PM · Expected Move
Philip Morris International Inc.
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).
PM straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PM Expected Move
30-Day Straddle
$11.85
7-Day Straddle
$5.88
30-Day ATM IV
26.5%
IV Rank
19%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $11.85 | $5.88 | 26.5% | 19% |
| 20261022 | $11.90 | $6.53 | 25.9% | 15% |
| 20261021 | $13.05 | $7.85 | 29.1% | 35% |
| 20261020 | $13.50 | $11.15 | 29.7% | 39% |
| 20261019 | $14.15 | $8.65 | 30.6% | 44% |
| 20261016 | $14.80 | $10.10 | 32.5% | 57% |
| 20261015 | $14.25 | $9.45 | 31.5% | 50% |
| 20261014 | $13.65 | $10.75 | 29.3% | 37% |
| 20261013 | $15.60 | $10.30 | 33.4% | 62% |
| 20261012 | $14.95 | $4.92 | 31.2% | 49% |
| 20261009 | $13.90 | $5.47 | 30.5% | 44% |
| 20261008 | $15.60 | $6.38 | 34.0% | 67% |
| 20261007 | $14.35 | $6.00 | 32.2% | 55% |
| 20261006 | $13.90 | $6.53 | 31.8% | 52% |
| 20261005 | $14.80 | $4.97 | 33.0% | 60% |
| 20261002 | $13.10 | $5.15 | 31.3% | 49% |
| 20261001 | $13.80 | $6.55 | 32.0% | 53% |
| 20260930 | $13.95 | $6.50 | 31.8% | 53% |
| 20260929 | $14.00 | $7.20 | 31.0% | 47% |
| 20260928 | $13.65 | $5.20 | 29.9% | 40% |
| 20260925 | $13.35 | $5.90 | 32.0% | 54% |
| 20260924 | $13.75 | $7.25 | 31.8% | 52% |
| 20260923 | $13.95 | $8.05 | 32.2% | 55% |
| 20260922 | $14.35 | $7.30 | 31.9% | 53% |
| 20260921 | $15.05 | $4.68 | 31.6% | 51% |
| 20260918 | $11.25 | $5.28 | 28.3% | 30% |
| 20260917 | $11.40 | $5.88 | 27.6% | 25% |
| 20260916 | $11.95 | $6.42 | 26.8% | 21% |
| 20260915 | $12.30 | $7.05 | 27.2% | 23% |
| 20260914 | $12.20 | $4.70 | 26.8% | 20% |
| 20260911 | $11.30 | $5.72 | 26.9% | 21% |
| 20260910 | $12.40 | $5.97 | 28.9% | 34% |
| 20260909 | $11.80 | $6.42 | 27.9% | 28% |
| 20260908 | $12.30 | $6.95 | 28.8% | 33% |
| 20260904 | $11.35 | $5.20 | 26.8% | 21% |
| 20260903 | $11.35 | $5.15 | 26.9% | 21% |
| 20260902 | $11.75 | $6.08 | 27.5% | 25% |
| 20260901 | $12.10 | $7.35 | 28.1% | 29% |
| 20260831 | $11.85 | $4.22 | 26.1% | 16% |
| 20260828 | $10.12 | $5.12 | 25.7% | 13% |
| 20260827 | $11.40 | $5.72 | 27.1% | 22% |
| 20260826 | $11.90 | $6.08 | 26.7% | 20% |
| 20260825 | $11.75 | $6.72 | 26.0% | 16% |
| 20260824 | $12.25 | $4.80 | 26.6% | 19% |
| 20260821 | $10.85 | $5.35 | 25.8% | 14% |
| 20260820 | $11.75 | $5.90 | 27.2% | 23% |
| 20260819 | $11.60 | $6.72 | 26.9% | 21% |
| 20260818 | $11.65 | $7.00 | 26.3% | 17% |
| 20260817 | $12.00 | $4.50 | 27.5% | 25% |
| 20260814 | $9.55 | $4.78 | 23.6% | 0% |
| 20260813 | $10.65 | $5.72 | 25.3% | 0% |
| 20260812 | $11.15 | $6.43 | 26.0% | 4% |
| 20260811 | $11.40 | $6.80 | 26.5% | 8% |
| 20260810 | $12.75 | $4.78 | 29.0% | 26% |
| 20260807 | — | — | 28.3% | 20% |
| 20260806 | $12.97 | $6.97 | 30.6% | 36% |
| 20260805 | $13.00 | $8.70 | 30.0% | 32% |
| 20260804 | $13.35 | $8.35 | 30.6% | 36% |
| 20260803 | $13.60 | $5.53 | 30.2% | 33% |
| 20260731 | $12.45 | $6.15 | 29.3% | 27% |
More on PM
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.