IntraAlpha
Create free account Start free

Altria Group MO

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-10-15T20:04:07.336Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:21.303751519Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:22.152963+00:00

Share price$73.84
1D-1.0%
AH$73.38$73.95$74.52$75.09$75.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMO
Sold putSold callAH

Altria Group options

Live interpolated MO call and put midpoint premiums by absolute delta.Altria Group$0.08$0.53$0.98$1.44$1.89$71.81$72.93$74.05$75.18$76.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $73.84OPTION PRICELive MO spot · $73.84MO PRICE$0.13$0.17$0.21$0.25$0.29$0.34$0.42$0.51$0.60$0.69$0.78$0.87$0.96$0.15$0.19$0.28$0.36$0.45$0.53$0.62$0.72$0.87$1.02$1.16$1.31$1.76
PutsCheap0.90×
CallsCheap0.50×
SkewBearish+11.05 pp
Implied moveBearish±$1.04
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.8428.4%1.5%72.7434.0%1.7%
25Δ74.6727.7%1.3%73.0431.6%1.3%
30Δ74.4927.1%1.2%73.2132.9%1.2%
35Δ74.3226.5%1.0%73.3834.1%1.1%
40Δ74.1425.9%0.8%73.5435.4%1.0%
45Δ73.9825.4%0.6%73.7136.7%0.9%
50Δ73.8425.5%0.6%73.8838.0%0.8%
55Δ73.7025.6%0.5%74.0639.0%0.7%
60Δ73.5625.7%0.4%74.2839.2%0.6%
65Δ73.4225.8%0.4%74.4939.5%0.5%
70Δ73.2826.0%0.3%74.7139.7%0.4%
75Δ73.1426.1%0.2%74.9339.9%0.3%
80Δ73.0126.2%0.2%75.4245.5%0.2%

20Δ

Calls
Pseudo strike
74.84
IV
28.4%
B/E move
1.5%
Puts
Pseudo strike
72.74
IV
34.0%
B/E move
1.7%

25Δ

Calls
Pseudo strike
74.67
IV
27.7%
B/E move
1.3%
Puts
Pseudo strike
73.04
IV
31.6%
B/E move
1.3%

30Δ

Calls
Pseudo strike
74.49
IV
27.1%
B/E move
1.2%
Puts
Pseudo strike
73.21
IV
32.9%
B/E move
1.2%

35Δ

Calls
Pseudo strike
74.32
IV
26.5%
B/E move
1.0%
Puts
Pseudo strike
73.38
IV
34.1%
B/E move
1.1%

40Δ

Calls
Pseudo strike
74.14
IV
25.9%
B/E move
0.8%
Puts
Pseudo strike
73.54
IV
35.4%
B/E move
1.0%

45Δ

Calls
Pseudo strike
73.98
IV
25.4%
B/E move
0.6%
Puts
Pseudo strike
73.71
IV
36.7%
B/E move
0.9%

50Δ

Calls
Pseudo strike
73.84
IV
25.5%
B/E move
0.6%
Puts
Pseudo strike
73.88
IV
38.0%
B/E move
0.8%

55Δ

Calls
Pseudo strike
73.70
IV
25.6%
B/E move
0.5%
Puts
Pseudo strike
74.06
IV
39.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
73.56
IV
25.7%
B/E move
0.4%
Puts
Pseudo strike
74.28
IV
39.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
73.42
IV
25.8%
B/E move
0.4%
Puts
Pseudo strike
74.49
IV
39.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
73.28
IV
26.0%
B/E move
0.3%
Puts
Pseudo strike
74.71
IV
39.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
73.14
IV
26.1%
B/E move
0.2%
Puts
Pseudo strike
74.93
IV
39.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
73.01
IV
26.2%
B/E move
0.2%
Puts
Pseudo strike
75.42
IV
45.5%
B/E move
0.2%