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 ±6.3% (176.19–199.69) · ATM IV 25.4% · P/C open interest 0.50
| 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 | 90.40 | 112.1% | 0.99 | 0.0005 | -0.011 | 100 | 0 | 2.15 | 133.1% | -0.01 | 0.0005 | -0.025 | ||||
| 81.90 | 85.40 | 103.5% | 0.99 | 0.0005 | -0.012 | 105 | 0 | 2.15 | 124.1% | -0.01 | 0.0006 | -0.026 | ||||
| 77.00 | 80.40 | 97.5% | 0.99 | 0.0006 | -0.014 | 110 | 0 | 2.15 | 115.5% | -0.01 | 0.0008 | -0.027 | ||||
| 72.00 | 75.50 | 91.7% | 0.99 | 0.0008 | -0.015 | 115 | 0 | 2.15 | 107.3% | -0.02 | 0.0009 | -0.028 | ||||
| 67.00 | 70.60 | 86.0% | 0.99 | 0.0009 | -0.017 | 120 | 0 | 2.15 | 99.4% | -0.02 | 0.0011 | -0.029 | ||||
| 62.00 | 65.50 | 76.9% | 0.98 | 0.0011 | -0.018 | 125 | 0 | 2.20 | 92.2% | -0.02 | 0.0013 | -0.031 | ||||
| 57.10 | 60.50 | 71.5% | 0.98 | 0.0013 | -0.020 | 130 | 0 | 2.20 | 51 | 84.7% | -0.02 | 0.0016 | -0.032 | |||
| 52.10 | 55.60 | 66.1% | 0.98 | 0.0016 | -0.022 | 135 | 0 | 2.25 | 77.9% | -0.03 | 0.0019 | -0.033 | ||||
| 47.20 | 50.80 | 63.3% | 0.97 | 0.0020 | -0.024 | 140 | 0 | 2.30 | 71.2% | -0.03 | 0.0023 | -0.035 | ||||
| 42.20 | 45.70 | 55.6% | 0.97 | 0.0025 | -0.026 | 145 | 0 | 2.35 | 64.7% | -0.04 | 0.0029 | -0.036 | ||||
| 37.30 | 40.80 | 51.1% | 0.96 | 0.0032 | -0.028 | 150 | 0 | 2.40 | 58.2% | -0.04 | 0.0037 | -0.038 | ||||
| 32.40 | 36.00 | 47.3% | 0.96 | 0.0042 | -0.031 | 155 | 0 | 2.50 | 52.1% | -0.05 | 0.0049 | -0.041 | ||||
| 27.50 | 30.60 | 38.7% | 0.94 | 0.0056 | -0.034 | 160 | 0 | 2.60 | 1 | 45.9% | -0.07 | 0.0065 | -0.044 | |||
| 22.70 | 25.40 | 32.6% | 0.93 | 0.0078 | -0.038 | 165 | 0 | 2.75 | 47 | 39.9% | -0.09 | 0.0090 | -0.048 | |||
| 17.90 | 20.70 | 29.6% | 0.90 | 0.0112 | -0.046 | 170 | 0 | 2.00 | 11 | 2 | 29.8% | -0.13 | 0.0128 | -0.055 | ||
| 13.80 | 17.00 | 31.9% | 0.84 | 0.0165 | -0.059 | 175 | 0.3000 | 2.80 | 42 | 10 | 27.3% | -0.19 | 0.0183 | -0.068 | ||
| 9.80 | 12.70 | 29.1% | 0.74 | 0.0226 | -0.077 | 180 | 1.30 | 4.00 | 45 | 35 | 26.1% | -0.30 | 0.0240 | -0.083 | ||
| 6.40 | 9.00 | 3 | 2 | 27.4% | 0.62 | 0.0272 | -0.090 | 185 | 3.80 | 5.90 | 13 | 27.5% | -0.43 | 0.0277 | -0.092 | |
| 3.70 | 6.60 | 13 | 30 | 27.4% | 0.48 | 0.0288 | -0.093 | 190 | 5.60 | 7.60 | 4 | 23.4% | -0.57 | 0.0282 | -0.091 | |
| 2.65 | 3.30 | 25 | 5 | 26.0% | 0.34 | 0.0267 | -0.085 | 195 | 9.20 | 11.20 | 1 | 24.6% | -0.70 | 0.0252 | -0.079 | |
| 1.40 | 2.00 | 44 | 5 | 26.0% | 0.22 | 0.0216 | -0.069 | 200 | 12.20 | 15.80 | 2 | 23.7% | -0.80 | 0.0199 | -0.062 | |
| 0 | 2.55 | 42 | 234 | 29.0% | 0.15 | 0.0160 | -0.055 | 205 | 17.00 | 20.00 | 24.8% | -0.87 | 0.0144 | -0.047 | ||
| 0 | 2.65 | 54 | 34.6% | 0.10 | 0.0116 | -0.045 | 210 | 21.80 | 24.60 | 25.8% | -0.91 | 0.0104 | -0.038 | |||
| 0 | 1.05 | 31.1% | 0.08 | 0.0087 | -0.041 | 215 | 26.30 | 29.40 | 21.0% | -0.93 | 0.0078 | -0.033 | ||||
| 0 | 2.35 | 42.8% | 0.06 | 0.0068 | -0.038 | 220 | 31.10 | 34.30 | -0.94 | 0.0062 | -0.031 | |||||
| 0 | 2.00 | 45.3% | 0.06 | 0.0056 | -0.037 | 225 | 35.80 | 39.30 | -0.95 | 0.0051 | -0.029 | |||||
| 0 | 2.25 | 50.7% | 0.05 | 0.0046 | -0.036 | 230 | 40.70 | 44.20 | -0.96 | 0.0043 | -0.028 | |||||
| 0 | 2.25 | 54.6% | 0.04 | 0.0040 | -0.035 | 235 | 45.70 | 49.20 | -0.96 | 0.0037 | -0.026 | |||||
| 0 | 2.20 | 58.1% | 0.04 | 0.0034 | -0.034 | 240 | 50.60 | 54.10 | -0.96 | 0.0032 | -0.025 | |||||
| 0 | 2.20 | 61.8% | 0.04 | 0.0030 | -0.033 | 245 | 55.60 | 59.10 | -0.97 | 0.0028 | -0.024 | |||||
| 0 | 2.20 | 65.3% | 0.03 | 0.0027 | -0.033 | 250 | 60.60 | 64.10 | -0.97 | 0.0025 | -0.023 | |||||
| 0 | 2.20 | 68.7% | 0.03 | 0.0024 | -0.032 | 255 | 65.50 | 69.10 | -0.97 | 0.0022 | -0.022 | |||||
| 0 | 2.20 | 71.9% | 0.03 | 0.0021 | -0.032 | 260 | 70.50 | 74.00 | -0.97 | 0.0020 | -0.021 | |||||
| 0 | 2.15 | 74.8% | 0.03 | 0.0019 | -0.031 | 265 | 75.50 | 79.00 | -0.97 | 0.0018 | -0.020 | |||||
| 0 | 2.15 | 77.8% | 0.02 | 0.0018 | -0.030 | 270 | 80.50 | 84.00 | -0.98 | 0.0017 | -0.019 | |||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs