PFE option chain Pfizer Inc.
Cboe delayed options data · as of 12:40 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.
| 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 | |
| 0 | 0 | 3 | 184.8% | 1.00 | 0.0009 | -0.001 | 15 | 0 | 0 | 137.3% | -0.00 | 0.0009 | -0.001 | |||
| 0 | 0 | 175.3% | 1.00 | 0.0020 | -0.002 | 18 | 0 | 0 | 1 | 265.8% | -0.00 | 0.0020 | -0.002 | |||
| 0 | 0 | 159.2% | 1.00 | 0.0026 | -0.002 | 19 | 0 | 0 | 5 | 92.8% | -0.00 | 0.0026 | -0.002 | |||
| 0 | 0 | 112.1% | 0.99 | 0.0035 | -0.003 | 20 | 0 | 0 | 83.0% | -0.01 | 0.0035 | -0.003 | ||||
| 0 | 0 | 132.3% | 0.99 | 0.0047 | -0.003 | 21 | 0 | 0 | 1 | 73.6% | -0.01 | 0.0047 | -0.003 | |||
| 0 | 0 | 120.8% | 0.99 | 0.0065 | -0.003 | 22 | 0 | 0 | 64.6% | -0.01 | 0.0065 | -0.003 | ||||
| 0 | 0 | 134.9% | 0.99 | 0.0077 | -0.003 | 22.5 | 0 | 0 | 5 | 60.2% | -0.01 | 0.0077 | -0.003 | |||
| 0 | 0 | 5 | 22 | 0.99 | 0.0092 | -0.004 | 23 | 0 | 0 | 3 | 55.9% | -0.01 | 0.0092 | -0.004 | ||
| 0 | 0 | 4 | 1 | 0.99 | 0.0110 | -0.004 | 23.5 | 0 | 0 | 4 | 54.5% | -0.01 | 0.0111 | -0.004 | ||
| 0 | 0 | 3 | 2 | 0.98 | 0.0134 | -0.004 | 24 | 0 | 0 | 2 | 52.3% | -0.02 | 0.0134 | -0.004 | ||
| 0 | 0 | 2 | 22 | 0.98 | 0.0164 | -0.004 | 24.5 | 0 | 0 | 101 | 49.6% | -0.02 | 0.0165 | -0.004 | ||
| 0 | 0 | 14 | 46 | 0.98 | 0.0203 | -0.004 | 25 | 0 | 0 | 55 | 51.0% | -0.02 | 0.0204 | -0.004 | ||
| 0 | 0 | 8 | 49.1% | 0.97 | 0.0257 | -0.005 | 25.5 | 0 | 0 | 95 | 50.1% | -0.03 | 0.0258 | -0.005 | ||
| 0 | 0 | 4 | 129 | 33.8% | 0.97 | 0.0332 | -0.005 | 26 | 0 | 0 | 11 | 379 | 36.1% | -0.03 | 0.0334 | -0.005 |
| 0 | 0 | 65 | 848 | 0.96 | 0.0443 | -0.005 | 26.5 | 0 | 0 | 33 | 736 | 32.7% | -0.04 | 0.0446 | -0.005 | |
| 0 | 0 | 1,152 | 1,431 | 34.5% | 0.95 | 0.0621 | -0.006 | 27 | 0 | 0 | 15 | 642 | 31.3% | -0.05 | 0.0627 | -0.006 |
| 0 | 0 | 87 | 646 | 28.6% | 0.92 | 0.0920 | -0.008 | 27.5 | 0 | 0 | 209 | 1,495 | 29.7% | -0.08 | 0.0930 | -0.008 |
| 0 | 0 | 213 | 1,427 | 26.2% | 0.88 | 0.1396 | -0.010 | 28 | 0 | 0 | 137 | 1,057 | 25.1% | -0.12 | 0.1412 | -0.011 |
| 0 | 0 | 297 | 1,456 | 22.6% | 0.80 | 0.2013 | -0.014 | 28.5 | 0 | 0 | 28 | 475 | 24.5% | -0.21 | 0.2039 | -0.014 |
| 0 | 0 | 420 | 4,867 | 22.6% | 0.68 | 0.2598 | -0.018 | 29 | 0 | 0 | 149 | 607 | 23.8% | -0.32 | 0.2633 | -0.018 |
| 0 | 0 | 386 | 4,458 | 23.9% | 0.54 | 0.2922 | -0.019 | 29.5 | 0 | 0 | 224 | 397 | 23.4% | -0.46 | 0.2966 | -0.020 |
| 0 | 0 | 1,885 | 6,312 | 22.1% | 0.40 | 0.2842 | -0.019 | 30 | 0 | 0 | 8 | 120 | 19.4% | -0.61 | 0.2894 | -0.019 |
| 0 | 0 | 244 | 2,665 | 22.8% | 0.27 | 0.2416 | -0.016 | 30.5 | 0 | 0 | 2 | 26.3% | -0.74 | 0.2478 | -0.017 | |
| 0 | 0 | 144 | 1,318 | 23.7% | 0.17 | 0.1832 | -0.012 | 31 | 0 | 0 | 26 | 37.4% | -0.84 | 0.1900 | -0.013 | |
| 0 | 0 | 41 | 120 | 25.1% | 0.10 | 0.1274 | -0.009 | 31.5 | 0 | 0 | 22 | 39.9% | -0.91 | 0.1322 | -0.009 | |
| 0 | 0 | 198 | 823 | 26.2% | 0.07 | 0.0870 | -0.007 | 32 | 0 | 0 | 2 | 8 | 31.9% | -0.95 | 0.0881 | -0.007 |
| 0 | 0 | 9 | 14 | 36.4% | 0.05 | 0.0613 | -0.005 | 32.5 | 0 | 0 | 53.1% | -0.97 | 0.0595 | -0.005 | ||
| 0 | 0 | 3 | 83 | 29.2% | 0.04 | 0.0449 | -0.005 | 33 | 0 | 0 | 59.9% | -0.98 | 0.0415 | -0.004 | ||
| 0 | 0 | 2 | 5 | 42.5% | 0.03 | 0.0341 | -0.004 | 33.5 | 0 | 0 | 68.2% | -0.98 | 0.0298 | -0.003 | ||
| 0 | 0 | 4 | 9 | 38.2% | 0.02 | 0.0266 | -0.004 | 34 | 0 | 0 | 1 | 1 | 53.6% | -0.99 | 0.0221 | -0.003 |
| 0 | 0 | 19 | 648 | 38.0% | 0.02 | 0.0173 | -0.003 | 35 | 0 | 0 | 1 | 51.2% | -0.99 | 0.0130 | -0.002 | |
| 0 | 0 | 2 | 1 | 63.4% | 0.01 | 0.0121 | -0.002 | 36 | 0 | 0 | 91.2% | -1.00 | 0.0082 | -0.001 | ||
| 0 | 0 | 3 | 5 | 67.9% | 0.01 | 0.0088 | -0.002 | 37 | 0 | 0 | 108.4% | -1.00 | 0.0055 | -0.001 | ||
| 0 | 0 | 107.3% | 0.01 | 0.0067 | -0.002 | 38 | 0 | 0 | 114.8% | -1.00 | 0.0038 | -0.001 | ||||
| 0 | 0 | 3 | 1 | 74.2% | 0.01 | 0.0053 | -0.002 | 39 | 0 | 0 | 124.4% | -1.00 | 0.0027 | -0.001 | ||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs