Philip Morris International Inc (PM) Expected Move

Tracking the PM expected move helps you see how far Philip Morris International Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Philip Morris International Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the PM expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For PM, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The PM expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Philip Morris International Inc is unlikely to go.

Philip Morris International Inc. operates as a tobacco company working to delivers a smoke-free future and evolving portfolio for the long-term to include products outside of the tobacco and nicotine sector. The company's product portfolio primarily consists of cigarettes and smoke-free products, including heat-not-burn, vapor, and oral nicotine products that are sold in markets outside the United States. The company offers its smoke-free products under the HEETS, HEETS Creations, HEETS Dimensions, HEETS Marlboro, HEETS FROM MARLBORO, Marlboro Dimensions, Marlboro HeatSticks, Parliament HeatSticks, and TEREA brands, as well as the KT&G-licensed brands, Fiit, and Miix.

It also sells its products under the Marlboro, Parliament, Bond Street, Chesterfield, L&M, Lark, and Philip Morris brands. In addition, the company owns various cigarette brands, such as Dji Sam Soe, Sampoerna A, and Sampoerna U in Indonesia; and Fortune and Jackpot in the Philippines. The company sells its smoke-free products in 71 markets. Philip Morris International Inc. was incorporated in 1987 and is headquartered in New York, New York.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the PM expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Philip Morris International Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about PM.