PFE option chain Pfizer Inc.
Cboe delayed options data · as of 15:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±8.7% (26.21–31.20) · ATM IV 29.2% · P/C open interest —
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 3.50 | 6.75 | 43.7% | 0.96 | 0.0264 | 0.000 | 24 | 0 | 2.16 | 74.4% | -0.04 | 0.0267 | -0.002 | ||||
| 3.45 | 6.00 | 44.4% | 0.95 | 0.0347 | -0.000 | 24.5 | 0 | 2.17 | 69.7% | -0.05 | 0.0351 | -0.003 | ||||
| 3.10 | 4.70 | 22.1% | 0.93 | 0.0453 | -0.001 | 25 | 0 | 2.19 | 65.2% | -0.07 | 0.0460 | -0.004 | ||||
| 2.17 | 3.85 | 0.91 | 0.0587 | -0.002 | 25.5 | 0 | 2.22 | 60.9% | -0.09 | 0.0596 | -0.004 | |||||
| 2.19 | 3.75 | 28.8% | 0.88 | 0.0748 | -0.004 | 26 | 0 | 2.26 | 56.6% | -0.12 | 0.0760 | -0.005 | ||||
| 1.57 | 4.55 | 39.3% | 0.84 | 0.0931 | -0.005 | 26.5 | 0 | 2.31 | 52.4% | -0.16 | 0.0948 | -0.006 | ||||
| 0.2200 | 3.55 | 8.7% | 0.79 | 0.1125 | -0.006 | 27 | 0 | 0.6800 | 24.6% | -0.22 | 0.1149 | -0.007 | ||||
| 0.1000 | 2.57 | 0.73 | 0.1311 | -0.007 | 27.5 | 0 | 2.49 | 44.5% | -0.28 | 0.1343 | -0.008 | |||||
| 0 | 3.45 | 29.5% | 0.66 | 0.1467 | -0.008 | 28 | 0 | 2.62 | 40.8% | -0.35 | 0.1509 | -0.009 | ||||
| 0.7000 | 1.50 | 1 | 21.1% | 0.58 | 0.1572 | -0.009 | 28.5 | 0 | 2.79 | 37.2% | -0.43 | 0.1624 | -0.009 | |||
| 0.6900 | 1.11 | 1 | 22.4% | 0.50 | 0.1611 | -0.009 | 29 | 0 | 3.00 | 33.6% | -0.51 | 0.1676 | -0.010 | |||
| 0 | 0.8600 | 16.1% | 0.42 | 0.1581 | -0.009 | 29.5 | 0 | 3.15 | 28.5% | -0.59 | 0.1659 | -0.009 | ||||
| 0 | 0.9000 | 20.7% | 0.35 | 0.1488 | -0.009 | 30 | 0.0400 | 3.60 | 26.7% | -0.67 | 0.1580 | -0.009 | ||||
| 0 | 1.28 | 29.4% | 0.28 | 0.1351 | -0.008 | 30.5 | 0.2400 | 3.90 | 23.7% | -0.74 | 0.1455 | -0.008 | ||||
| 0 | 1.44 | 35.2% | 0.23 | 0.1187 | -0.007 | 31 | 0.5100 | 4.55 | 25.8% | -0.80 | 0.1301 | -0.007 | ||||
| 0 | 2.31 | 50.0% | 0.18 | 0.1017 | -0.006 | 31.5 | 0.9900 | 4.95 | 26.8% | -0.85 | 0.1133 | -0.006 | ||||
| 0.0800 | 0.4200 | 3 | 27.3% | 0.14 | 0.0856 | -0.006 | 32 | 2.39 | 5.40 | 43.1% | -0.90 | 0.0955 | -0.004 | |||
| 0 | 2.23 | 55.8% | 0.11 | 0.0711 | -0.005 | 32.5 | 2.54 | 5.90 | 41.0% | -0.93 | 0.0882 | -0.003 | ||||
| 0 | 2.20 | 58.6% | 0.09 | 0.0587 | -0.004 | 33 | 2.39 | 6.40 | 31.5% | -0.96 | 0.0834 | -0.002 | ||||
| 0 | 2.19 | 61.5% | 0.07 | 0.0484 | -0.004 | 33.5 | 2.88 | 6.90 | 33.6% | -0.98 | 0.0578 | -0.005 | ||||
| 0.0100 | 0.7100 | 3 | 41.6% | 0.06 | 0.0400 | -0.003 | 34 | 3.40 | 7.40 | 36.4% | -0.99 | 0.0346 | -0.009 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs