PM option chain Philip Morris International Inc.
Cboe delayed options data · as of 18:42 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 ±9.2% (183.94–221.04) · ATM IV 28.0% · P/C open interest 1.07
| 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 | |
| 96.50 | 99.70 | 1.00 | 0.0001 | 0.000 | 105 | 0 | 1.25 | 11 | 88.0% | -0.00 | 0.0001 | -0.002 | ||||
| 91.50 | 94.70 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.4500 | 9 | 70.4% | -0.00 | 0.0001 | -0.002 | ||||
| 86.60 | 89.60 | 1.00 | 0.0002 | 0.000 | 115 | 0 | 0.6000 | 33 | 68.6% | -0.00 | 0.0002 | -0.003 | ||||
| 81.60 | 85.10 | 45.5% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.4000 | 305 | 60.4% | -0.00 | 0.0002 | -0.003 | |||
| 76.70 | 79.70 | 1.00 | 0.0003 | 0.000 | 125 | 0 | 0.7000 | 20 | 72 | 61.1% | -0.00 | 0.0003 | -0.004 | |||
| 71.70 | 74.80 | 1 | 0.99 | 0.0004 | 0.000 | 130 | 0 | 0.2500 | 213 | 48.9% | -0.01 | 0.0004 | -0.005 | |||
| 66.80 | 69.80 | 27 | 0.99 | 0.0006 | 0.000 | 135 | 0 | 0.4500 | 163 | 49.1% | -0.01 | 0.0006 | -0.006 | |||
| 61.80 | 64.90 | 10 | 0.99 | 0.0008 | 0.000 | 140 | 0 | 0.3000 | 300 | 42.7% | -0.01 | 0.0008 | -0.007 | |||
| 56.90 | 60.10 | 26 | 0.99 | 0.0010 | -0.001 | 145 | 0 | 0.3000 | 371 | 39.1% | -0.01 | 0.0011 | -0.009 | |||
| 52.10 | 55.10 | 36 | 29.3% | 0.98 | 0.0014 | -0.004 | 150 | 0.0500 | 0.4000 | 946 | 37.9% | -0.02 | 0.0015 | -0.011 | ||
| 47.40 | 50.20 | 19 | 33.6% | 0.97 | 0.0020 | -0.008 | 155 | 0.1000 | 0.5000 | 1,099 | 36.0% | -0.03 | 0.0020 | -0.014 | ||
| 42.60 | 45.40 | 142 | 33.4% | 0.96 | 0.0028 | -0.013 | 160 | 0.3000 | 0.4500 | 8 | 625 | 33.8% | -0.04 | 0.0028 | -0.018 | |
| 37.80 | 40.60 | 66 | 32.1% | 0.95 | 0.0038 | -0.019 | 165 | 0.4500 | 0.7000 | 450 | 32.9% | -0.05 | 0.0039 | -0.024 | ||
| 33.20 | 35.60 | 84 | 30.1% | 0.93 | 0.0052 | -0.026 | 170 | 0.8500 | 1.05 | 681 | 32.7% | -0.07 | 0.0053 | -0.030 | ||
| 29.70 | 31.00 | 1 | 312 | 33.1% | 0.90 | 0.0069 | -0.034 | 175 | 1.25 | 1.45 | 9 | 1,961 | 31.5% | -0.10 | 0.0070 | -0.038 |
| 25.40 | 26.60 | 364 | 32.0% | 0.86 | 0.0090 | -0.043 | 180 | 1.80 | 1.95 | 4 | 1,035 | 30.2% | -0.14 | 0.0091 | -0.047 | |
| 20.50 | 22.50 | 8 | 358 | 29.3% | 0.81 | 0.0112 | -0.053 | 185 | 2.60 | 2.85 | 3 | 840 | 29.5% | -0.20 | 0.0113 | -0.056 |
| 16.80 | 18.50 | 3 | 416 | 28.7% | 0.75 | 0.0134 | -0.061 | 190 | 3.70 | 4.00 | 2 | 1,621 | 28.8% | -0.26 | 0.0137 | -0.064 |
| 13.70 | 14.80 | 2,078 | 28.4% | 0.67 | 0.0154 | -0.068 | 195 | 5.10 | 5.50 | 291 | 28.1% | -0.33 | 0.0158 | -0.071 | ||
| 11.10 | 11.40 | 13 | 2,644 | 28.1% | 0.59 | 0.0169 | -0.073 | 200 | 7.10 | 7.50 | 16 | 146 | 27.9% | -0.42 | 0.0174 | -0.075 |
| 6.30 | 6.70 | 1 | 1,471 | 27.6% | 0.42 | 0.0173 | -0.072 | 210 | 12.30 | 12.80 | 24 | 22 | 27.2% | -0.59 | 0.0180 | -0.075 |
| 3.30 | 3.60 | 76 | 1,350 | 27.4% | 0.27 | 0.0146 | -0.061 | 220 | 19.20 | 21.20 | 29.2% | -0.75 | 0.0157 | -0.064 | ||
| 1.65 | 1.95 | 7 | 782 | 27.9% | 0.16 | 0.0105 | -0.045 | 230 | 27.40 | 30.00 | 1 | 30.4% | -0.88 | 0.0120 | -0.048 | |
| 0.7500 | 1.00 | 14 | 495 | 28.2% | 0.09 | 0.0068 | -0.029 | 240 | 36.60 | 39.30 | 10 | 31.9% | -0.96 | 0.0084 | -0.032 | |
| 0.3500 | 0.5000 | 2 | 90 | 28.7% | 0.05 | 0.0041 | -0.019 | 250 | 46.30 | 49.20 | 35.3% | -1.00 | 0.0008 | -0.025 | ||
| 0.0500 | 0.4000 | 24 | 29.7% | 0.03 | 0.0025 | -0.012 | 260 | 56.20 | 59.20 | 39.6% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.5500 | 14 | 34.6% | 0.02 | 0.0016 | -0.009 | 270 | 66.20 | 69.20 | 44.3% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.6500 | 39 | 39.2% | 0.01 | 0.0011 | -0.007 | 280 | 75.90 | 79.20 | 45.5% | -1.00 | 0.0000 | -0.025 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs