PM option chain Philip Morris International Inc.
Cboe delayed options data · as of 00:41 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 ±3.2% (181.87–194.01) · ATM IV 25.6% · P/C open interest 0.32
| 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 | |
| 86.70 | 88.70 | 1 | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.2500 | 173.4% | -0.00 | 0.0001 | -0.004 | ||||
| 81.70 | 84.80 | 172.4% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 2.15 | 228.0% | -0.00 | 0.0001 | -0.004 | ||||
| 76.70 | 79.50 | 134.1% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 212.3% | -0.00 | 0.0001 | -0.005 | ||||
| 71.80 | 74.60 | 140.8% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.15 | 197.3% | -0.00 | 0.0001 | -0.005 | ||||
| 66.70 | 69.50 | 110.3% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 2.10 | 181.9% | -0.00 | 0.0002 | -0.006 | ||||
| 61.70 | 65.30 | 141.3% | 1.00 | 0.0002 | 0.000 | 125 | 0 | 2.15 | 168.9% | -0.00 | 0.0002 | -0.007 | ||||
| 56.80 | 59.60 | 106.8% | 1.00 | 0.0003 | -0.002 | 130 | 0 | 2.15 | 155.4% | -0.00 | 0.0003 | -0.009 | ||||
| 51.80 | 54.60 | 96.3% | 1.00 | 0.0004 | -0.004 | 135 | 0 | 2.15 | 142.4% | -0.00 | 0.0004 | -0.010 | ||||
| 46.70 | 49.80 | 1 | 91.0% | 1.00 | 0.0006 | -0.006 | 140 | 0 | 2.15 | 129.6% | -0.00 | 0.0006 | -0.012 | |||
| 41.80 | 44.70 | 81.0% | 0.99 | 0.0008 | -0.009 | 145 | 0 | 2.15 | 20 | 117.2% | -0.01 | 0.0008 | -0.014 | |||
| 36.80 | 39.90 | 1 | 77.5% | 0.99 | 0.0011 | -0.012 | 150 | 0 | 2.15 | 10 | 105.0% | -0.01 | 0.0011 | -0.017 | ||
| 32.00 | 34.70 | 67.6% | 0.99 | 0.0017 | -0.017 | 155 | 0 | 2.15 | 1 | 93.1% | -0.01 | 0.0017 | -0.021 | |||
| 26.80 | 29.60 | 49.1% | 0.99 | 0.0026 | -0.023 | 160 | 0 | 2.15 | 28 | 81.3% | -0.01 | 0.0026 | -0.026 | |||
| 21.70 | 24.60 | 5 | 35.3% | 0.98 | 0.0043 | -0.031 | 165 | 0 | 2.15 | 1 | 69.5% | -0.02 | 0.0043 | -0.034 | ||
| 19.30 | 22.10 | 36.2% | 0.97 | 0.0056 | -0.036 | 167.5 | 0 | 2.15 | 63.6% | -0.03 | 0.0056 | -0.038 | ||||
| 16.90 | 19.60 | 5 | 34.9% | 0.96 | 0.0074 | -0.042 | 170 | 0 | 0.2000 | 1 | 33 | 33.7% | -0.04 | 0.0075 | -0.045 | |
| 14.30 | 17.10 | 27.8% | 0.95 | 0.0101 | -0.051 | 172.5 | 0 | 2.20 | 52.2% | -0.05 | 0.0102 | -0.053 | ||||
| 12.70 | 15.20 | 20 | 41.9% | 0.93 | 0.0141 | -0.062 | 175 | 0 | 2.30 | 176 | 46.9% | -0.07 | 0.0142 | -0.064 | ||
| 10.10 | 12.50 | 33.7% | 0.90 | 0.0200 | -0.077 | 177.5 | 0.0500 | 1.85 | 1 | 37.9% | -0.10 | 0.0202 | -0.079 | |||
| 7.90 | 10.10 | 12 | 30.7% | 0.85 | 0.0284 | -0.100 | 180 | 0.2000 | 0.7500 | 3 | 41 | 25.0% | -0.15 | 0.0287 | -0.102 | |
| 5.20 | 8.40 | 53 | 27.8% | 0.78 | 0.0386 | -0.129 | 182.5 | 0.7000 | 1.10 | 3 | 43 | 24.8% | -0.23 | 0.0390 | -0.131 | |
| 4.30 | 5.60 | 3 | 26.8% | 0.67 | 0.0476 | -0.155 | 185 | 1.25 | 2.00 | 1 | 93 | 25.0% | -0.33 | 0.0481 | -0.157 | |
| 3.00 | 4.20 | 275 | 14 | 27.7% | 0.54 | 0.0527 | -0.169 | 187.5 | 1.55 | 3.40 | 656 | 8 | 23.5% | -0.46 | 0.0533 | -0.171 |
| 1.85 | 2.55 | 312 | 498 | 25.6% | 0.41 | 0.0522 | -0.164 | 190 | 2.55 | 5.00 | 28 | 22.9% | -0.60 | 0.0528 | -0.165 | |
| 1.05 | 1.60 | 533 | 19 | 25.3% | 0.29 | 0.0462 | -0.141 | 192.5 | 4.30 | 6.10 | 1 | 35 | 19.7% | -0.72 | 0.0467 | -0.141 |
| 0.3000 | 1.30 | 29 | 84 | 25.7% | 0.19 | 0.0364 | -0.108 | 195 | 6.70 | 8.50 | 6 | 24.2% | -0.82 | 0.0374 | -0.109 | |
| 0.2000 | 0.5000 | 38 | 179 | 24.2% | 0.11 | 0.0260 | -0.077 | 197.5 | 8.40 | 10.70 | -0.90 | 0.0278 | -0.083 | |||
| 0.2000 | 0.3000 | 46 | 445 | 26.4% | 0.07 | 0.0177 | -0.055 | 200 | 10.80 | 13.00 | -0.94 | 0.0201 | -0.064 | |||
| 0 | 0.9000 | 7 | 35.0% | 0.05 | 0.0123 | -0.043 | 202.5 | 13.20 | 15.50 | -0.97 | 0.0142 | -0.048 | ||||
| 0 | 2.20 | 3 | 202 | 50.4% | 0.04 | 0.0089 | -0.035 | 205 | 15.70 | 18.50 | 26.5% | -0.98 | 0.0096 | -0.038 | ||
| 0 | 2.15 | 54.7% | 0.03 | 0.0067 | -0.030 | 207.5 | 18.20 | 21.00 | 29.5% | -0.99 | 0.0066 | -0.032 | ||||
| 0 | 2.15 | 66 | 59.2% | 0.02 | 0.0051 | -0.026 | 210 | 20.70 | 23.60 | 38.7% | -0.99 | 0.0042 | -0.028 | |||
| 0 | 2.15 | 9 | 63.5% | 0.02 | 0.0040 | -0.022 | 212.5 | 23.20 | 26.00 | 35.4% | -1.00 | 0.0025 | -0.025 | |||
| 0 | 1.15 | 4 | 34.7% | 0.01 | 0.0031 | -0.019 | 215 | 25.70 | 28.50 | 38.3% | -1.00 | 0.0015 | -0.024 | |||
| 0 | 2.15 | 71.9% | 0.01 | 0.0025 | -0.016 | 217.5 | 28.20 | 31.00 | 41.1% | -1.00 | 0.0008 | -0.023 | ||||
| 0 | 2.15 | 34 | 75.9% | 0.01 | 0.0020 | -0.014 | 220 | 30.70 | 33.50 | 43.9% | -1.00 | 0.0004 | -0.023 | |||
| 0 | 2.15 | 83.6% | 0.01 | 0.0014 | -0.011 | 225 | 35.70 | 38.60 | 57.6% | -1.00 | 0.0001 | -0.022 | ||||
| 0 | 2.15 | 91.0% | 0.01 | 0.0010 | -0.010 | 230 | 40.70 | 43.60 | 63.5% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 2.15 | 98.1% | 0.00 | 0.0008 | -0.008 | 235 | 45.70 | 48.20 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 2.15 | 104.9% | 0.00 | 0.0006 | -0.007 | 240 | 50.70 | 53.40 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 2.15 | 111.4% | 0.00 | 0.0005 | -0.006 | 245 | 55.50 | 58.40 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 2.15 | 117.8% | 0.00 | 0.0004 | -0.006 | 250 | 60.70 | 63.40 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 2.15 | 123.9% | 0.00 | 0.0003 | -0.005 | 255 | 65.70 | 68.40 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 2.10 | 129.2% | 0.00 | 0.0003 | -0.005 | 260 | 70.70 | 73.40 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 2.15 | 135.6% | 0.00 | 0.0002 | -0.004 | 265 | 75.60 | 78.20 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 2.15 | 141.2% | 0.00 | 0.0002 | -0.004 | 270 | 80.70 | 83.40 | -1.00 | 0.0000 | -0.022 | |||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs