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Philip Morris International Inc PM

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-10-16T00:16:59.817Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:33:35.041421285Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:59.219648+00:00

Share price$200.95
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$1.26$7.21$13.16$19.12$25.07$176.20$188.76$201.32$213.87$226.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PM spot · $200.95PM PRICE$1.91$2.54$3.17$3.90$4.80$5.71$6.61$7.52$8.60$9.71$11.22$13.19$15.60$2.31$3.07$3.95$4.85$5.90$7.00$8.59$10.17$11.76$13.59$16.17$18.75$23.35
PutsFair1.04×
CallsCheap0.82×
SkewBearish+4.63 pp
Implied moveBearish±$15.20
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ218.1727.6%9.5%186.6131.0%8.3%
25Δ215.1127.4%8.3%189.7831.0%7.1%
30Δ212.0627.2%7.1%192.5430.9%6.2%
35Δ209.2727.1%6.1%195.2430.9%5.3%
40Δ207.0327.0%5.4%197.7430.7%4.5%
45Δ204.8027.0%4.8%200.2430.7%3.8%
50Δ202.5627.0%4.1%202.8531.0%3.3%
55Δ200.3327.0%3.4%205.4531.3%2.8%
60Δ198.2126.6%2.9%208.0531.6%2.3%
65Δ196.1226.1%2.4%210.8431.9%1.8%
70Δ193.7726.2%2.0%214.2132.2%1.4%
75Δ191.1526.9%1.7%217.5932.5%1.1%
80Δ188.1127.6%1.4%222.8534.9%0.7%

20Δ

Calls
Pseudo strike
218.17
IV
27.6%
B/E move
9.5%
Puts
Pseudo strike
186.61
IV
31.0%
B/E move
8.3%

25Δ

Calls
Pseudo strike
215.11
IV
27.4%
B/E move
8.3%
Puts
Pseudo strike
189.78
IV
31.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
212.06
IV
27.2%
B/E move
7.1%
Puts
Pseudo strike
192.54
IV
30.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
209.27
IV
27.1%
B/E move
6.1%
Puts
Pseudo strike
195.24
IV
30.9%
B/E move
5.3%

40Δ

Calls
Pseudo strike
207.03
IV
27.0%
B/E move
5.4%
Puts
Pseudo strike
197.74
IV
30.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
204.80
IV
27.0%
B/E move
4.8%
Puts
Pseudo strike
200.24
IV
30.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
202.56
IV
27.0%
B/E move
4.1%
Puts
Pseudo strike
202.85
IV
31.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
200.33
IV
27.0%
B/E move
3.4%
Puts
Pseudo strike
205.45
IV
31.3%
B/E move
2.8%

60Δ

Calls
Pseudo strike
198.21
IV
26.6%
B/E move
2.9%
Puts
Pseudo strike
208.05
IV
31.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
196.12
IV
26.1%
B/E move
2.4%
Puts
Pseudo strike
210.84
IV
31.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
193.77
IV
26.2%
B/E move
2.0%
Puts
Pseudo strike
214.21
IV
32.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
191.15
IV
26.9%
B/E move
1.7%
Puts
Pseudo strike
217.59
IV
32.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
188.11
IV
27.6%
B/E move
1.4%
Puts
Pseudo strike
222.85
IV
34.9%
B/E move
0.7%