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Altria Group, Inc. MO

i

Market datapartial · fetched 2026-11-07T16:19:35.988Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:49:54.458141474Z

FundamentalsAlpha Vantage · unavailable

Share price$76.60
1D+0.6%
AH$74.95$75.48$76.02$76.55$77.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMO
Sold putSold callAH

Altria Group, Inc. options

Live interpolated MO call and put midpoint premiums by absolute delta.Altria Group, Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.15%
Daily close
MO18.8%30.4%41.9%2026-08-10: 25.20%2026-08-11: 24.36%2026-08-12: 23.35%2026-08-13: 24.38%2026-08-14: 21.30%2026-08-17: 24.94%2026-08-18: 24.01%2026-08-19: 24.40%2026-08-20: 23.19%2026-08-21: 22.07%2026-08-24: 24.82%2026-08-25: 22.84%2026-08-26: 23.22%2026-08-27: 24.95%2026-08-28: 22.50%2026-08-31: 23.51%2026-09-01: 25.04%2026-09-02: 24.02%2026-09-04: 22.85%2026-09-08: 25.61%2026-09-09: 24.52%2026-09-10: 24.66%2026-09-11: 23.61%2026-09-14: 27.35%2026-09-15: 23.92%2026-09-16: 22.95%2026-09-18: 20.53%2026-09-21: 22.67%2026-09-22: 22.33%2026-09-23: 23.20%2026-09-24: 23.03%2026-09-25: 20.43%2026-09-28: 22.55%2026-09-29: 21.90%2026-09-30: 21.51%2026-10-01: 22.55%2026-10-02: 20.86%2026-10-05: 23.33%2026-10-06: 23.65%2026-10-07: 22.81%2026-10-08: 25.06%2026-10-09: 23.31%2026-10-12: 24.46%2026-10-13: 25.94%2026-10-14: 26.84%2026-10-15: 29.46%2026-10-16: 27.88%2026-10-19: 29.22%2026-10-20: 29.60%2026-10-21: 29.71%2026-10-22: 31.65%2026-10-23: 30.52%2026-10-26: 34.63%2026-10-27: 37.05%2026-10-28: 40.32%2026-10-29: 32.43%2026-10-30: 24.15%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
25.20%
24.36%
23.35%
24.38%
21.30%
24.94%
24.01%
24.40%
23.19%
22.07%
24.82%
22.84%
23.22%
24.95%
22.50%
23.51%
25.04%
24.02%
22.85%
25.61%
24.52%
24.66%
23.61%
27.35%
23.92%
22.95%
20.53%
22.67%
22.33%
23.20%
23.03%
20.43%
22.55%
21.90%
21.51%
22.55%
20.86%
23.33%
23.65%
22.81%
25.06%
23.31%
24.46%
25.94%
26.84%
29.46%
27.88%
29.22%
29.60%
29.71%
31.65%
30.52%
34.63%
37.05%
40.32%
32.43%
24.15%