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Altria Group, Inc. MO

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-11-07T07:11:33.486Z

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

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T07:11:31.687763+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$2.32$3.41$4.50$71.09$73.88$76.67$79.46$82.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MO spot · $76.60MO PRICE$0.25$0.33$0.40$0.49$0.57$0.67$0.78$0.90$1.01$1.13$1.24$1.36$1.47$0.35$0.47$0.61$0.76$0.92$1.11$1.31$1.55$1.90$2.29$2.91$3.54$4.19
PutsCheap0.80×
CallsCheap0.44×
SkewBearish+14.78 pp
Implied moveBearish±$2.09
TiltBearish34.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.6522.9%3.0%74.1930.6%3.6%
25Δ78.2122.4%2.5%74.6531.1%3.2%
30Δ77.8321.8%2.1%75.0931.5%2.8%
35Δ77.5221.2%1.8%75.5131.7%2.4%
40Δ77.2120.6%1.6%75.9231.9%2.1%
45Δ76.9220.1%1.3%76.3232.1%1.8%
50Δ76.6819.8%1.1%76.7132.2%1.6%
55Δ76.4419.5%1.0%77.1332.8%1.3%
60Δ76.2019.2%0.8%77.6134.3%1.2%
65Δ75.9618.7%0.6%78.1336.2%1.0%
70Δ75.7717.6%0.5%78.8339.6%0.9%
75Δ75.5816.5%0.4%79.5941.6%0.7%
80Δ75.3915.4%0.3%80.3842.4%0.5%

20Δ

Calls
Pseudo strike
78.65
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
74.19
IV
30.6%
B/E move
3.6%

25Δ

Calls
Pseudo strike
78.21
IV
22.4%
B/E move
2.5%
Puts
Pseudo strike
74.65
IV
31.1%
B/E move
3.2%

30Δ

Calls
Pseudo strike
77.83
IV
21.8%
B/E move
2.1%
Puts
Pseudo strike
75.09
IV
31.5%
B/E move
2.8%

35Δ

Calls
Pseudo strike
77.52
IV
21.2%
B/E move
1.8%
Puts
Pseudo strike
75.51
IV
31.7%
B/E move
2.4%

40Δ

Calls
Pseudo strike
77.21
IV
20.6%
B/E move
1.6%
Puts
Pseudo strike
75.92
IV
31.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
76.92
IV
20.1%
B/E move
1.3%
Puts
Pseudo strike
76.32
IV
32.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
76.68
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
76.71
IV
32.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
76.44
IV
19.5%
B/E move
1.0%
Puts
Pseudo strike
77.13
IV
32.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
76.20
IV
19.2%
B/E move
0.8%
Puts
Pseudo strike
77.61
IV
34.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
75.96
IV
18.7%
B/E move
0.6%
Puts
Pseudo strike
78.13
IV
36.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
75.77
IV
17.6%
B/E move
0.5%
Puts
Pseudo strike
78.83
IV
39.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
75.58
IV
16.5%
B/E move
0.4%
Puts
Pseudo strike
79.59
IV
41.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
75.39
IV
15.4%
B/E move
0.3%
Puts
Pseudo strike
80.38
IV
42.4%
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%