PM option chain Philip Morris International Inc.
Cboe delayed options data · as of 12:37 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 ±4.2% (180.05–195.85) · ATM IV 25.0% · P/C open interest 1.70
| 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 | 94.50 | 139.6% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.15 | 11 | 196.4% | -0.00 | 0.0001 | -0.004 | |||
| 86.80 | 89.50 | 4 | 119.9% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 2.15 | 1,040 | 183.5% | -0.00 | 0.0001 | -0.004 | ||
| 81.90 | 84.60 | 124.1% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 2.15 | 64 | 171.3% | -0.00 | 0.0001 | -0.004 | |||
| 76.80 | 79.60 | 107.8% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 56 | 159.5% | -0.00 | 0.0001 | -0.005 | |||
| 71.90 | 74.40 | 88.1% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 2.15 | 108 | 148.2% | -0.00 | 0.0002 | -0.006 | |||
| 66.80 | 69.70 | 48 | 95.1% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 1.30 | 250 | 124.1% | -0.00 | 0.0002 | -0.006 | ||
| 61.80 | 64.50 | 69 | 65.9% | 1.00 | 0.0003 | 0.000 | 125 | 0 | 2.15 | 666 | 126.9% | -0.00 | 0.0003 | -0.007 | ||
| 56.90 | 59.50 | 65 | 71.2% | 1.00 | 0.0004 | -0.001 | 130 | 0 | 0.9500 | 854 | 99.1% | -0.00 | 0.0004 | -0.008 | ||
| 51.80 | 54.50 | 35 | 1.00 | 0.0006 | -0.003 | 135 | 0 | 0.7000 | 1,250 | 2,816 | 85.7% | -0.00 | 0.0006 | -0.009 | ||
| 46.90 | 49.50 | 31 | 54.4% | 0.99 | 0.0008 | -0.005 | 140 | 0 | 2.15 | 1,629 | 97.5% | -0.01 | 0.0008 | -0.011 | ||
| 41.70 | 44.60 | 269 | 0.99 | 0.0010 | -0.008 | 145 | 0 | 0.1000 | 2 | 3,139 | 52.3% | -0.01 | 0.0010 | -0.013 | ||
| 36.90 | 39.60 | 58 | 46.7% | 0.99 | 0.0015 | -0.011 | 150 | 0 | 0.4000 | 63 | 2,334 | 56.3% | -0.01 | 0.0015 | -0.015 | |
| 32.80 | 34.60 | 767 | 58.4% | 0.99 | 0.0022 | -0.014 | 155 | 0 | 0.7500 | 2,350 | 55.2% | -0.01 | 0.0022 | -0.018 | ||
| 27.00 | 29.60 | 210 | 36.8% | 0.98 | 0.0033 | -0.019 | 160 | 0 | 0.5000 | 1,799 | 44.1% | -0.02 | 0.0033 | -0.022 | ||
| 22.10 | 24.70 | 1 | 286 | 34.6% | 0.97 | 0.0053 | -0.026 | 165 | 0 | 0.3000 | 2 | 2,554 | 33.8% | -0.03 | 0.0053 | -0.029 |
| 19.60 | 22.30 | 32.7% | 0.96 | 0.0068 | -0.032 | 167.5 | 0.0500 | 0.3500 | 32.2% | -0.04 | 0.0069 | -0.034 | ||||
| 17.20 | 20.10 | 3 | 704 | 33.6% | 0.95 | 0.0090 | -0.038 | 170 | 0.2000 | 0.4500 | 83 | 2,364 | 31.8% | -0.05 | 0.0091 | -0.041 |
| 14.80 | 17.50 | 29.8% | 0.93 | 0.0121 | -0.048 | 172.5 | 0.2500 | 0.5500 | 5 | 114 | 29.6% | -0.08 | 0.0122 | -0.050 | ||
| 13.20 | 15.10 | 10 | 757 | 32.6% | 0.89 | 0.0162 | -0.061 | 175 | 0.3000 | 0.6500 | 152 | 3,500 | 27.0% | -0.11 | 0.0164 | -0.063 |
| 10.20 | 13.40 | 29.7% | 0.85 | 0.0212 | -0.078 | 177.5 | 0.6500 | 1.05 | 3 | 70 | 27.6% | -0.15 | 0.0214 | -0.080 | ||
| 8.70 | 10.80 | 11 | 658 | 29.0% | 0.79 | 0.0266 | -0.096 | 180 | 0.9500 | 1.40 | 5 | 1,254 | 26.2% | -0.21 | 0.0268 | -0.098 |
