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Philip Morris International Inc PM

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-10-15T20:02:54.434Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.634385137Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:55.817428+00:00

Share price$199.90
1D-4.4%
AH$199$202$204$207$2105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPM
Sold putSold callAH

Philip Morris International Inc options

Live interpolated PM call and put midpoint premiums by absolute delta.Philip Morris International Inc$0.38$1.71$3.05$4.38$5.72$193.93$198.40$202.88$207.36$211.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $199.90OPTION PRICELive PM spot · $199.90PM PRICE$0.70$0.52$0.69$0.86$1.03$1.20$1.38$1.68$1.98$2.28$2.57$2.87$5.33$0.92$0.74$0.76$0.90$1.05$1.19$1.33$1.50$1.67$1.84$2.00$2.17$2.34
PutsCheap0.90×
CallsExpensive1.41×
SkewBullish-1.12 pp
Implied moveBalanced±$2.71
TiltBullish11.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ207.8874.3%4.3%191.4690.4%4.7%
25Δ202.3032.7%1.5%195.7753.5%2.4%
30Δ201.8332.8%1.3%197.8237.7%1.4%
35Δ201.3632.9%1.2%198.3536.2%1.2%
40Δ200.8933.0%1.0%198.8734.6%1.0%
45Δ200.4233.2%0.9%199.4033.1%0.8%
50Δ199.9533.3%0.7%199.9331.6%0.6%
55Δ199.4833.3%0.6%200.2830.0%0.6%
60Δ199.0033.4%0.5%200.6028.5%0.5%
65Δ198.5333.4%0.5%200.9226.9%0.4%
70Δ198.0633.5%0.4%201.2425.4%0.3%
75Δ197.5833.6%0.3%201.5523.8%0.3%
80Δ195.0949.1%0.3%201.8722.2%0.2%

20Δ

Calls
Pseudo strike
207.88
IV
74.3%
B/E move
4.3%
Puts
Pseudo strike
191.46
IV
90.4%
B/E move
4.7%

25Δ

Calls
Pseudo strike
202.30
IV
32.7%
B/E move
1.5%
Puts
Pseudo strike
195.77
IV
53.5%
B/E move
2.4%

30Δ

Calls
Pseudo strike
201.83
IV
32.8%
B/E move
1.3%
Puts
Pseudo strike
197.82
IV
37.7%
B/E move
1.4%

35Δ

Calls
Pseudo strike
201.36
IV
32.9%
B/E move
1.2%
Puts
Pseudo strike
198.35
IV
36.2%
B/E move
1.2%

40Δ

Calls
Pseudo strike
200.89
IV
33.0%
B/E move
1.0%
Puts
Pseudo strike
198.87
IV
34.6%
B/E move
1.0%

45Δ

Calls
Pseudo strike
200.42
IV
33.2%
B/E move
0.9%
Puts
Pseudo strike
199.40
IV
33.1%
B/E move
0.8%

50Δ

Calls
Pseudo strike
199.95
IV
33.3%
B/E move
0.7%
Puts
Pseudo strike
199.93
IV
31.6%
B/E move
0.6%

55Δ

Calls
Pseudo strike
199.48
IV
33.3%
B/E move
0.6%
Puts
Pseudo strike
200.28
IV
30.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
199.00
IV
33.4%
B/E move
0.5%
Puts
Pseudo strike
200.60
IV
28.5%
B/E move
0.5%

65Δ

Calls
Pseudo strike
198.53
IV
33.4%
B/E move
0.5%
Puts
Pseudo strike
200.92
IV
26.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
198.06
IV
33.5%
B/E move
0.4%
Puts
Pseudo strike
201.24
IV
25.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
197.58
IV
33.6%
B/E move
0.3%
Puts
Pseudo strike
201.55
IV
23.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
195.09
IV
49.1%
B/E move
0.3%
Puts
Pseudo strike
201.87
IV
22.2%
B/E move
0.2%