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
$12.80
7-Day Straddle
$7.05
Avg IV
0.5%
IV Rank
8%
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
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%
20260609 $12.05 $6.55 0.4% 9%
20260608 $12.20 $4.95 0.5% 24%
20260605 $11.60 $5.65 0.5% 28%
20260604 $11.35 $5.85 0.5% 26%
20260603 $11.15 $6.72 0.5% 27%
20260602 $12.15 $7.03 0.5% 23%
20260601 $12.45 $5.10 0.5% 20%
20260529 $11.65 $5.22 0.6% 35%
20260528 $12.15 $5.85 0.5% 14%
20260527 $11.60 $6.90 0.5% 29%
20260526 $12.65 $7.55 0.5% 27%
20260522 $10.50 $4.83 0.9% 100%
20260521 $11.05 $5.38 0.7% 69%
20260520 $11.90 $6.12 0.8% 88%
20260519 $11.75 $6.70 0.9% 98%
20260518 $12.50 $4.75 0.8% 86%
20260515 $10.85 $4.88 0.5% 27%
20260514 $11.70 $6.12 0.5% 23%
20260513 $12.25 $7.00 0.5% 21%
20260512 $12.50 $7.10 0.6% 47%
20260511 $12.55 $4.88 0.5% 20%
20260510 $11.35 $5.22 0.5% 23%
20260508 $10.30 $5.10 0.4% 6%
20260507 $10.25 $5.53 0.5% 23%
20260506 $10.50 $6.25 0.5% 32%
20260505 $10.35 $6.28 0.5% 22%
20260504 $11.05 $4.42 0.5% 17%
20260502 $9.55 $4.70 0.8% 76%
20260501 $9.55 $4.70 0.7% 75%
20260430 $9.65 $5.40 0.9% 97%