MOAltria Group, Inc.
Options Analysis Report•CIGARETTES
Market Cap $107.2B|NYSE
● 2026-04-17$64.17
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +11.3%YTD +12.0%7D -4.8%
Options Vol
10,242
30D
Implied Move
±8.2%
IV Rank
64%
MO Options Overview
IV is low. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 10.2% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.39x — IV premium over HV
Sector Relative≤50%
Sector percentile 15% — below sector median
Term Structure
<1.1xFront/Back 0.97x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 26.1% — normal range
Spread-Adjusted Value
<80%Effective IV 49.8% (ATM 26.1% + spread 11.8% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 17.97% (spread 11.83% + slippage 6.14%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.68 (vega 0.800 / spread 11.83%) — spread drag
Sentiment
Bullish or bearish?
5.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: +0%, Raw: -5%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +0% (neutral) — Raw: -5%
OI Skew Magnitude
≥15%|OI skew| 8.4% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +4.3%, OI skew +8.4% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 26%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +14%, ATM: -23%, OTM: +12% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 69% — bearish vs sector
Activity
Unusual activity?
3.2
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 3.3% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +5.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 31% — below sector avg
Trade Quality
≥30%Large trade volume 17% — mixed
Execution Urgency
≥60%Aggressive execution 50% — patient
Flow Conviction
≥30Conviction +0 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 11.8% — wide
Adequate OI
≥10,000OI 312,950 — deep
Active Volume
≥500Volume 10,242/day — active
Reasonable Cost
≤$0.50$0.59 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 20% — much tighter than sector
Order Book Depth
≥100 contractsDepth 303.79999999999995 contracts (bid:154.2 ask:149.6) — adequate
Execution Quality
<1.0%Avg slippage 6.14% — poor
Timing
Is now a good time?
7.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -3.4% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 10% — buyer opportunity
Event Detection
≥10pts kinkIV kink -3.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 6.68 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: Earnings in 13d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +0% @ 50% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 47 (ITM 20% + inst 17%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.6
bullishIV fair, mixed flow
Long Puts5.3
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, mixed flow
Covered Call4.9
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.