MO option chain Altria Group, Inc.
Cboe delayed options data · as of 21:58 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 ±5.7% (70.01–78.55) · ATM IV 27.6% · P/C open interest 0.58
| 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 | |
| 33.15 | 36.75 | 130.6% | 1.00 | 0.0006 | 0.000 | 40 | 0 | 1.15 | 158.1% | -0.00 | 0.0006 | -0.003 | ||||
| 28.15 | 31.75 | 107.3% | 0.99 | 0.0009 | -0.001 | 45 | 0 | 0.9500 | 127.0% | -0.00 | 0.0009 | -0.004 | ||||
| 23.65 | 26.80 | 103.8% | 0.99 | 0.0016 | -0.003 | 50 | 0 | 0.9500 | 104.7% | -0.01 | 0.0016 | -0.005 | ||||
| 18.70 | 21.80 | 83.8% | 0.99 | 0.0030 | -0.004 | 55 | 0 | 0.9500 | 84.2% | -0.01 | 0.0030 | -0.007 | ||||
| 17.45 | 20.90 | 76.4% | 0.99 | 0.0035 | -0.005 | 56 | 0 | 0.9500 | 80.2% | -0.01 | 0.0035 | -0.007 | ||||
| 16.50 | 19.95 | 74.7% | 0.98 | 0.0040 | -0.005 | 57 | 0 | 0.7600 | 72.3% | -0.02 | 0.0040 | -0.007 | ||||
| 16.20 | 18.85 | 81.3% | 0.98 | 0.0046 | -0.006 | 58 | 0 | 0.9500 | 1 | 72.4% | -0.02 | 0.0046 | -0.008 | |||
| 15.20 | 17.85 | 77.0% | 0.98 | 0.0054 | -0.007 | 59 | 0 | 0.9500 | 68.6% | -0.02 | 0.0054 | -0.008 | ||||
| 14.35 | 16.65 | 72.1% | 0.98 | 0.0064 | -0.007 | 60 | 0 | 0.7500 | 88 | 61.1% | -0.02 | 0.0064 | -0.009 | |||
| 13.30 | 15.10 | 58.3% | 0.97 | 0.0076 | -0.008 | 61 | 0 | 0.9500 | 31 | 61.1% | -0.03 | 0.0076 | -0.010 | |||
| 12.30 | 14.55 | 61.8% | 0.97 | 0.0090 | -0.009 | 62 | 0 | 0.7300 | 38 | 53.5% | -0.03 | 0.0091 | -0.011 | |||
| 11.40 | 13.70 | 61.2% | 0.96 | 0.0109 | -0.011 | 63 | 0.0200 | 0.2200 | 3 | 49 | 40.0% | -0.04 | 0.0109 | -0.012 | ||
| 10.35 | 12.70 | 56.4% | 0.96 | 0.0132 | -0.012 | 64 | 0.0100 | 0.3100 | 79 | 38.3% | -0.04 | 0.0133 | -0.013 | |||
| 9.35 | 11.55 | 50.5% | 0.95 | 0.0162 | -0.014 | 65 | 0.0400 | 0.3200 | 72 | 36.1% | -0.05 | 0.0163 | -0.015 | |||
| 8.40 | 10.20 | 42.7% | 0.93 | 0.0200 | -0.016 | 66 | 0.0600 | 0.4000 | 37 | 35.0% | -0.07 | 0.0202 | -0.017 | |||
| 7.45 | 9.30 | 2 | 40.8% | 0.92 | 0.0249 | -0.018 | 67 | 0.1100 | 0.4000 | 4 | 15 | 32.6% | -0.08 | 0.0251 | -0.019 | |
| 6.55 | 8.35 | 9 | 38.6% | 0.89 | 0.0309 | -0.021 | 68 | 0.2000 | 0.4300 | 1 | 171 | 31.0% | -0.11 | 0.0312 | -0.022 | |
