MO option chain Altria Group, Inc.
Cboe delayed options data · as of 06:40 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 ±7.4% (68.66–79.61) · ATM IV 28.3% · P/C open interest 0.41
| 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 | |
| 33.05 | 36.35 | 119.8% | 1.00 | 0.0006 | 0.000 | 40 | 0 | 2.13 | 143.0% | -0.00 | 0.0006 | -0.002 | ||||
| 28.10 | 31.35 | 100.1% | 0.99 | 0.0010 | 0.000 | 45 | 0 | 2.14 | 120.6% | -0.01 | 0.0010 | -0.003 | ||||
| 23.10 | 26.40 | 82.3% | 0.99 | 0.0018 | -0.001 | 50 | 0 | 0.7500 | 77.3% | -0.01 | 0.0018 | -0.004 | ||||
| 18.15 | 21.45 | 66.8% | 0.98 | 0.0034 | -0.003 | 55 | 0 | 0.9500 | 2 | 65.2% | -0.01 | 0.0035 | -0.005 | |||
| 16.20 | 19.45 | 60.9% | 0.98 | 0.0047 | -0.004 | 57 | 0 | 0.7500 | 55.7% | -0.02 | 0.0047 | -0.005 | ||||
| 15.20 | 18.50 | 58.3% | 0.98 | 0.0055 | -0.004 | 58 | 0 | 0.7500 | 52.8% | -0.02 | 0.0055 | -0.006 | ||||
| 14.65 | 17.00 | 54.4% | 0.97 | 0.0065 | -0.005 | 59 | 0 | 0.7500 | 2 | 49.9% | -0.03 | 0.0065 | -0.006 | |||
| 13.65 | 16.00 | 51.2% | 0.97 | 0.0077 | -0.006 | 60 | 0 | 0.7500 | 3 | 47.0% | -0.03 | 0.0077 | -0.007 | |||
| 12.55 | 15.55 | 53.4% | 0.96 | 0.0092 | -0.007 | 61 | 0 | 0.7500 | 9 | 44.2% | -0.04 | 0.0093 | -0.008 | |||
| 11.70 | 14.45 | 50.6% | 0.96 | 0.0111 | -0.008 | 62 | 0 | 0.3000 | 1 | 33.6% | -0.04 | 0.0112 | -0.009 | |||
| 10.75 | 13.20 | 45.2% | 0.95 | 0.0134 | -0.009 | 63 | 0 | 0.5500 | 35.7% | -0.05 | 0.0135 | -0.010 | ||||
| 10.00 | 11.60 | 38.2% | 0.94 | 0.0163 | -0.010 | 64 | 0.0400 | 0.3100 | 1 | 4 | 29.7% | -0.06 | 0.0164 | -0.011 | ||
| 9.00 | 10.65 | 3 | 35.7% | 0.92 | 0.0198 | -0.012 | 65 | 0.0800 | 0.4000 | 52 | 21 | 29.3% | -0.08 | 0.0200 | -0.013 | |
| 7.75 | 9.90 | 32.7% | 0.91 | 0.0240 | -0.014 | 66 | 0.1600 | 0.7300 | 14 | 31.7% | -0.09 | 0.0243 | -0.015 | |||
| 7.10 | 8.80 | 1 | 32.0% | 0.88 | 0.0291 | -0.016 | 67 | 0.2600 | 0.5400 | 1 | 15 | 27.9% | -0.12 | 0.0294 | -0.017 | |
| 6.40 | 7.90 | 32.1% | 0.85 | 0.0348 | -0.018 | 68 | 0.3700 | 0.6900 | 10 | 63 | 27.4% | -0.15 | 0.0352 | -0.019 | ||
| 5.55 | 6.90 | 18 | 29.8% | 0.82 | 0.0411 | -0.021 | 69 | 0.5100 | 0.7500 | 1 | 45 | 26.0% | -0.18 | 0.0416 | -0.022 | |
| 4.60 | 6.10 | 4 | 28.0% | 0.77 | 0.0476 | -0.024 | 70 | 0.6800 | 1.59 | 16 | 30 | 29.7% | -0.23 | 0.0483 | -0.024 | |
| 4.30 | 5.20 | 6 | 21 | 29.2% | 0.72 | 0.0539 | -0.026 | 71 | 0.9400 | 1.17 | 4 | 32 | 25.0% | -0.28 | 0.0547 | -0.027 |
| 3.65 | 4.20 | 23 | 155 | 27.1% | 0.67 | 0.0593 | -0.028 | 72 | 1.19 | 1.46 | 4 | 24 | 24.3% | -0.34 | 0.0603 | -0.029 |
| 3.05 | 3.55 | 9 | 220 | 26.8% | 0.61 | 0.0633 | -0.030 | 73 | 1.55 | 1.94 | 1 | 24.6% | -0.40 | 0.0645 | -0.030 | |
| 2.38 | 2.95 | 1 | 169 | 25.7% | 0.54 | 0.0656 | -0.031 | 74 | 1.97 | 3.65 | 2 | 30.9% | -0.47 | 0.0671 | -0.031 | |
| 1.88 | 2.74 | 1 | 115 | 26.9% | 0.48 | 0.0659 | -0.031 | 75 | 2.48 | 2.85 | 1 | 4 | 23.8% | -0.53 | 0.0677 | -0.032 |
| 1.56 | 1.84 | 11 | 8 | 24.9% | 0.41 | 0.0644 | -0.030 | 76 | 3.05 | 3.55 | 4 | 24.2% | -0.60 | 0.0665 | -0.031 | |
| 1.26 | 1.51 | 3 | 24 | 25.2% | 0.35 | 0.0612 | -0.029 | 77 | 3.70 | 5.05 | 60 | 28.9% | -0.66 | 0.0636 | -0.029 | |
| 0.8300 | 1.71 | 30 | 27.3% | 0.30 | 0.0568 | -0.027 | 78 | 4.40 | 4.85 | 23.5% | -0.72 | 0.0595 | -0.028 | |||
| 0.3300 | 1.21 | 1 | 24.2% | 0.25 | 0.0514 | -0.025 | 79 | 4.80 | 5.80 | 21.8% | -0.77 | 0.0544 | -0.025 | |||
| 0.5600 | 0.7400 | 3 | 10 | 25.2% | 0.20 | 0.0457 | -0.022 | 80 | 5.45 | 6.95 | 22.7% | -0.81 | 0.0488 | -0.023 | ||
| 0.2200 | 0.7800 | 5 | 25.3% | 0.17 | 0.0400 | -0.020 | 81 | 6.45 | 7.80 | 23.5% | -0.85 | 0.0432 | -0.021 | |||
| 0.1200 | 0.8600 | 27.5% | 0.14 | 0.0347 | -0.018 | 82 | 7.30 | 8.80 | 23.9% | -0.88 | 0.0381 | -0.019 | ||||
| 0.0700 | 0.8200 | 28.9% | 0.12 | 0.0300 | -0.017 | 83 | 8.25 | 9.60 | -0.91 | 0.0336 | -0.018 | |||||
| 0.1500 | 0.5800 | 1 | 29.3% | 0.10 | 0.0260 | -0.015 | 84 | 9.15 | 10.75 | 22.9% | -0.92 | 0.0294 | -0.016 | |||
| 0.0400 | 0.5100 | 25 | 25 | 29.2% | 0.09 | 0.0225 | -0.014 | 85 | 10.10 | 11.60 | -0.94 | 0.0260 | -0.015 | |||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs