (72.45–75.81) · ATM IV 27.0% · P/C open interest 0.71
| 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 | |
| 34.00 | 34.90 | 1 | 13 | 348.2% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 199.7% | -0.00 | 0.0000 | -0.000 | ||
| 29.00 | 29.95 | 13 | 293.6% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.2100 | 163.7% | -0.00 | 0.0001 | -0.001 | |||
| 23.50 | 25.85 | 1 | 264.1% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0500 | 131.3% | -0.00 | 0.0002 | -0.001 | |||
| 18.95 | 19.95 | 1 | 49 | 188.0% | 1.00 | 0.0005 | 0.000 | 55 | 0 | 0.2100 | 8 | 101.6% | -0.00 | 0.0005 | -0.002 | |
| 18.05 | 19.05 | 1 | 189.4% | 1.00 | 0.0007 | -0.000 | 56 | 0 | 0.2100 | 96.0% | -0.00 | 0.0007 | -0.002 | |||
| 17.00 | 17.85 | 166.7% | 1.00 | 0.0008 | -0.001 | 57 | 0 | 0.2100 | 12 | 90.4% | -0.00 | 0.0008 | -0.003 | |||
| 15.20 | 16.95 | 1 | 1.00 | 0.0010 | -0.001 | 58 | 0 | 0.2100 | 5 | 84.9% | -0.00 | 0.0010 | -0.003 | |||
| 15.00 | 15.95 | 2 | 153.8% | 1.00 | 0.0013 | -0.002 | 59 | 0 | 0.2100 | 4 | 79.5% | -0.00 | 0.0013 | -0.004 | ||
| 13.80 | 14.95 | 4 | 134.6% | 1.00 | 0.0016 | -0.002 | 60 | 0 | 0.2100 | 3 | 74.1% | -0.00 | 0.0016 | -0.004 | ||
| 13.00 | 13.95 | 3 | 135.8% | 1.00 | 0.0020 | -0.003 | 61 | 0 | 0.2100 | 30 | 68.8% | -0.00 | 0.0020 | -0.005 | ||
| 11.85 | 13.35 | 1 | 9 | 137.1% | 1.00 | 0.0026 | -0.004 | 62 | 0 | 0.2100 | 39 | 63.6% | -0.00 | 0.0026 | -0.005 | |
| 10.85 | 12.35 | 1 | 1 | 127.8% | 0.99 | 0.0033 | -0.005 | 63 | 0 | 0.0100 | 4 | 792 | 58.4% | -0.01 | 0.0033 | -0.006 |
| 10.00 | 10.70 | 1 | 20 | 98.6% | 0.99 | 0.0044 | -0.006 | 64 | 0 | 0.2200 | 272 | 57.5% | -0.01 | 0.0044 | -0.007 | |
| 8.90 | 9.95 | 1 | 1 | 96.7% | 0.99 | 0.0058 | -0.008 | 65 | 0 | 0.2200 | 432 | 52.0% | -0.01 | 0.0058 | -0.009 | |
| 7.15 | 8.95 | 3 | 2 | 0.99 | 0.0079 | -0.009 | 66 | 0 | 0.0300 | 1 | 206 | 49.1% | -0.01 | 0.0079 | -0.010 | |
| 7.00 | 8.05 | 1 | 26 | 86.1% | 0.98 | 0.0109 | -0.011 | 67 | 0 | 0.0300 | 5 | 285 | 45.3% | -0.02 | 0.0109 | -0.012 |
| 6.00 | 6.80 | 1 | 86 | 69.1% | 0.98 | 0.0156 | -0.014 | 68 | 0 | 0.2300 | 12 | 794 | 54.2% | -0.02 | 0.0156 | -0.015 |
| 5.05 | 5.95 | 11 | 284 | 66.5% | 0.97 | 0.0233 | -0.018 | 69 | 0.0100 | 0.0400 | 18 | 831 | 34.9% | -0.03 | 0.0234 | -0.018 |
| 4.05 | 4.55 | 55 | 629 | 45.6% | 0.96 | 0.0374 | -0.024 | 70 | 0.0100 | 0.0500 | 13 | 166 | 29.8% | -0.04 | 0.0375 | -0.025 |
| 3.10 | 3.85 | 39 | 789 | 46.5% | 0.92 | 0.0643 | -0.036 | 71 | 0.0100 | 0.1000 | 7 | 451 | 26.6% | -0.08 | 0.0647 | -0.037 |
| 2.20 | 2.92 | 112 | 1,978 | 40.3% | 0.85 | 0.1116 | -0.058 | 72 | 0.1000 | 0.1600 | 59 | 1,507 | 25.8% | -0.15 | 0.1125 | -0.059 |
| 1.40 | 1.81 | 32 | 1,111 | 30.9% | 0.72 | 0.1715 | -0.086 | 73 | 0.2800 | 0.3900 | 739 | 186 | 24.8% | -0.28 | 0.1733 | -0.087 |
| 0.7700 | 1.01 | 202 | 1,179 | 27.0% | 0.53 | 0.2054 | -0.102 | 74 | 0.6800 | 0.9000 | 699 | 2,271 | 27.0% | -0.48 | 0.2080 | -0.104 |
| 0.3200 | 0.5500 | 1,526 | 5,361 | 25.8% | 0.33 | 0.1847 | -0.093 | 75 | 1.13 | 1.37 | 1,341 | 1,533 | 22.6% | -0.68 | 0.1871 | -0.094 |
| 0.1500 | 0.3000 | 362 | 1,510 | 27.4% | 0.18 | 0.1304 | -0.067 | 76 | 1.74 | 2.34 | 5 | 108 | 22.4% | -0.82 | 0.1319 | -0.068 |
| 0.0400 | 0.1800 | 332 | 192 | 28.7% | 0.10 | 0.0812 | -0.046 | 77 | 2.24 | 3.15 | 1 | 10 | -0.90 | 0.0822 | -0.047 | |
| 0.0500 | 0.2000 | 128 | 308 | 36.7% | 0.07 | 0.0527 | -0.037 | 78 | 3.05 | 4.70 | -0.94 | 0.0539 | -0.037 | |||
| 0 | 0.0900 | 105 | 36 | 34.8% | 0.05 | 0.0371 | -0.033 | 79 | 4.60 | 5.05 | 42 | -0.96 | 0.0383 | -0.032 | ||
| 0.0100 | 0.0500 | 31 | 124 | 38.6% | 0.04 | 0.0274 | -0.029 | 80 | 5.75 | 6.35 | 18 | 13 | 50.4% | -0.97 | 0.0285 | -0.029 |
| 0 | 0.0900 | 3 | 70 | 47.2% | 0.03 | 0.0208 | -0.026 | 81 | 6.05 | 7.40 | -0.97 | 0.0217 | -0.025 | |||
| 0.0100 | 0.0600 | 190 | 74 | 49.7% | 0.03 | 0.0160 | -0.023 | 82 | 7.55 | 8.10 | 6 | -0.98 | 0.0167 | -0.022 | ||
| 0 | 0.2400 | 33 | 9 | 49.3% | 0.02 | 0.0123 | -0.019 | 83 | 8.10 | 9.40 | -0.98 | 0.0127 | -0.018 | |||
| 0 | 0.2400 | 81 | 56 | 53.7% | 0.02 | 0.0093 | -0.016 | 84 | 9.10 | 10.30 | -0.99 | 0.0093 | -0.015 | |||
| 0 | 0.0500 | 15 | 29 | 61.4% | 0.01 | 0.0069 | -0.012 | 85 | 10.10 | 11.15 | -0.99 | 0.0063 | -0.012 | |||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs