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Philip Morris International Inc PM

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-10-15T20:33:42.666Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:26:31.805155368Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:41.868307+00:00

Share price$200.77
1D-3.9%
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$0.26$2.69$5.13$7.56$9.99$193.76$198.28$202.81$207.33$211.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $200.77OPTION PRICELive PM spot · $200.77PM PRICE$0.86$0.57$0.52$0.65$0.77$0.89$1.01$1.13$1.25$1.38$1.50$1.62$1.74$0.85$0.72$0.90$1.08$1.27$1.51$1.79$2.08$2.37$2.66$3.95$5.61$9.29
PutsExpensive1.23×
CallsExpensive1.09×
SkewBearish+20.55 pp
Implied moveBearish±$2.80
TiltBearish42.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ211.3996.6%5.7%193.2282.0%4.2%
25Δ205.0346.2%2.4%197.6545.0%1.9%
30Δ202.3025.7%1.0%198.3343.8%1.7%
35Δ201.9625.1%0.9%199.0142.7%1.4%
40Δ201.6224.5%0.8%199.6941.5%1.2%
45Δ201.2823.9%0.7%200.3040.9%1.0%
50Δ200.9423.2%0.6%200.8440.7%0.9%
55Δ200.6022.6%0.5%201.3840.5%0.7%
60Δ200.2722.0%0.4%201.9240.3%0.6%
65Δ199.9321.4%0.3%202.4740.0%0.5%
70Δ199.5920.7%0.2%203.7949.9%0.5%
75Δ199.2520.1%0.1%205.4462.7%0.5%
80Δ198.9119.5%0.1%209.0788.6%0.5%

20Δ

Calls
Pseudo strike
211.39
IV
96.6%
B/E move
5.7%
Puts
Pseudo strike
193.22
IV
82.0%
B/E move
4.2%

25Δ

Calls
Pseudo strike
205.03
IV
46.2%
B/E move
2.4%
Puts
Pseudo strike
197.65
IV
45.0%
B/E move
1.9%

30Δ

Calls
Pseudo strike
202.30
IV
25.7%
B/E move
1.0%
Puts
Pseudo strike
198.33
IV
43.8%
B/E move
1.7%

35Δ

Calls
Pseudo strike
201.96
IV
25.1%
B/E move
0.9%
Puts
Pseudo strike
199.01
IV
42.7%
B/E move
1.4%

40Δ

Calls
Pseudo strike
201.62
IV
24.5%
B/E move
0.8%
Puts
Pseudo strike
199.69
IV
41.5%
B/E move
1.2%

45Δ

Calls
Pseudo strike
201.28
IV
23.9%
B/E move
0.7%
Puts
Pseudo strike
200.30
IV
40.9%
B/E move
1.0%

50Δ

Calls
Pseudo strike
200.94
IV
23.2%
B/E move
0.6%
Puts
Pseudo strike
200.84
IV
40.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
200.60
IV
22.6%
B/E move
0.5%
Puts
Pseudo strike
201.38
IV
40.5%
B/E move
0.7%

60Δ

Calls
Pseudo strike
200.27
IV
22.0%
B/E move
0.4%
Puts
Pseudo strike
201.92
IV
40.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
199.93
IV
21.4%
B/E move
0.3%
Puts
Pseudo strike
202.47
IV
40.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
199.59
IV
20.7%
B/E move
0.2%
Puts
Pseudo strike
203.79
IV
49.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
199.25
IV
20.1%
B/E move
0.1%
Puts
Pseudo strike
205.44
IV
62.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
198.91
IV
19.5%
B/E move
0.1%
Puts
Pseudo strike
209.07
IV
88.6%
B/E move
0.5%