MO option chain Altria Group, Inc.
Cboe delayed options data · as of 15:41 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 ±4.6% (71.11–77.92) · ATM IV 32.3% · P/C open interest 0.32
| 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 | |
| 34.05 | 35.25 | 42 | 163.2% | 1.00 | 0.0004 | -0.001 | 40 | 0 | 0.0100 | 1 | 120.7% | -0.00 | 0.0004 | -0.005 | ||
| 29.05 | 30.30 | 42 | 138.9% | 1.00 | 0.0007 | -0.002 | 45 | 0 | 0.0100 | 1 | 99.2% | -0.00 | 0.0007 | -0.006 | ||
| 23.55 | 25.75 | 3 | 106.0% | 0.99 | 0.0012 | -0.004 | 50 | 0 | 0.0100 | 12 | 79.8% | -0.01 | 0.0012 | -0.007 | ||
| 18.25 | 20.65 | 0.99 | 0.0023 | -0.006 | 55 | 0 | 0.0300 | 9 | 16 | 69.5% | -0.01 | 0.0023 | -0.009 | |||
| 17.70 | 19.65 | 81.7% | 0.99 | 0.0026 | -0.007 | 56 | 0 | 0.2600 | 3 | 89.2% | -0.01 | 0.0026 | -0.009 | |||
| 16.70 | 18.85 | 89.2% | 0.99 | 0.0030 | -0.007 | 57 | 0 | 0.0700 | 29 | 69.0% | -0.01 | 0.0030 | -0.009 | |||
| 15.70 | 17.85 | 84.2% | 0.99 | 0.0035 | -0.008 | 58 | 0 | 0.6300 | 7 | 95.4% | -0.01 | 0.0035 | -0.010 | |||
| 14.25 | 16.75 | 0.99 | 0.0040 | -0.009 | 59 | 0 | 0.5600 | 11 | 87.8% | -0.01 | 0.0040 | -0.010 | ||||
| 13.70 | 16.05 | 9 | 82.0% | 0.99 | 0.0047 | -0.009 | 60 | 0 | 0.5600 | 24 | 82.7% | -0.01 | 0.0047 | -0.011 | ||
| 12.70 | 14.70 | 62.3% | 0.98 | 0.0056 | -0.010 | 61 | 0 | 0.5700 | 75 | 78.0% | -0.02 | 0.0056 | -0.011 | |||
| 11.70 | 12.90 | 1 | 0.98 | 0.0066 | -0.011 | 62 | 0.0100 | 0.0400 | 4 | 69 | 47.4% | -0.02 | 0.0067 | -0.012 | ||
| 10.70 | 12.90 | 62.0% | 0.98 | 0.0080 | -0.012 | 63 | 0.0200 | 0.0500 | 67 | 45.9% | -0.02 | 0.0081 | -0.013 | |||
| 9.75 | 11.25 | 0.97 | 0.0099 | -0.013 | 64 | 0.0200 | 0.1300 | 4 | 42 | 47.8% | -0.03 | 0.0100 | -0.015 | |||
| 8.80 | 10.25 | 1 | 5 | 0.97 | 0.0126 | -0.016 | 65 | 0.0500 | 0.2000 | 155 | 48.2% | -0.03 | 0.0127 | -0.017 | ||
| 7.80 | 9.30 | 75 | 0.96 | 0.0164 | -0.019 | 66 | 0.0800 | 0.2400 | 109 | 46.2% | -0.04 | 0.0165 | -0.020 | |||
| 6.85 | 8.35 | 8 | 0.94 | 0.0217 | -0.024 | 67 | 0.0400 | 0.5200 | 2 | 131 | 47.9% | -0.06 | 0.0219 | -0.025 | ||
| 6.55 | 7.00 | 3 | 151 | 37.0% | 0.92 | 0.0289 | -0.030 | 68 | 0.1400 | 0.1800 | 45 | 425 | 37.2% | -0.08 | 0.0291 | -0.031 |
| 5.45 | 6.00 | 293 | 29.5% | 0.89 | 0.0381 | -0.037 | 69 | 0.2000 | 0.6900 | 1 | 353 | 43.9% | -0.11 | 0.0384 | -0.038 | |
| 4.85 | 5.10 | 2 | 1,672 | 35.4% | 0.85 | 0.0491 | -0.046 | 70 | 0.2600 | 0.4500 | 3 | 291 | 35.5% | -0.15 | 0.0495 | -0.047 |
| 4.05 | 4.20 | 18 | 724 | 33.7% | 0.80 | 0.0614 | -0.055 | 71 | 0.4800 | 0.5200 | 37 | 121 | 34.2% | -0.20 | 0.0620 | -0.056 |
| 3.30 | 3.40 | 16 | 1,348 | 33.8% | 0.74 | 0.0739 | -0.064 | 72 | 0.6700 | 0.7400 | 65 | 62 | 33.2% | -0.27 | 0.0745 | -0.065 |
| 2.62 | 2.74 | 3 | 428 | 33.9% | 0.66 | 0.0846 | -0.072 | 73 | 0.9700 | 1.06 | 20 | 54 | 32.9% | -0.34 | 0.0854 | -0.073 |
| 1.96 | 2.07 | 107 | 784 | 32.4% | 0.57 | 0.0916 | -0.076 | 74 | 1.36 | 1.47 | 117 | 362 | 32.8% | -0.43 | 0.0925 | -0.077 |
| 1.46 | 1.55 | 15 | 1,732 | 32.2% | 0.48 | 0.0934 | -0.077 | 75 | 1.82 | 1.97 | 12 | 181 | 32.3% | -0.53 | 0.0943 | -0.078 |
| 1.11 | 1.14 | 19 | 357 | 32.8% | 0.39 | 0.0898 | -0.074 | 76 | 2.47 | 2.66 | 14 | 87 | 33.8% | -0.62 | 0.0907 | -0.074 |
| 0.7800 | 0.8100 | 313 | 527 | 32.6% | 0.30 | 0.0818 | -0.067 | 77 | 3.05 | 3.35 | 28 | 32.9% | -0.70 | 0.0827 | -0.068 | |
| 0.5500 | 0.5700 | 23 | 419 | 32.8% | 0.23 | 0.0708 | -0.058 | 78 | 3.85 | 4.10 | 33.3% | -0.78 | 0.0720 | -0.059 | ||
| 0.3300 | 0.4000 | 9 | 82 | 32.5% | 0.17 | 0.0587 | -0.049 | 79 | 4.60 | 5.75 | 43.7% | -0.84 | 0.0600 | -0.049 | ||
| 0.1700 | 0.3000 | 21 | 43 | 32.4% | 0.13 | 0.0472 | -0.041 | 80 | 5.50 | 6.60 | 1 | 45.5% | -0.88 | 0.0486 | -0.041 | |
| 0.1200 | 0.3000 | 39 | 35.4% | 0.10 | 0.0374 | -0.034 | 81 | 6.40 | 7.50 | 45 | 47.3% | -0.91 | 0.0389 | -0.035 | ||
| 0.0500 | 0.1900 | 2 | 4 | 34.4% | 0.08 | 0.0298 | -0.029 | 82 | 7.35 | 8.70 | 45 | 54.1% | -0.93 | 0.0312 | -0.030 | |
| 0 | 0.7500 | 21 | 50.0% | 0.06 | 0.0240 | -0.025 | 83 | 8.30 | 9.45 | 5 | 53.5% | -0.95 | 0.0254 | -0.026 | ||
| 0 | 0.7500 | 31 | 53.9% | 0.05 | 0.0195 | -0.022 | 84 | 9.35 | 10.50 | 8 | 59.4% | -0.96 | 0.0209 | -0.023 | ||
| 0.0200 | 0.2300 | 1 | 44.7% | 0.04 | 0.0161 | -0.020 | 85 | 10.20 | 11.65 | 63.3% | -0.97 | 0.0174 | -0.020 | |||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs