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 ±5.4% (70.50–78.53) · ATM IV 30.0% · P/C open interest 5.28
| 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 | |
| 32.70 | 36.10 | 0.99 | 0.0007 | -0.002 | 40 | 0 | 2.13 | 209.6% | -0.00 | 0.0007 | -0.007 | |||||
| 28.00 | 31.50 | 116.5% | 0.99 | 0.0012 | -0.003 | 45 | 0 | 1.00 | 146.9% | -0.01 | 0.0012 | -0.007 | ||||
| 22.95 | 26.50 | 90.5% | 0.99 | 0.0019 | -0.005 | 50 | 0 | 0.7500 | 113.6% | -0.01 | 0.0019 | -0.009 | ||||
| 18.25 | 21.15 | 66.8% | 0.99 | 0.0034 | -0.007 | 55 | 0 | 0.0700 | 3 | 60.5% | -0.01 | 0.0034 | -0.010 | |||
| 16.75 | 20.15 | 0.98 | 0.0038 | -0.008 | 56 | 0 | 0.7500 | 1 | 86.5% | -0.02 | 0.0038 | -0.010 | ||||
| 15.95 | 19.20 | 0.98 | 0.0043 | -0.008 | 57 | 0 | 0.7500 | 2 | 82.3% | -0.02 | 0.0043 | -0.011 | ||||
| 14.80 | 18.55 | 51.6% | 0.98 | 0.0049 | -0.009 | 58 | 0 | 0.7500 | 1 | 78.0% | -0.02 | 0.0049 | -0.011 | |||
| 13.90 | 17.55 | 54.9% | 0.98 | 0.0056 | -0.009 | 59 | 0 | 0.9500 | 6 | 78.2% | -0.02 | 0.0056 | -0.011 | |||
| 13.30 | 16.55 | 65.2% | 0.98 | 0.0064 | -0.010 | 60 | 0 | 0.7400 | 133 | 69.4% | -0.02 | 0.0065 | -0.012 | |||
| 12.50 | 15.55 | 65.7% | 0.97 | 0.0075 | -0.011 | 61 | 0 | 0.7500 | 16 | 65.5% | -0.03 | 0.0076 | -0.012 | |||
| 11.45 | 14.20 | 51.7% | 0.97 | 0.0089 | -0.011 | 62 | 0 | 0.7500 | 66 | 61.3% | -0.03 | 0.0089 | -0.013 | |||
| 10.45 | 12.80 | 0.97 | 0.0106 | -0.013 | 63 | 0 | 0.7500 | 1,103 | 57.2% | -0.03 | 0.0107 | -0.014 | ||||
| 9.55 | 11.35 | 0.96 | 0.0129 | -0.014 | 64 | 0 | 0.3200 | 1 | 19 | 43.4% | -0.04 | 0.0130 | -0.016 | |||
| 8.85 | 10.35 | 4 | 0.95 | 0.0159 | -0.016 | 65 | 0.0700 | 0.7400 | 142 | 50.2% | -0.05 | 0.0160 | -0.018 | |||
| 7.80 | 9.00 | 1 | 12 | 0.94 | 0.0199 | -0.019 | 66 | 0.0200 | 0.7500 | 56 | 45.4% | -0.06 | 0.0200 | -0.020 | ||
| 6.70 | 8.45 | 5 | 0.92 | 0.0250 | -0.022 | 67 | 0.1100 | 0.7500 | 84 | 42.7% | -0.08 | 0.0252 | -0.023 | |||
| 5.80 | 7.55 | 46 | 18.5% | 0.90 | 0.0314 | -0.026 | 68 | 0.1400 | 0.3300 | 4 | 8,098 | 32.3% | -0.10 | 0.0317 | -0.027 | |
| 5.15 | 6.65 | 46 | 28.5% | 0.87 | 0.0392 | -0.031 | 69 | 0.2400 | 0.8200 | 2 | 239 | 36.8% | -0.13 | 0.0395 | -0.032 | |
| 4.45 | 5.65 | 1 | 110 | 28.7% | 0.83 | 0.0481 | -0.036 | 70 | 0.4500 | 0.5400 | 4,471 | 31.5% | -0.17 | 0.0485 | -0.037 | |
| 3.95 | 4.45 | 1 | 148 | 27.8% | 0.78 | 0.0576 | -0.042 | 71 | 0.6000 | 0.7300 | 10 | 19 | 30.5% | -0.23 | 0.0581 | -0.043 |
| 3.50 | 3.70 | 10 | 176 | 30.4% | 0.71 | 0.0667 | -0.047 | 72 | 0.8800 | 0.9800 | 19 | 110 | 30.3% | -0.29 | 0.0673 | -0.048 |
| 2.79 | 2.99 | 2 | 1,060 | 29.5% | 0.64 | 0.0742 | -0.051 | 73 | 1.21 | 1.31 | 44 | 30 | 30.1% | -0.36 | 0.0750 | -0.052 |
| 2.29 | 2.39 | 12 | 291 | 29.9% | 0.57 | 0.0792 | -0.053 | 74 | 1.61 | 1.70 | 9 | 94 | 29.7% | -0.44 | 0.0802 | -0.054 |
| 1.77 | 1.88 | 32 | 292 | 29.7% | 0.49 | 0.0808 | -0.054 | 75 | 2.09 | 2.30 | 16 | 30.2% | -0.52 | 0.0820 | -0.055 | |
| 1.35 | 1.41 | 10 | 399 | 29.3% | 0.41 | 0.0789 | -0.052 | 76 | 2.68 | 2.85 | 30.1% | -0.60 | 0.0803 | -0.053 | ||
| 1.02 | 1.09 | 21 | 55 | 29.7% | 0.33 | 0.0740 | -0.049 | 77 | 3.25 | 3.55 | 29.7% | -0.67 | 0.0755 | -0.050 | ||
| 0.7300 | 0.8100 | 1 | 51 | 29.5% | 0.27 | 0.0666 | -0.044 | 78 | 3.95 | 4.25 | 29.2% | -0.74 | 0.0683 | -0.045 | ||
| 0.4900 | 0.5900 | 8 | 29.2% | 0.21 | 0.0579 | -0.039 | 79 | 4.80 | 5.85 | 37.8% | -0.80 | 0.0597 | -0.039 | |||
| 0.3100 | 0.4600 | 21 | 75 | 29.4% | 0.16 | 0.0488 | -0.034 | 80 | 5.60 | 6.75 | 39.0% | -0.85 | 0.0508 | -0.034 | ||
| 0.1400 | 0.3500 | 28.7% | 0.13 | 0.0406 | -0.029 | 81 | 6.50 | 7.60 | 40.2% | -0.88 | 0.0425 | -0.030 | ||||
| 0.0800 | 0.7900 | 4 | 37.5% | 0.10 | 0.0336 | -0.026 | 82 | 7.25 | 8.90 | 44.5% | -0.91 | 0.0355 | -0.027 | |||
| 0.0400 | 0.7500 | 39.6% | 0.09 | 0.0280 | -0.024 | 83 | 8.30 | 9.70 | 46.2% | -0.93 | 0.0298 | -0.024 | ||||
| 0.0200 | 0.7500 | 1 | 42.4% | 0.07 | 0.0236 | -0.021 | 84 | 9.25 | 11.05 | 53.2% | -0.94 | 0.0253 | -0.022 | |||
| 0 | 0.9500 | 2 | 48.1% | 0.06 | 0.0200 | -0.020 | 85 | 10.05 | 12.50 | 59.6% | -0.95 | 0.0218 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs