PM option chain Philip Morris International Inc.
Cboe delayed options data · as of 06:37 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 ±4.8% (178.95–196.95) · ATM IV 23.4% · P/C open interest 0.38
| 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 | |
| 86.90 | 89.70 | 100.9% | 0.99 | 0.0003 | -0.004 | 100 | 0 | 2.15 | 153.3% | -0.01 | 0.0003 | -0.014 | ||||
| 81.70 | 85.30 | 111.3% | 0.99 | 0.0004 | -0.006 | 105 | 0 | 2.15 | 143.1% | -0.01 | 0.0004 | -0.015 | ||||
| 76.90 | 79.70 | 81.3% | 0.99 | 0.0004 | -0.007 | 110 | 0 | 2.15 | 133.2% | -0.01 | 0.0004 | -0.016 | ||||
| 71.90 | 75.50 | 103.9% | 0.99 | 0.0005 | -0.009 | 115 | 0 | 2.15 | 123.8% | -0.01 | 0.0005 | -0.017 | ||||
| 66.90 | 70.40 | 93.3% | 0.99 | 0.0006 | -0.010 | 120 | 0 | 2.15 | 114.8% | -0.01 | 0.0006 | -0.018 | ||||
| 61.90 | 65.40 | 85.3% | 0.99 | 0.0008 | -0.012 | 125 | 0 | 2.15 | 106.1% | -0.01 | 0.0008 | -0.019 | ||||
| 57.00 | 59.80 | 63.0% | 0.99 | 0.0010 | -0.014 | 130 | 0 | 2.15 | 97.7% | -0.01 | 0.0010 | -0.020 | ||||
| 52.00 | 54.80 | 55.7% | 0.99 | 0.0012 | -0.016 | 135 | 0 | 2.15 | 89.5% | -0.01 | 0.0012 | -0.022 | ||||
| 47.00 | 49.80 | 48.5% | 0.98 | 0.0016 | -0.018 | 140 | 0 | 2.00 | 80.2% | -0.02 | 0.0016 | -0.024 | ||||
| 42.00 | 45.60 | 60.7% | 0.98 | 0.0020 | -0.021 | 145 | 0 | 2.15 | 73.8% | -0.02 | 0.0020 | -0.026 | ||||
| 37.10 | 40.50 | 53.7% | 0.97 | 0.0026 | -0.024 | 150 | 0 | 2.20 | 20 | 66.5% | -0.03 | 0.0026 | -0.028 | |||
| 32.10 | 34.90 | 37.1% | 0.97 | 0.0035 | -0.027 | 155 | 0 | 2.20 | 59.0% | -0.03 | 0.0036 | -0.031 | ||||
| 27.20 | 30.10 | 36.6% | 0.96 | 0.0049 | -0.032 | 160 | 0 | 2.30 | 2 | 52.2% | -0.04 | 0.0050 | -0.035 | |||
| 22.30 | 25.60 | 1 | 36.5% | 0.94 | 0.0071 | -0.037 | 165 | 0 | 1.10 | 14 | 36.9% | -0.06 | 0.0072 | -0.040 | ||
| 17.50 | 20.30 | 29.0% | 0.91 | 0.0107 | -0.046 | 170 | 0.1500 | 0.7000 | 126 | 28.5% | -0.09 | 0.0108 | -0.049 | |||
| 13.50 | 15.80 | 30.2% | 0.86 | 0.0167 | -0.062 | 175 | 0.1000 | 1.20 | 2 | 70 | 24.8% | -0.14 | 0.0168 | -0.064 | ||
| 9.40 | 12.40 | 6 | 30.9% | 0.76 | 0.0243 | -0.085 | 180 | 0.3000 | 2.95 | 16 | 77 | 25.4% | -0.24 | 0.0246 | -0.086 | |
| 6.50 | 7.40 | 6 | 26.8% | 0.62 | 0.0304 | -0.103 | 185 | 1.90 | 5.30 | 2 | 11 | 27.4% | -0.38 | 0.0309 | -0.105 | |
| 3.10 | 5.10 | 17 | 147 | 25.5% | 0.46 | 0.0324 | -0.106 | 190 | 3.60 | 6.20 | 2 | 20 | 21.4% | -0.54 | 0.0330 | -0.108 |
| 2.10 | 2.80 | 1 | 44 | 26.3% | 0.31 | 0.0292 | -0.093 | 195 | 8.30 | 9.50 | 10 | 25.5% | -0.70 | 0.0300 | -0.095 | |
| 0.6500 | 1.50 | 15 | 116 | 24.6% | 0.19 | 0.0222 | -0.070 | 200 | 11.40 | 13.80 | 23.4% | -0.83 | 0.0232 | -0.072 | ||
| 0.4000 | 1.50 | 22 | 578 | 29.7% | 0.11 | 0.0150 | -0.050 | 205 | 15.90 | 18.70 | 25.9% | -0.91 | 0.0165 | -0.052 | ||
| 0.2000 | 0.6500 | 5 | 17 | 28.8% | 0.07 | 0.0101 | -0.039 | 210 | 20.70 | 23.50 | 26.9% | -0.95 | 0.0122 | -0.046 | ||
| 0 | 2.35 | 4 | 43.1% | 0.05 | 0.0073 | -0.034 | 215 | 25.70 | 28.40 | 28.0% | -0.97 | 0.0089 | -0.042 | |||
| 0 | 2.30 | 1 | 48.0% | 0.04 | 0.0056 | -0.032 | 220 | 29.90 | 33.60 | -0.98 | 0.0067 | -0.039 | ||||
| 0 | 2.25 | 52.6% | 0.04 | 0.0045 | -0.031 | 225 | 35.70 | 38.40 | 35.6% | -0.98 | 0.0053 | -0.036 | ||||
| 0 | 0.5000 | 3 | 3 | 42.1% | 0.03 | 0.0037 | -0.030 | 230 | 39.90 | 43.40 | -0.99 | 0.0043 | -0.035 | |||
| 0 | 2.20 | 61.4% | 0.03 | 0.0031 | -0.029 | 235 | 45.00 | 48.40 | -0.99 | 0.0033 | -0.032 | |||||
| 0 | 2.20 | 65.6% | 0.03 | 0.0026 | -0.028 | 240 | 50.60 | 53.40 | -0.99 | 0.0026 | -0.030 | |||||
| 0 | 2.20 | 69.8% | 0.02 | 0.0023 | -0.027 | 245 | 55.60 | 58.40 | -0.99 | 0.0020 | -0.027 | |||||
| 0 | 2.20 | 73.7% | 0.02 | 0.0020 | -0.026 | 250 | 59.90 | 63.40 | -0.99 | 0.0016 | -0.025 | |||||
| 0 | 2.15 | 77.2% | 0.02 | 0.0018 | -0.025 | 255 | 65.60 | 68.40 | -1.00 | 0.0013 | -0.024 | |||||
| 0 | 2.15 | 80.9% | 0.02 | 0.0016 | -0.025 | 260 | 69.90 | 73.40 | -1.00 | 0.0010 | -0.022 | |||||
| 0 | 2.15 | 84.5% | 0.02 | 0.0014 | -0.024 | 265 | 75.60 | 78.40 | -1.00 | 0.0008 | -0.020 | |||||
| 0 | 2.15 | 88.0% | 0.02 | 0.0013 | -0.024 | 270 | 80.60 | 83.40 | -1.00 | 0.0007 | -0.020 | |||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs