MO option chain Altria Group, Inc.
Cboe delayed options data · as of 18:40 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 ±7.9% (68.86–80.61) · ATM IV 24.1% · P/C open interest 0.54
| 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 | |
| 35.40 | 38.80 | 1.00 | 0.0004 | 0.000 | 37.5 | 0 | 0.4000 | 37 | 89.6% | -0.00 | 0.0004 | -0.001 | ||||
| 32.95 | 36.55 | 1.00 | 0.0005 | 0.000 | 40 | 0 | 0.0200 | 32 | 56.2% | -0.00 | 0.0005 | -0.001 | ||||
| 30.45 | 34.05 | 1 | 1.00 | 0.0006 | 0.000 | 42.5 | 0 | 0.7500 | 233 | 84.4% | -0.00 | 0.0007 | -0.001 | |||
| 28.00 | 31.30 | 15 | 0.99 | 0.0009 | 0.000 | 45 | 0 | 0.0800 | 508 | 54.1% | -0.00 | 0.0009 | -0.002 | |||
| 25.55 | 28.90 | 0.99 | 0.0012 | 0.000 | 47.5 | 0 | 0.0400 | 5 | 167 | 45.0% | -0.01 | 0.0012 | -0.002 | |||
| 23.25 | 26.30 | 10 | 0.99 | 0.0016 | 0.000 | 50 | 0 | 0.0800 | 234 | 44.0% | -0.01 | 0.0016 | -0.002 | |||
| 20.55 | 24.15 | 0.99 | 0.0022 | 0.000 | 52.5 | 0.0300 | 0.0800 | 583 | 40.9% | -0.01 | 0.0023 | -0.003 | ||||
| 18.10 | 21.50 | 1 | 0.98 | 0.0032 | -0.001 | 55 | 0.0400 | 0.0600 | 20 | 1,185 | 35.7% | -0.01 | 0.0033 | -0.003 | ||
| 15.65 | 19.05 | 6 | 0.98 | 0.0049 | -0.002 | 57.5 | 0.0100 | 0.1300 | 2,633 | 32.9% | -0.02 | 0.0049 | -0.004 | |||
| 14.55 | 15.45 | 1 | 3,308 | 0.97 | 0.0075 | -0.004 | 60 | 0.0500 | 0.1600 | 2,707 | 30.3% | -0.03 | 0.0076 | -0.005 | ||
| 12.00 | 13.05 | 558 | 0.95 | 0.0120 | -0.006 | 62.5 | 0.1800 | 0.2600 | 11 | 3,147 | 29.7% | -0.05 | 0.0121 | -0.008 | ||
| 10.40 | 10.65 | 2 | 2,842 | 28.1% | 0.91 | 0.0188 | -0.009 | 65 | 0.3000 | 0.3800 | 12 | 3,964 | 27.4% | -0.09 | 0.0190 | -0.011 |
| 7.70 | 8.45 | 8 | 1,525 | 23.1% | 0.86 | 0.0282 | -0.013 | 67.5 | 0.5300 | 0.7000 | 21 | 1,568 | 26.3% | -0.14 | 0.0287 | -0.015 |
| 6.00 | 6.40 | 7 | 5,434 | 24.8% | 0.77 | 0.0393 | -0.018 | 70 | 0.9900 | 1.07 | 40 | 1,210 | 24.9% | -0.23 | 0.0401 | -0.019 |
| 4.10 | 4.60 | 32 | 2,731 | 23.5% | 0.66 | 0.0492 | -0.022 | 72.5 | 1.71 | 1.80 | 4 | 408 | 24.3% | -0.34 | 0.0504 | -0.023 |
| 2.99 | 3.10 | 187 | 5,897 | 24.3% | 0.53 | 0.0544 | -0.024 | 75 | 2.78 | 2.88 | 14 | 448 | 24.0% | -0.48 | 0.0564 | -0.025 |
| 1.90 | 2.00 | 24 | 3,724 | 24.0% | 0.40 | 0.0532 | -0.023 | 77.5 | 4.20 | 4.35 | 61 | 23.9% | -0.62 | 0.0560 | -0.024 | |
| 1.13 | 1.24 | 96 | 2,736 | 23.8% | 0.28 | 0.0464 | -0.020 | 80 | 5.90 | 7.15 | 18 | 28.5% | -0.74 | 0.0501 | -0.021 | |
| 0.6700 | 0.7300 | 66 | 703 | 24.0% | 0.18 | 0.0366 | -0.016 | 82.5 | 7.95 | 9.25 | 2 | 30.1% | -0.85 | 0.0415 | -0.017 | |
| 0.1900 | 0.4700 | 14 | 2,742 | 23.0% | 0.12 | 0.0267 | -0.012 | 85 | 10.25 | 11.75 | 7 | 34.1% | -0.92 | 0.0322 | -0.013 | |
| 0.0900 | 0.2000 | 1 | 4,327 | 25.6% | 0.05 | 0.0129 | -0.006 | 90 | 13.95 | 17.35 | 37.8% | -1.00 | 0.0030 | -0.009 | ||
| 0 | 0.1100 | 244 | 27.1% | 0.02 | 0.0064 | -0.004 | 95 | 18.70 | 22.30 | 42.2% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0800 | 500 | 30.7% | 0.01 | 0.0035 | -0.002 | 100 | 23.75 | 27.35 | 50.2% | -1.00 | 0.0000 | -0.009 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs