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Altria Group, Inc. MO

i

Market dataready · fetched 2026-11-07T02:34:03.790Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:34:03.181836+00:00

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.$0.13$1.23$2.33$3.43$4.53$71.09$73.88$76.67$79.46$82.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MO spot · $76.60MO PRICE$0.25$0.32$0.40$0.49$0.57$0.66$0.78$0.89$1.01$1.12$1.23$1.34$1.46$0.35$0.47$0.61$0.76$0.92$1.11$1.31$1.56$1.91$2.31$2.93$3.56$4.22
PutsCheap0.76×
CallsCheap0.41×
SkewBearish+13.92 pp
Implied moveBearish±$2.09
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.6521.2%3.0%74.2028.4%3.6%
25Δ78.2120.7%2.5%74.6528.9%3.2%
30Δ77.8420.2%2.1%75.1029.3%2.7%
35Δ77.5319.6%1.9%75.5129.4%2.4%
40Δ77.2219.0%1.6%75.9229.6%2.1%
45Δ76.9318.6%1.3%76.3229.8%1.8%
50Δ76.6918.3%1.1%76.7229.9%1.6%
55Δ76.4518.0%1.0%77.1430.5%1.3%
60Δ76.2117.7%0.8%77.6231.9%1.2%
65Δ75.9817.3%0.7%78.1533.7%1.0%
70Δ75.7916.2%0.6%78.8636.9%0.9%
75Δ75.6015.2%0.5%79.6238.8%0.7%
80Δ75.4114.1%0.4%80.4239.5%0.5%

20Δ

Calls
Pseudo strike
78.65
IV
21.2%
B/E move
3.0%
Puts
Pseudo strike
74.20
IV
28.4%
B/E move
3.6%

25Δ

Calls
Pseudo strike
78.21
IV
20.7%
B/E move
2.5%
Puts
Pseudo strike
74.65
IV
28.9%
B/E move
3.2%

30Δ

Calls
Pseudo strike
77.84
IV
20.2%
B/E move
2.1%
Puts
Pseudo strike
75.10
IV
29.3%
B/E move
2.7%

35Δ

Calls
Pseudo strike
77.53
IV
19.6%
B/E move
1.9%
Puts
Pseudo strike
75.51
IV
29.4%
B/E move
2.4%

40Δ

Calls
Pseudo strike
77.22
IV
19.0%
B/E move
1.6%
Puts
Pseudo strike
75.92
IV
29.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
76.93
IV
18.6%
B/E move
1.3%
Puts
Pseudo strike
76.32
IV
29.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
76.69
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
76.72
IV
29.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
76.45
IV
18.0%
B/E move
1.0%
Puts
Pseudo strike
77.14
IV
30.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
76.21
IV
17.7%
B/E move
0.8%
Puts
Pseudo strike
77.62
IV
31.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
75.98
IV
17.3%
B/E move
0.7%
Puts
Pseudo strike
78.15
IV
33.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
75.79
IV
16.2%
B/E move
0.6%
Puts
Pseudo strike
78.86
IV
36.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
75.60
IV
15.2%
B/E move
0.5%
Puts
Pseudo strike
79.62
IV
38.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
75.41
IV
14.1%
B/E move
0.4%
Puts
Pseudo strike
80.42
IV
39.5%
B/E move
0.5%

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%