| 5.75 | 7.05 | 7 | 33.5% | 0.86 | 0.0381 | -0.025 | 69 | 0.3200 | 0.4500 | 4 | 65 | 29.3% | -0.14 | 0.0385 | -0.026 | |
| 5.15 | 5.65 | 2 | 39 | 29.5% | 0.82 | 0.0463 | -0.029 | 70 | 0.4600 | 0.6000 | 2 | 65 | 28.7% | -0.18 | 0.0467 | -0.030 |
| 4.25 | 4.90 | 18 | 275 | 28.6% | 0.77 | 0.0547 | -0.034 | 71 | 0.4600 | 1.19 | 37 | 54 | 30.0% | -0.23 | 0.0553 | -0.035 |
| 3.70 | 4.25 | 1 | 68 | 30.4% | 0.72 | 0.0624 | -0.038 | 72 | 0.8800 | 1.14 | 7 | 28.4% | -0.29 | 0.0632 | -0.039 | |
| 3.05 | 3.45 | 2 | 45 | 29.2% | 0.65 | 0.0687 | -0.042 | 73 | 1.20 | 2.01 | 15 | 10 | 31.8% | -0.35 | 0.0696 | -0.042 |
| 2.35 | 2.76 | 6 | 172 | 27.7% | 0.58 | 0.0726 | -0.044 | 74 | 1.60 | 1.83 | 21 | 27.6% | -0.43 | 0.0738 | -0.045 | |
| 1.83 | 2.36 | 14 | 213 | 28.3% | 0.50 | 0.0740 | -0.045 | 75 | 1.87 | 2.30 | 11 | 26.0% | -0.50 | 0.0754 | -0.045 | |
| 1.56 | 1.85 | 5 | 120 | 29.0% | 0.43 | 0.0729 | -0.044 | 76 | 2.49 | 2.93 | 1 | 26.7% | -0.58 | 0.0745 | -0.045 | |
| 1.20 | 1.55 | 20 | 237 | 29.5% | 0.36 | 0.0695 | -0.042 | 77 | 3.05 | 3.55 | 26.0% | -0.65 | 0.0713 | -0.043 | ||
| 0.9000 | 1.03 | 19 | 103 | 28.0% | 0.30 | 0.0643 | -0.039 | 78 | 3.70 | 4.30 | 1 | 25.7% | -0.71 | 0.0663 | -0.040 | |
| 0.6700 | 0.7900 | 56 | 28.1% | 0.24 | 0.0576 | -0.034 | 79 | 4.15 | 5.85 | 1 | 29.5% | -0.77 | 0.0598 | -0.035 | ||
| 0.4900 | 0.6000 | 3 | 34 | 28.3% | 0.19 | 0.0501 | -0.030 | 80 | 4.95 | 6.85 | 1 | 31.2% | -0.83 | 0.0525 | -0.031 | |
| 0.3100 | 0.5300 | 3 | 38 | 28.8% | 0.15 | 0.0424 | -0.026 | 81 | 5.70 | 7.75 | 11 | 31.0% | -0.87 | 0.0450 | -0.026 | |
| 0.1900 | 0.7000 | 2 | 32.3% | 0.12 | 0.0354 | -0.022 | 82 | 6.15 | 8.70 | 24.9% | -0.90 | 0.0383 | -0.023 | |||
| 0.1200 | 0.7500 | 34.9% | 0.09 | 0.0293 | -0.019 | 83 | 7.10 | 10.35 | 36.9% | -0.93 | 0.0323 | -0.020 | ||||
| 0.0100 | 0.1900 | 17 | 3 | 26.6% | 0.07 | 0.0243 | -0.017 | 84 | 8.45 | 10.60 | 33.9% | -0.95 | 0.0270 | -0.018 | ||
| 0.0400 | 0.2700 | 3 | 14 | 31.4% | 0.06 | 0.0202 | -0.015 | 85 | 9.10 | 12.30 | 41.8% | -0.96 | 0.0229 | -0.016 | ||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs