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Altria Group MO

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-10-16T00:19:55.978Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:18:31.700789202Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:55.151357+00:00

Share price$73.83
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$0.37$2.89$5.42$7.94$10.47$64.62$68.80$72.97$77.15$81.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MO spot · $73.83MO PRICE$0.64$0.86$1.09$1.37$1.64$1.92$2.30$2.68$3.07$3.51$3.98$4.45$5.39$0.75$0.99$1.27$1.56$1.88$2.26$2.64$3.04$3.53$4.02$4.67$7.21$9.74
PutsExpensive1.13×
CallsFair1.03×
SkewBearish+2.50 pp
Implied moveBearish±$4.94
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.5125.1%8.6%69.0627.6%7.5%
25Δ78.5525.4%7.6%70.2227.1%6.2%
30Δ77.5825.7%6.6%71.0927.0%5.4%
35Δ76.7525.7%5.8%71.9626.9%4.6%
40Δ75.9425.6%5.1%72.8026.8%3.9%
45Δ75.1225.6%4.4%73.5926.8%3.4%
50Δ74.3525.6%3.8%74.3726.7%2.8%
55Δ73.6025.7%3.3%75.1626.5%2.3%
60Δ72.8425.8%2.8%75.9626.2%1.9%
65Δ72.0925.5%2.4%76.7625.9%1.5%
70Δ71.3224.9%2.0%77.7026.1%1.1%
75Δ70.5624.4%1.6%80.3631.8%0.9%
80Δ69.3825.4%1.3%83.0337.4%0.7%

20Δ

Calls
Pseudo strike
79.51
IV
25.1%
B/E move
8.6%
Puts
Pseudo strike
69.06
IV
27.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
78.55
IV
25.4%
B/E move
7.6%
Puts
Pseudo strike
70.22
IV
27.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
77.58
IV
25.7%
B/E move
6.6%
Puts
Pseudo strike
71.09
IV
27.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
76.75
IV
25.7%
B/E move
5.8%
Puts
Pseudo strike
71.96
IV
26.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
75.94
IV
25.6%
B/E move
5.1%
Puts
Pseudo strike
72.80
IV
26.8%
B/E move
3.9%

45Δ

Calls
Pseudo strike
75.12
IV
25.6%
B/E move
4.4%
Puts
Pseudo strike
73.59
IV
26.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
74.35
IV
25.6%
B/E move
3.8%
Puts
Pseudo strike
74.37
IV
26.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
73.60
IV
25.7%
B/E move
3.3%
Puts
Pseudo strike
75.16
IV
26.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
72.84
IV
25.8%
B/E move
2.8%
Puts
Pseudo strike
75.96
IV
26.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
72.09
IV
25.5%
B/E move
2.4%
Puts
Pseudo strike
76.76
IV
25.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
71.32
IV
24.9%
B/E move
2.0%
Puts
Pseudo strike
77.70
IV
26.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
70.56
IV
24.4%
B/E move
1.6%
Puts
Pseudo strike
80.36
IV
31.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
69.38
IV
25.4%
B/E move
1.3%
Puts
Pseudo strike
83.03
IV
37.4%
B/E move
0.7%