PM (Philip Morris International Inc.)

Expected Move & Straddle Price History

The expected move for PM is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current PM Expected Move
30-Day Straddle
$11.35
7-Day Straddle
$5.20
Avg IV
0.5%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to PM's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
PM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $11.35 $5.20 0.5% 25%
20260903 $11.35 $5.15 0.5% 24%
20260902 $11.75 $6.08 0.5% 24%
20260901 $12.10 $7.35 0.5% 22%
20260831 $11.85 $4.22 0.5% 20%
20260828 $10.12 $5.12 0.5% 16%
20260827 $11.40 $5.72 0.4% 14%
20260826 $11.90 $6.08 0.4% 13%
20260825 $11.75 $6.72 0.4% 0%
20260824 $12.25 $4.80 0.4% 6%
20260821 $10.85 $5.35 0.7% 60%
20260820 $11.75 $5.90 0.7% 69%
20260819 $11.60 $6.72 0.6% 45%
20260818 $11.65 $7.00 0.7% 53%
20260817 $12.00 $4.50 0.6% 46%
20260814 $9.55 $4.78 0.5% 10%
20260813 $10.65 $5.72 0.5% 11%
20260812 $11.15 $6.43 0.5% 15%
20260811 $11.40 $6.80 0.5% 11%
20260810 $12.75 $4.78 0.5% 16%
20260806 $12.97 $6.97 0.5% 27%
20260805 $13.00 $8.70 0.5% 30%
20260804 $13.35 $8.35 0.5% 18%
20260803 $13.60 $5.53 0.5% 26%
20260731 $12.45 $6.15 0.5% 25%
20260730 $12.40 $7.70 0.5% 19%
20260729 $13.25 $7.83 0.5% 30%
20260728 $13.85 $8.90 0.5% 21%
20260727 $13.95 $5.45 0.5% 20%
20260724 $12.25 $6.43 0.4% 0%
20260723 $12.80 $7.05 0.5% 8%
20260722 $14.20 $8.55 0.5% 22%
20260721 $15.85 $12.10 0.5% 17%
20260720 $16.35 $10.40 0.5% 11%
20260716 $16.05 $10.85 0.5% 28%
20260715 $15.55 $11.60 0.5% 22%
20260714 $15.80 $11.35 0.6% 36%
20260713 $15.85 $5.42 0.5% 27%
20260710 $14.55 $5.88 0.5% 26%
20260709 $14.90 $6.07 0.5% 25%
20260708 $15.50 $6.90 0.6% 32%
20260707 $15.65 $6.97 0.5% 28%
20260706 $15.20 $5.30 0.5% 23%
20260702 $14.55 $5.75 0.5% 14%
20260701 $14.55 $6.15 0.5% 25%
20260630 $14.60 $7.00 0.5% 24%
20260629 $15.00 $4.93 0.5% 21%
20260626 $14.05 $4.95 0.5% 26%
20260625 $14.15 $5.90 0.5% 20%
20260624 $14.40 $7.12 0.5% 18%
20260623 $14.65 $6.80 0.5% 22%
20260622 $14.55 $5.58 0.5% 24%
20260618 $11.50 $6.75 0.6% 46%
20260617 $11.30 $7.00 0.6% 46%
20260616 $11.75 $8.00 0.6% 40%
20260615 $11.75 $4.62 0.6% 48%
20260613 $11.45 $5.10 0.6% 53%
20260612 $11.10 $5.17 0.4% 12%
20260611 $11.85 $6.07 0.5% 25%
20260610 $12.20 $7.00 0.5% 22%