| 7.10 | 8.80 | 29.0% | 0.72 | 0.0316 | -0.112 | 182.5 | 1.25 | 1.95 | 2 | 12 | 24.5% | -0.28 | 0.0320 | -0.114 | ||
| 5.70 | 7.00 | 24 | 1,577 | 29.1% | 0.63 | 0.0358 | -0.124 | 185 | 2.30 | 2.85 | 154 | 879 | 25.5% | -0.37 | 0.0362 | -0.126 |
| 4.00 | 5.10 | 3 | 4 | 26.5% | 0.54 | 0.0382 | -0.130 | 187.5 | 2.90 | 3.80 | 2 | 100 | 23.5% | -0.46 | 0.0387 | -0.131 |
| 3.10 | 3.70 | 59 | 1,563 | 26.6% | 0.45 | 0.0384 | -0.128 | 190 | 4.40 | 5.60 | 11 | 745 | 25.6% | -0.56 | 0.0390 | -0.130 |
| 2.15 | 2.75 | 89 | 26.8% | 0.35 | 0.0363 | -0.119 | 192.5 | 5.80 | 7.00 | 1 | 18 | 24.3% | -0.66 | 0.0370 | -0.121 | |
| 1.40 | 2.00 | 100 | 1,654 | 26.9% | 0.27 | 0.0324 | -0.104 | 195 | 7.30 | 8.80 | 1 | 208 | 22.9% | -0.74 | 0.0331 | -0.106 |
| 0.0500 | 2.15 | 14 | 188 | 26.0% | 0.19 | 0.0272 | -0.086 | 197.5 | 9.30 | 11.10 | 1 | 23.9% | -0.82 | 0.0280 | -0.087 | |
| 0.5000 | 0.9000 | 153 | 2,056 | 25.9% | 0.14 | 0.0217 | -0.068 | 200 | 11.10 | 13.20 | 1 | 67 | 19.4% | -0.88 | 0.0227 | -0.068 |
| 0.3000 | 0.6500 | 2 | 61 | 26.4% | 0.09 | 0.0165 | -0.052 | 202.5 | 13.40 | 15.60 | -0.92 | 0.0180 | -0.055 | |||
| 0.2000 | 0.4000 | 10 | 228 | 26.6% | 0.07 | 0.0123 | -0.040 | 205 | 15.80 | 18.50 | 25.2% | -0.95 | 0.0146 | -0.047 | ||
| 0.1000 | 0.3500 | 364 | 27.8% | 0.05 | 0.0094 | -0.033 | 207.5 | 18.30 | 20.90 | 24.3% | -0.97 | 0.0117 | -0.041 | |||
| 0.1000 | 0.3500 | 2 | 2,355 | 30.5% | 0.04 | 0.0075 | -0.029 | 210 | 20.70 | 23.40 | -0.98 | 0.0089 | -0.033 | |||
| 0 | 0.3000 | 33 | 30.8% | 0.03 | 0.0061 | -0.027 | 212.5 | 23.00 | 26.00 | -0.99 | 0.0070 | -0.028 | ||||
| 0 | 1.90 | 60 | 49.0% | 0.03 | 0.0052 | -0.025 | 215 | 25.70 | 28.40 | -0.99 | 0.0052 | -0.028 | ||||
| 0 | 2.15 | 53.8% | 0.03 | 0.0044 | -0.024 | 217.5 | 28.20 | 31.00 | 33.6% | -0.99 | 0.0040 | -0.026 | ||||
| 0 | 0.2000 | 42 | 2,142 | 35.6% | 0.02 | 0.0038 | -0.023 | 220 | 30.70 | 33.40 | 1 | -0.99 | 0.0031 | -0.024 | ||
| 0 | 2.15 | 62.6% | 0.02 | 0.0030 | -0.021 | 225 | 35.80 | 38.40 | 40.1% | -1.00 | 0.0020 | -0.022 | ||||
| 0 | 0.1500 | 10 | 353 | 42.3% | 0.02 | 0.0024 | -0.020 | 230 | 40.70 | 43.40 | 1 | -1.00 | 0.0012 | -0.020 | ||
| 0 | 2.15 | 73.4% | 0.01 | 0.0019 | -0.019 | 235 | 45.80 | 48.40 | 48.3% | -1.00 | 0.0007 | -0.020 | ||||
| 0 | 0.6000 | 433 | 61.1% | 0.01 | 0.0016 | -0.018 | 240 | 50.70 | 53.60 | 58.7% | -1.00 | 0.0005 | -0.020 | |||
| 0 | 0.5000 | 35 | 67.4% | 0.01 | 0.0011 | -0.016 | 250 | 60.70 | 63.40 | -1.00 | 0.0001 | -0.020 | ||||
| 0 | 2.15 | 5 | 97.3% | 0.01 | 0.0008 | -0.014 | 260 | 70.70 | 73.40 | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 0.7500 | 20 | 67.1% | 0.01 | 0.0007 | -0.013 | 270 | 80.70 | 83.30 | -1.00 | 0.0000 | -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 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