MO option chain Altria Group, Inc.
Cboe delayed options data · as of 00:41 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 ±18.6% (60.35–87.91) · ATM IV 24.6% · P/C open interest 0.51
| 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 | |
| 35.00 | 39.00 | 46.4% | 1.00 | 0.0000 | 0.000 | 37.5 | 0.0800 | 0.2200 | 2 | 35.3% | -0.02 | 0.0018 | -0.002 | |||
| 32.50 | 36.50 | 39.2% | 1.00 | 0.0001 | 0.000 | 40 | 0.1200 | 0.2800 | 1 | 33.8% | -0.02 | 0.0024 | -0.002 | |||
| 30.05 | 34.35 | 8 | 45.1% | 1.00 | 0.0004 | 0.000 | 42.5 | 0 | 0.3500 | 11 | 30.1% | -0.03 | 0.0031 | -0.002 | ||
| 27.55 | 31.50 | 1.00 | 0.0008 | 0.000 | 45 | 0.2700 | 0.4400 | 8 | 31.2% | -0.04 | 0.0040 | -0.003 | ||||
| 25.10 | 29.00 | 25.8% | 0.99 | 0.0017 | 0.000 | 47.5 | 0.3800 | 0.7700 | 1 | 31.4% | -0.05 | 0.0052 | -0.003 | |||
| 22.65 | 26.50 | 24.8% | 0.99 | 0.0034 | 0.000 | 50 | 0.5400 | 0.7600 | 49 | 29.2% | -0.07 | 0.0067 | -0.004 | |||
| 18.80 | 20.65 | 2 | 24.7% | 0.95 | 0.0090 | -0.002 | 55 | 0.8100 | 1.29 | 60 | 26.8% | -0.11 | 0.0106 | -0.005 | ||
| 16.80 | 18.55 | 40 | 27.4% | 0.91 | 0.0124 | -0.004 | 57.5 | 1.37 | 1.84 | 24 | 27.5% | -0.15 | 0.0128 | -0.006 | ||
| 14.70 | 16.35 | 16 | 26.6% | 0.87 | 0.0156 | -0.005 | 60 | 1.75 | 2.12 | 10 | 73 | 26.0% | -0.18 | 0.0152 | -0.007 | |
| 12.80 | 14.20 | 70 | 25.8% | 0.82 | 0.0182 | -0.006 | 62.5 | 2.38 | 2.83 | 9 | 12 | 25.5% | -0.23 | 0.0175 | -0.007 | |
| 10.65 | 12.40 | 228 | 24.6% | 0.77 | 0.0204 | -0.007 | 65 | 3.15 | 3.40 | 4 | 17 | 25.4% | -0.28 | 0.0198 | -0.008 | |
| 9.50 | 10.45 | 71 | 24.8% | 0.71 | 0.0222 | -0.008 | 67.5 | 3.90 | 4.30 | 6 | 83 | 24.9% | -0.33 | 0.0217 | -0.009 | |
| 8.10 | 8.95 | 122 | 24.8% | 0.65 | 0.0236 | -0.009 | 70 | 4.80 | 5.40 | 432 | 24.6% | -0.39 | 0.0232 | -0.009 | ||
| 6.20 | 7.65 | 2 | 99 | 23.5% | 0.59 | 0.0247 | -0.009 | 72.5 | 5.90 | 6.50 | 60 | 24.2% | -0.44 | 0.0242 | -0.009 | |
| 5.95 | 6.45 | 7 | 99 | 25.0% | 0.53 | 0.0252 | -0.009 | 75 | 7.15 | 8.00 | 58 | 24.3% | -0.50 | 0.0246 | -0.009 | |
| 4.75 | 5.45 | 136 | 24.5% | 0.47 | 0.0251 | -0.009 | 77.5 | 8.55 | 9.20 | 23.5% | -0.56 | 0.0245 | -0.008 | |||
| 4.00 | 4.55 | 4 | 146 | 24.6% | 0.41 | 0.0245 | -0.009 | 80 | 10.10 | 11.75 | 25.2% | -0.61 | 0.0238 | -0.008 | ||
| 2.57 | 3.15 | 330 | 24.3% | 0.31 | 0.0222 | -0.008 | 85 | 13.60 | 14.30 | 23.1% | -0.71 | 0.0214 | -0.006 | |||
| 1.75 | 2.16 | 1 | 16 | 24.5% | 0.23 | 0.0188 | -0.007 | 90 | 17.45 | 18.80 | 24.2% | -0.79 | 0.0180 | -0.004 | ||
| 1.04 | 1.49 | 145 | 24.4% | 0.16 | 0.0153 | -0.006 | 95 | 21.65 | 23.15 | 24.8% | -0.85 | 0.0146 | -0.003 | |||
| 0.5700 | 1.05 | 232 | 24.3% | 0.12 | 0.0122 | -0.005 | 100 | 25.95 | 27.55 | 1 | 24.5% | -0.89 | 0.0118 | -0.001 | ||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs