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Altria Group MO

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-10-15T21:17:03.095Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:15:47.436360824Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:17:02.508393+00:00

Share price$73.65
1D-1.1%
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$0.00$3.42$6.84$10.26$13.68$70.93$72.19$73.46$74.72$75.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $73.65OPTION PRICELive MO spot · $73.65MO PRICE$0.14$0.19$0.24$0.28$0.35$0.46$0.57$0.68$0.79$0.90$1.04$1.23$1.54$0.14$0.16$0.22$0.30$0.37$0.45$0.52$0.59$0.67$3.33$6.44$9.56$12.68
PutsExpensive1.62×
CallsCheap0.72×
SkewBearish+24.97 pp
Implied moveBullish±$1.09
TiltBearish61.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.7731.8%1.7%72.6231.7%1.6%
25Δ74.5631.5%1.5%72.9228.3%1.2%
30Δ74.3631.2%1.3%73.1127.8%1.0%
35Δ74.1630.9%1.1%73.2528.4%0.9%
40Δ73.9630.9%0.9%73.4029.1%0.8%
45Δ73.7932.1%0.8%73.5429.7%0.7%
50Δ73.6233.3%0.7%73.6930.3%0.7%
55Δ73.4434.4%0.6%73.8331.0%0.6%
60Δ73.2735.6%0.6%73.9831.6%0.5%
65Δ73.1036.8%0.5%76.6665.8%0.4%
70Δ72.9037.9%0.4%79.79106.0%0.4%
75Δ72.6539.0%0.3%82.91146.1%0.4%
80Δ72.3042.3%0.3%86.04186.3%0.4%

20Δ

Calls
Pseudo strike
74.77
IV
31.8%
B/E move
1.7%
Puts
Pseudo strike
72.62
IV
31.7%
B/E move
1.6%

25Δ

Calls
Pseudo strike
74.56
IV
31.5%
B/E move
1.5%
Puts
Pseudo strike
72.92
IV
28.3%
B/E move
1.2%

30Δ

Calls
Pseudo strike
74.36
IV
31.2%
B/E move
1.3%
Puts
Pseudo strike
73.11
IV
27.8%
B/E move
1.0%

35Δ

Calls
Pseudo strike
74.16
IV
30.9%
B/E move
1.1%
Puts
Pseudo strike
73.25
IV
28.4%
B/E move
0.9%

40Δ

Calls
Pseudo strike
73.96
IV
30.9%
B/E move
0.9%
Puts
Pseudo strike
73.40
IV
29.1%
B/E move
0.8%

45Δ

Calls
Pseudo strike
73.79
IV
32.1%
B/E move
0.8%
Puts
Pseudo strike
73.54
IV
29.7%
B/E move
0.7%

50Δ

Calls
Pseudo strike
73.62
IV
33.3%
B/E move
0.7%
Puts
Pseudo strike
73.69
IV
30.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
73.44
IV
34.4%
B/E move
0.6%
Puts
Pseudo strike
73.83
IV
31.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
73.27
IV
35.6%
B/E move
0.6%
Puts
Pseudo strike
73.98
IV
31.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
73.10
IV
36.8%
B/E move
0.5%
Puts
Pseudo strike
76.66
IV
65.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
72.90
IV
37.9%
B/E move
0.4%
Puts
Pseudo strike
79.79
IV
106.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
72.65
IV
39.0%
B/E move
0.3%
Puts
Pseudo strike
82.91
IV
146.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
72.30
IV
42.3%
B/E move
0.3%
Puts
Pseudo strike
86.04
IV
186.3%
B/E move
0.4%