MO option chain Altria Group, Inc.
Cboe delayed options data · as of 15:36 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 ±14.2% (59.88–79.72) · ATM IV 24.4% · P/C open interest 0.93
| 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 | |
| 33.25 | 36.60 | 68.2% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.1100 | 8 | 40.7% | -0.01 | 0.0010 | -0.001 | |||
| 30.20 | 34.15 | 1.00 | 0.0000 | 0.000 | 37.5 | 0 | 0.1400 | 14 | 38.1% | -0.01 | 0.0014 | -0.001 | ||||
| 27.70 | 31.55 | 1.00 | 0.0000 | 0.000 | 40 | 0.0200 | 0.1700 | 200 | 36.0% | -0.01 | 0.0020 | -0.002 | ||||
| 25.45 | 29.10 | 1.00 | 0.0000 | 0.000 | 42.5 | 0.0700 | 0.2000 | 218 | 34.3% | -0.02 | 0.0028 | -0.002 | ||||
| 23.05 | 26.60 | 1.00 | 0.0000 | 0.000 | 45 | 0.1100 | 0.2600 | 225 | 32.5% | -0.03 | 0.0040 | -0.003 | ||||
| 20.40 | 24.05 | 1.00 | 0.0003 | 0.000 | 47.5 | 0.1900 | 0.3400 | 1,028 | 31.0% | -0.04 | 0.0056 | -0.003 | ||||
| 18.25 | 21.55 | 8 | 33.9% | 1.00 | 0.0023 | 0.000 | 50 | 0.3000 | 0.4600 | 93 | 29.7% | -0.06 | 0.0077 | -0.004 | ||
| 13.90 | 15.30 | 72 | 0.94 | 0.0176 | -0.006 | 55 | 0.6900 | 0.9000 | 274 | 27.5% | -0.11 | 0.0140 | -0.006 | |||
| 12.15 | 13.10 | 165 | 25.4% | 0.89 | 0.0228 | -0.009 | 57.5 | 1.05 | 1.26 | 351 | 26.8% | -0.15 | 0.0181 | -0.008 | ||
| 9.75 | 11.05 | 219 | 23.7% | 0.82 | 0.0242 | -0.008 | 60 | 1.50 | 1.95 | 572 | 26.7% | -0.21 | 0.0225 | -0.009 | ||
| 8.35 | 9.15 | 163 | 25.0% | 0.75 | 0.0268 | -0.009 | 62.5 | 2.14 | 2.61 | 360 | 26.0% | -0.27 | 0.0268 | -0.011 | ||
| 6.75 | 7.45 | 456 | 24.7% | 0.68 | 0.0302 | -0.011 | 65 | 2.98 | 3.35 | 1,378 | 25.2% | -0.35 | 0.0304 | -0.011 | ||
| 5.10 | 6.00 | 440 | 23.9% | 0.60 | 0.0324 | -0.012 | 67.5 | 4.00 | 4.45 | 308 | 24.9% | -0.43 | 0.0329 | -0.012 | ||
| 3.95 | 4.75 | 1,339 | 23.8% | 0.51 | 0.0333 | -0.012 | 70 | 5.35 | 5.80 | 372 | 25.0% | -0.51 | 0.0340 | -0.012 | ||
| 3.00 | 3.70 | 516 | 23.7% | 0.43 | 0.0328 | -0.012 | 72.5 | 6.75 | 7.35 | 498 | 24.8% | -0.59 | 0.0336 | -0.011 | ||
| 2.33 | 2.85 | 1,004 | 23.9% | 0.36 | 0.0311 | -0.011 | 75 | 8.40 | 9.35 | 27 | 25.5% | -0.67 | 0.0318 | -0.011 | ||
| 1.68 | 2.19 | 406 | 23.8% | 0.29 | 0.0286 | -0.010 | 77.5 | 10.25 | 11.00 | 1 | 24.9% | -0.73 | 0.0289 | -0.009 | ||
| 1.20 | 1.60 | 1,140 | 23.6% | 0.23 | 0.0254 | -0.009 | 80 | 12.35 | 13.05 | 4 | 25.4% | -0.79 | 0.0254 | -0.007 | ||
| 0.9800 | 1.28 | 1 | 32 | 24.4% | 0.19 | 0.0221 | -0.008 | 82.5 | 14.25 | 15.25 | 25.1% | -0.84 | 0.0217 | -0.006 | ||
| 0.7300 | 0.9800 | 1 | 159 | 24.6% | 0.15 | 0.0188 | -0.007 | 85 | 16.50 | 17.90 | 2 | 27.5% | -0.88 | 0.0180 | -0.004 | |
| 0.3900 | 0.5900 | 52 | 25.1% | 0.09 | 0.0132 | -0.005 | 90 | 21.15 | 22.75 | 30.3% | -0.93 | 0.0119 | -0.001 | |||
| 0.2100 | 0.3700 | 95 | 25.8% | 0.06 | 0.0091 | -0.004 | 95 | 25.95 | 27.05 | 2 | 29.4% | -0.96 | 0.0082 | 0.000 | ||
| 0.1100 | 0.2500 | 153 | 26.6% | 0.04 | 0.0064 | -0.003 | 100 | 29.40 | 33.25 | 1 | 30.6% | -0.98 | 0.0060 | 0.000 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs