MO option chain Altria Group, Inc.
Cboe delayed options data · as of 06:36 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 ±4.4% (66.59–72.69) · ATM IV 21.7% · P/C open interest 1.58
| 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 | |
| 33.20 | 35.45 | 1 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0100 | 70 | 109.4% | 0.00 | 0.0000 | 0.000 | |||
| 30.75 | 33.05 | 2 | 1.00 | 0.0001 | 0.000 | 37.5 | 0 | 0.0100 | 80 | 98.8% | 0.00 | 0.0000 | 0.000 | |||
| 28.10 | 29.90 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 621 | 88.9% | -0.00 | 0.0000 | -0.000 | ||||
| 25.75 | 27.90 | 1.00 | 0.0000 | 0.000 | 42.5 | 0 | 0.0100 | 79 | 79.5% | -0.00 | 0.0001 | -0.000 | ||||
| 23.20 | 25.40 | 1 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0100 | 80 | 1,207 | 70.6% | -0.00 | 0.0001 | -0.000 | ||
| 20.60 | 23.10 | 1.00 | 0.0001 | 0.000 | 47.5 | 0 | 0.0100 | 296 | 62.2% | -0.00 | 0.0003 | -0.001 | ||||
| 18.55 | 20.25 | 20 | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.0100 | 1 | 791 | 54.2% | -0.00 | 0.0007 | -0.001 | ||
| 15.60 | 18.10 | 10 | 1.00 | 0.0003 | 0.000 | 52.5 | 0 | 0.0200 | 1 | 880 | 49.9% | -0.00 | 0.0014 | -0.002 | ||
| 13.95 | 15.30 | 9 | 1.00 | 0.0007 | 0.000 | 55 | 0 | 0.0300 | 4,057 | 44.0% | -0.01 | 0.0028 | -0.003 | |||
| 12.30 | 14.35 | 1.00 | 0.0010 | 0.000 | 56 | 0 | 0.0900 | 184 | 47.3% | -0.01 | 0.0036 | -0.003 | ||||
| 11.35 | 13.35 | 1 | 1.00 | 0.0014 | 0.000 | 57 | 0 | 0.0500 | 54 | 40.2% | -0.01 | 0.0047 | -0.004 | |||
| 12.10 | 12.60 | 109 | 62.3% | 1.00 | 0.0016 | 0.000 | 57.5 | 0 | 0.0300 | 3 | 1,157 | 36.0% | -0.01 | 0.0053 | -0.004 | |
| 10.30 | 12.35 | 1.00 | 0.0018 | 0.000 | 58 | 0 | 0.0500 | 14 | 9 | 36.9% | -0.01 | 0.0061 | -0.005 | |||
| 9.30 | 11.35 | 1.00 | 0.0025 | -0.000 | 59 | 0 | 0.0800 | 18 | 10 | 36.0% | -0.02 | 0.0080 | -0.005 | |||
| 9.10 | 10.30 | 393 | 30.8% | 0.99 | 0.0034 | -0.001 | 60 | 0.0100 | 0.0400 | 67 | 20.2K | 30.3% | -0.02 | 0.0107 | -0.006 | |
| 7.55 | 9.35 | 0.99 | 0.0050 | -0.001 | 61 | 0.0100 | 0.1000 | 1 | 34 | 30.7% | -0.03 | 0.0146 | -0.008 | |||
| 6.20 | 8.35 | 0.99 | 0.0074 | -0.002 | 62 | 0.0300 | 0.1100 | 14 | 79 | 28.4% | -0.04 | 0.0206 | -0.009 | |||
| 6.75 | 7.80 | 1 | 1,020 | 34.5% | 0.99 | 0.0095 | -0.003 | 62.5 | 0.0600 | 0.0700 | 20 | 26.3K | 26.2% | -0.04 | 0.0247 | -0.011 |
| 5.35 | 7.55 | 0.98 | 0.0120 | -0.004 | 63 | 0.0700 | 0.1300 | 19 | 62 | 26.7% | -0.06 | 0.0299 | -0.012 | |||
| 4.40 | 6.50 | 0.97 | 0.0206 | -0.007 | 64 | 0.1200 | 0.2400 | 2 | 143 | 26.3% | -0.09 | 0.0439 | -0.017 | |||
| 4.65 | 4.95 | 16 | 5,120 | 25.6% | 0.95 | 0.0355 | -0.012 | 65 | 0.1800 | 0.2700 | 197 | 16.4K | 23.5% | -0.13 | 0.0631 | -0.022 |
| 3.65 | 4.40 | 113 | 114 | 29.8% | 0.90 | 0.0576 | -0.019 | 66 | 0.3400 | 0.4200 | 85 | 215 | 22.9% | -0.20 | 0.0857 | -0.029 |
| 2.89 | 3.10 | 1 | 118 | 23.5% | 0.83 | 0.0863 | -0.027 | 67 | 0.5800 | 0.6700 | 107 | 519 | 22.5% | -0.30 | 0.1078 | -0.035 |
| 2.41 | 2.67 | 154 | 7,146 | 21.9% | 0.79 | 0.1015 | -0.032 | 67.5 | 0.7400 | 0.8600 | 40 | 18.6K | 22.5% | -0.35 | 0.1169 | -0.037 |
| 2.10 | 2.27 | 3 | 286 | 22.3% | 0.73 | 0.1159 | -0.036 | 68 | 0.9300 | 1.05 | 8 | 138 | 22.3% | -0.41 | 0.1235 | -0.039 |
| 1.42 | 1.55 | 123 | 454 | 21.4% | 0.61 | 0.1368 | -0.043 | 69 | 1.41 | 1.53 | 158 | 331 | 22.0% | -0.54 | 0.1268 | -0.039 |
| 0.9300 | 1.03 | 635 | 20.9K | 21.7% | 0.47 | 0.1403 | -0.044 | 70 | 2.01 | 2.13 | 5 | 4,200 | 21.7% | -0.66 | 0.1163 | -0.036 |
| 0.5700 | 0.6500 | 859 | 832 | 21.9% | 0.33 | 0.1262 | -0.041 | 71 | 2.69 | 2.89 | 11 | 21.4% | -0.76 | 0.0971 | -0.031 | |
| 0.3300 | 0.3900 | 7 | 351 | 22.1% | 0.23 | 0.1022 | -0.034 | 72 | 3.15 | 3.80 | 10 | 16.3% | -0.84 | 0.0750 | -0.024 | |
| 0.2500 | 0.3100 | 85 | 9,646 | 22.6% | 0.18 | 0.0889 | -0.029 | 72.5 | 3.55 | 4.35 | 5,662 | 16.8% | -0.87 | 0.0643 | -0.021 | |
| 0.1900 | 0.2600 | 124 | 421 | 23.1% | 0.15 | 0.0758 | -0.025 | 73 | 3.95 | 5.70 | 2 | 31.6% | -0.90 | 0.0544 | -0.018 | |
| 0.1000 | 0.1700 | 72 | 112 | 23.8% | 0.09 | 0.0532 | -0.019 | 74 | 4.90 | 6.65 | 34.5% | -0.93 | 0.0381 | -0.013 | ||
| 0.0500 | 0.1100 | 30 | 6,920 | 24.5% | 0.06 | 0.0366 | -0.014 | 75 | 5.80 | 7.50 | 931 | 34.3% | -0.95 | 0.0266 | -0.009 | |
| 0 | 0.1200 | 36 | 26.2% | 0.04 | 0.0253 | -0.010 | 76 | 6.60 | 8.80 | 39.8% | -0.97 | 0.0189 | -0.007 | |||
| 0.0100 | 0.0500 | 71 | 30 | 26.1% | 0.03 | 0.0179 | -0.008 | 77 | 7.50 | 9.60 | 37.0% | -0.98 | 0.0138 | -0.005 | ||
| 0.0100 | 0.1100 | 9 | 2,863 | 30.6% | 0.02 | 0.0152 | -0.007 | 77.5 | 8.25 | 9.95 | 206 | 41.0% | -0.98 | 0.0119 | -0.004 | |
| 0 | 0.1000 | 31.1% | 0.02 | 0.0131 | -0.006 | 78 | 8.75 | 10.75 | 48.7% | -0.98 | 0.0103 | -0.004 | ||||
| 0 | 0.3100 | 41.5% | 0.02 | 0.0097 | -0.005 | 79 | 9.75 | 11.75 | 52.2% | -0.99 | 0.0079 | -0.003 | ||||
| 0 | 0.0400 | 1 | 3,899 | 31.9% | 0.01 | 0.0074 | -0.004 | 80 | 10.70 | 11.50 | 158 | -0.99 | 0.0062 | -0.002 | ||
| 0 | 0.0500 | 2,422 | 38.6% | 0.01 | 0.0040 | -0.003 | 82.5 | 13.25 | 15.25 | 1 | 63.6% | -0.99 | 0.0035 | -0.001 | ||
| 0 | 0.0300 | 3 | 2,074 | 41.4% | 0.00 | 0.0024 | -0.002 | 85 | 15.80 | 17.65 | 19 | 70.0% | -1.00 | 0.0021 | 0.000 | |
| 0 | 0.0100 | 454 | 45.7% | 0.00 | 0.0009 | -0.001 | 90 | 20.45 | 22.75 | 14 | 77.0% | -1.00 | 0.0008 | 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 — Sep 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