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
$12.20
7-Day Straddle
$4.95
Avg IV
0.5%
IV Rank
24%
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
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%
20260429 $10.25 $5.80 0.8% 76%
20260428 $10.65 $6.42 0.8% 86%
20260427 $10.85 $4.58 0.7% 75%
20260424 $10.35 $5.28 0.8% 89%
20260423 $10.80 $6.12 0.8% 66%
20260422 $11.05 $6.75 0.8% 72%
20260421 $12.30 $10.05 0.9% 75%
20260420 $12.40 $8.15 0.8% 60%
20260417 $11.30 $7.85 0.8% 65%
20260416 $11.90 $9.05 0.8% 64%
20260415 $12.40 $9.60 0.8% 70%
20260414 $12.35 $9.55 0.7% 56%
20260413 $13.05 $4.40 0.7% 54%
20260410 $12.40 $5.03 0.6% 35%
20260409 $12.40 $5.47 0.6% 31%
20260408 $12.70 $5.97 0.6% 28%
20260407 $13.75 $6.75 0.6% 29%
20260406 $13.50 $4.60 0.5% 24%
20260402 $12.55 $5.40 0.6% 28%
20260401 $13.50 $6.10 0.5% 24%
20260331 $14.25 $6.58 0.5% 25%
20260330 $15.45 $4.78 0.6% 27%
20260327 $13.50 $5.03 0.5% 25%
20260326 $13.30 $5.50 0.6% 26%
20260325 $13.35 $5.95 0.4% 8%
20260324 $13.40 $6.53 0.6% 26%
20260323 $13.80 $4.65 0.6% 29%
20260320 $11.20 $5.53 0.5% 22%
20260319 $10.85 $5.88 0.5% 23%
20260318 $10.90 $6.65 0.5% 22%
20260317 $11.70 $6.95 0.5% 26%