PM option chain Philip Morris International Inc.

Expiration Cboe delayed options data · as of 00:37 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 ±14.3% (161.15–214.75) · ATM IV 29.2% · P/C open interest 0.87

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
91.90	95.50			67.6%	1.00	0.0002	0.000	95	0	2.20		110	67.9%	-0.01	0.0005	-0.006
87.00	90.40		45	62.5%	1.00	0.0003	0.000	100	0.1000	0.3500		204	48.4%	-0.01	0.0006	-0.007
81.90	85.50		28	57.6%	0.99	0.0004	0.000	105	0	2.30		1,347	59.8%	-0.02	0.0007	-0.007
77.00	79.90		133	47.3%	0.99	0.0006	0.000	110	0.1500	0.6000		330	45.2%	-0.02	0.0009	-0.008
72.50	75.40		208	52.2%	0.99	0.0009	0.000	115	0.0500	0.9000		214	43.6%	-0.02	0.0011	-0.010
67.20	70.00		91	42.6%	0.98	0.0012	0.000	120	0.3500	0.7000		536	41.0%	-0.03	0.0014	-0.011
62.20	64.90		641	37.6%	0.98	0.0016	0.000	125	0.5000	1.05		404	40.7%	-0.04	0.0018	-0.013
57.40	60.20		316	37.9%	0.97	0.0021	0.000	130	0.4000	1.45	1	705	38.8%	-0.04	0.0022	-0.015
52.60	55.40		296	36.4%	0.95	0.0026	-0.001	135	0.8500	1.35		560	36.9%	-0.06	0.0028	-0.017
48.00	50.80		196	35.9%	0.94	0.0033	-0.005	140	1.15	1.85		547	36.3%	-0.07	0.0034	-0.020
43.60	46.20		256	35.3%	0.92	0.0040	-0.010	145	1.10	1.90	4	1,780	32.9%	-0.09	0.0042	-0.023
39.00	41.80	26	2,031	34.1%	0.90	0.0049	-0.015	150	1.50	3.10		1,149	33.5%	-0.12	0.0052	-0.026
35.00	37.70	3	118	34.2%	0.87	0.0060	-0.020	155	2.70	3.20		861	32.6%	-0.14	0.0062	-0.030
30.70	33.40	3	380	32.8%	0.83	0.0071	-0.025	160	3.40	4.10	21	1,120	31.6%	-0.18	0.0073	-0.034
26.80	29.40	10	524	32.0%	0.79	0.0083	-0.030	165	4.40	5.10		1,063	30.8%	-0.22	0.0085	-0.037
23.10	25.90		1,143	31.6%	0.75	0.0094	-0.035	170	4.50	7.60		656	30.2%	-0.27	0.0096	-0.041
19.60	22.20		640	30.6%	0.70	0.0105	-0.039	175	7.10	8.00	4	744	29.5%	-0.32	0.0106	-0.043
16.80	19.00		1,044	30.5%	0.64	0.0114	-0.042	180	9.00	9.90	57	699	29.2%	-0.38	0.0114	-0.045
13.40	16.10		458	29.3%	0.58	0.0120	-0.045	185	11.00	12.10	2	400	28.6%	-0.44	0.0120	-0.045
12.10	13.70	1	1,122	30.5%	0.52	0.0124	-0.046	190	13.30	14.50	9	453	28.0%	-0.50	0.0123	-0.045
9.50	12.10	1	626	30.4%	0.46	0.0124	-0.045	195	16.00	18.00		111	28.4%	-0.56	0.0123	-0.043
6.80	10.20	167	2,398	29.2%	0.40	0.0122	-0.044	200	18.80	21.50		33	28.2%	-0.61	0.0120	-0.041
3.40	7.20	20	1,222	28.3%	0.29	0.0109	-0.039	210	26.00	28.40		7	27.8%	-0.72	0.0109	-0.033
1.85	3.80		716	26.6%	0.21	0.0090	-0.033	220	33.80	36.40			27.2%	-0.81	0.0093	-0.025
1.70	3.10		490	29.6%	0.14	0.0070	-0.025	230	42.40	45.20			26.5%	-0.88	0.0074	-0.015
0.8500	1.60		764	28.2%	0.09	0.0052	-0.019	240	51.90	54.70			27.5%	-0.93	0.0054	-0.005
0.5000	1.20		187	29.1%	0.06	0.0038	-0.015	250	61.60	64.50			28.9%	-0.96	0.0036	0.000
0.1500	0.7500		258	28.6%	0.05	0.0029	-0.012	260	71.30	74.10			25.6%	-0.97	0.0024	0.000
0.0500	1.70		573	35.2%	0.04	0.0022	-0.010	270	80.60	84.00				-0.98	0.0016	0.000
0	2.35		29	40.2%	0.03	0.0018	-0.008	280	90.40	93.90				-0.99	0.0012	0.000

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 — Jan 15, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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PM option chain Philip Morris International Inc.

Volatility smile — Jan 15, 2027

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