PM option chain Philip Morris International Inc.
Cboe delayed options data · as of 18:41 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±2.0% (184.18–191.72) · ATM IV 32.0% · P/C open interest 0.52
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 86.20 | 89.70 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.1000 | 328.9% | 0.00 | 0.0000 | 0.000 | |||||
| 81.50 | 84.60 | 323.2% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.15 | 1 | 481.1% | 0.00 | 0.0000 | 0.000 | |||
| 76.70 | 80.20 | 384.9% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.15 | 448.1% | 0.00 | 0.0000 | 0.000 | ||||
| 71.90 | 75.20 | 368.6% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.15 | 416.4% | 0.00 | 0.0000 | 0.000 | ||||
| 66.90 | 69.50 | 291.5% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.15 | 385.8% | 0.00 | 0.0000 | 0.000 | ||||
| 61.50 | 65.10 | 283.6% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.15 | 356.4% | 0.00 | 0.0000 | -0.000 | ||||
| 56.50 | 59.90 | 244.2% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.15 | 327.9% | 0.00 | 0.0000 | -0.000 | ||||
| 51.50 | 55.20 | 242.0% | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 300.3% | 0.00 | 0.0000 | -0.000 | ||||
| 46.60 | 50.10 | 218.8% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 1 | 273.4% | -0.00 | 0.0000 | -0.000 | |||
| 41.70 | 45.10 | 201.1% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 2.15 | 247.2% | -0.00 | 0.0000 | -0.001 | ||||
| 36.40 | 39.80 | 142.9% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 2.15 | 221.5% | -0.00 | 0.0001 | -0.001 | ||||
| 31.90 | 34.40 | 1 | 131.9% | 1.00 | 0.0002 | 0.000 | 155 | 0 | 2.15 | 196.2% | -0.00 | 0.0002 | -0.002 | |||
| 26.70 | 30.10 | 135.3% | 1.00 | 0.0004 | 0.000 | 160 | 0 | 0.1000 | 24 | 96.0% | -0.00 | 0.0004 | -0.003 | |||
| 21.50 | 24.40 | 5 | 1.00 | 0.0009 | -0.004 | 165 | 0 | 2.15 | 13 | 146.4% | -0.00 | 0.0009 | -0.006 | |||
| 19.40 | 21.90 | 1 | 84.8% | 1.00 | 0.0014 | -0.007 | 167.5 | 0 | 2.15 | 134.0% | -0.00 | 0.0014 | -0.010 | |||
| 16.90 | 19.40 | 5 | 75.5% | 0.99 | 0.0023 | -0.013 | 170 | 0 | 0.9500 | 1 | 49 | 97.0% | -0.01 | 0.0023 | -0.015 | |
| 14.20 | 16.50 | 0.99 | 0.0039 | -0.022 | 172.5 | 0 | 2.15 | 2 | 108.9% | -0.01 | 0.0039 | -0.024 | ||||
| 12.20 | 14.40 | 66.4% | 0.98 | 0.0068 | -0.037 | 175 | 0 | 0.1000 | 1 | 45 | 43.1% | -0.02 | 0.0068 | -0.038 | ||
| 9.70 | 11.90 | 56.0% | 0.97 | 0.0121 | -0.064 | 177.5 | 0 | 1.00 | 21 | 64.8% | -0.03 | 0.0121 | -0.065 | |||
| 7.20 | 9.10 | 4 | 7 | 38.0% | 0.94 | 0.0222 | -0.113 | 180 | 0 | 0.3000 | 23 | 70 | 38.7% | -0.06 | 0.0223 | -0.114 |
| 4.90 | 7.20 | 1 | 42.3% | 0.88 | 0.0413 | -0.199 | 182.5 | 0 | 0.5500 | 19 | 127 | 34.9% | -0.12 | 0.0415 | -0.200 | |
| 3.00 | 5.00 | 17 | 39.2% | 0.77 | 0.0721 | -0.339 | 185 | 0.2000 | 0.5500 | 23 | 140 | 25.1% | -0.24 | 0.0728 | -0.342 | |
| 1.45 | 3.60 | 13 | 29 | 40.5% | 0.55 | 0.0970 | -0.462 | 187.5 | 0.7000 | 1.80 | 21 | 101 | 23.5% | -0.45 | 0.0987 | -0.470 |
| 0.2000 | 2.25 | 11 | 181 | 27.0% | 0.32 | 0.0861 | -0.411 | 190 | 2.10 | 3.70 | 3 | 81 | 30.4% | -0.69 | 0.0876 | -0.423 |
| 0.1000 | 2.00 | 9 | 373 | 48.3% | 0.16 | 0.0554 | -0.258 | 192.5 | 3.70 | 6.40 | 102 | 35.9% | -0.85 | 0.0559 | -0.257 | |
| 0.1000 | 0.3500 | 20 | 227 | 36.9% | 0.08 | 0.0305 | -0.137 | 195 | 6.10 | 8.00 | 63 | -0.93 | 0.0306 | -0.127 | ||
| 0 | 0.1000 | 13 | 125 | 34.3% | 0.04 | 0.0166 | -0.076 | 197.5 | 8.20 | 10.40 | -0.97 | 0.0163 | -0.068 | |||
| 0 | 0.0500 | 3 | 313 | 37.5% | 0.03 | 0.0102 | -0.052 | 200 | 10.70 | 12.90 | -0.98 | 0.0096 | -0.049 | |||
| 0 | 2.15 | 141 | 96.0% | 0.02 | 0.0070 | -0.043 | 202.5 | 13.40 | 15.40 | -0.99 | 0.0064 | -0.043 | ||||
| 0 | 0.0500 | 17 | 50.2% | 0.02 | 0.0051 | -0.036 | 205 | 15.50 | 18.70 | 44.9% | -0.99 | 0.0046 | -0.038 | |||
| 0 | 2.15 | 13 | 116.1% | 0.01 | 0.0038 | -0.031 | 207.5 | 18.20 | 20.70 | -0.99 | 0.0033 | -0.035 | ||||
| 0 | 0.0500 | 76 | 38 | 62.2% | 0.01 | 0.0029 | -0.025 | 210 | 20.70 | 23.40 | -0.99 | 0.0024 | -0.032 | |||
| 0 | 2.10 | 8 | 133.9% | 0.01 | 0.0021 | -0.020 | 212.5 | 23.20 | 25.70 | -1.00 | 0.0016 | -0.029 | ||||
| 0 | 0.0500 | 11 | 73.6% | 0.01 | 0.0015 | -0.015 | 215 | 25.40 | 28.60 | -1.00 | 0.0011 | -0.027 | ||||
| 0 | 2.15 | 152.4% | 0.00 | 0.0011 | -0.010 | 217.5 | 28.20 | 31.00 | 70.8% | -1.00 | 0.0006 | -0.025 | ||||
| 0 | 2.15 | 17 | 160.9% | 0.00 | 0.0007 | -0.006 | 220 | 30.50 | 33.60 | -1.00 | 0.0003 | -0.024 | ||||
| 0 | 0.0500 | 62 | 95.1% | 0.00 | 0.0002 | -0.002 | 225 | 35.50 | 38.60 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.15 | 7 | 192.8% | 0.00 | 0.0001 | -0.001 | 230 | 40.40 | 43.60 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.15 | 3 | 207.7% | 0.00 | 0.0000 | -0.000 | 235 | 45.50 | 48.60 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.15 | 222.1% | 0.00 | 0.0000 | -0.000 | 240 | 50.50 | 53.60 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 1.05 | 2 | 133.9% | 0.00 | 0.0000 | -0.000 | 245 | 55.50 | 58.60 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.15 | 249.3% | 0.00 | 0.0000 | -0.000 | 250 | 60.40 | 63.60 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 2.15 | 262.2% | 0.00 | 0.0000 | -0.000 | 255 | 65.50 | 68.60 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 2.15 | 274.7% | 0.00 | 0.0000 | 0.000 | 260 | 70.40 | 73.60 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 2.15 | 286.9% | 0.00 | 0.0000 | 0.000 | 265 | 75.40 | 78.60 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 2.15 | 1 | 298.7% | 0.00 | 0.0000 | 0.000 | 270 | 80.40 | 83.60 | -1.00 | 0.0000 | -0.023 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs