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 | 9 | 132.0% | 1.00 | 0.0004 | -0.000 | 15 | 0 | 0 | 110.1% | -0.00 | 0.0007 | -0.001 | |||
| 0 | 0 | 161.9% | 1.00 | 0.0011 | -0.001 | 18 | 0 | 0 | 213.7% | -0.00 | 0.0018 | -0.001 | ||||
| 0 | 0 | 147.2% | 1.00 | 0.0015 | -0.001 | 19 | 0 | 0 | 73.7% | -0.00 | 0.0024 | -0.001 | ||||
| 0 | 0 | 161.5% | 1.00 | 0.0021 | -0.001 | 20 | 0 | 0 | 60.7% | -0.01 | 0.0034 | -0.001 | ||||
| 0 | 0 | 1 | 91.0% | 1.00 | 0.0029 | -0.001 | 21 | 0 | 0 | 5 | 58.0% | -0.01 | 0.0048 | -0.002 | ||
| 0 | 0 | 109.6% | 0.99 | 0.0043 | -0.001 | 22 | 0 | 0 | 50.6% | -0.01 | 0.0069 | -0.002 | ||||
| 0 | 0 | 95.0% | 0.99 | 0.0064 | -0.001 | 23 | 0 | 0 | 10 | 43.5% | -0.01 | 0.0103 | -0.002 | |||
| 0 | 0 | 101.3% | 0.99 | 0.0080 | -0.002 | 23.5 | 0 | 0 | 1 | 54.0% | -0.02 | 0.0129 | -0.003 | |||
| 0 | 0 | 109.9% | 0.99 | 0.0102 | -0.002 | 24 | 0 | 0 | 11 | 38.7% | -0.02 | 0.0163 | -0.003 | |||
| 0 | 0 | 1 | 0.99 | 0.0133 | -0.002 | 24.5 | 0 | 0 | 32 | 57.4% | -0.02 | 0.0212 | -0.003 | |||
| 0 | 0 | 12 | 0.98 | 0.0179 | -0.003 | 25 | 0 | 0 | 169 | 34.3% | -0.03 | 0.0282 | -0.004 | |||
| 0 | 0 | 18 | 52.7% | 0.98 | 0.0251 | -0.003 | 25.5 | 0 | 0 | 12 | 151 | 35.6% | -0.04 | 0.0384 | -0.005 | |
| 0 | 0 | 8 | 286 | 22.3% | 0.96 | 0.0360 | -0.004 | 26 | 0 | 0 | 3 | 569 | 34.8% | -0.06 | 0.0532 | -0.006 |
| 0 | 0 | 14 | 52 | 18.1% | 0.95 | 0.0523 | -0.005 | 26.5 | 0 | 0 | 17 | 211 | 31.7% | -0.09 | 0.0739 | -0.008 |
| 0 | 0 | 218 | 1,197 | 34.4% | 0.92 | 0.0752 | -0.007 | 27 | 0 | 0 | 58 | 391 | 30.3% | -0.13 | 0.1004 | -0.010 |
| 0 | 0 | 119 | 445 | 30.7% | 0.87 | 0.1044 | -0.010 | 27.5 | 0 | 0 | 36 | 203 | 29.5% | -0.18 | 0.1310 | -0.013 |
| 0 | 0 | 108 | 1,593 | 29.3% | 0.81 | 0.1374 | -0.013 | 28 | 0 | 0 | 298 | 610 | 28.5% | -0.26 | 0.1616 | -0.015 |
| 0 | 0 | 28 | 1,734 | 26.8% | 0.73 | 0.1696 | -0.016 | 28.5 | 0 | 0 | 15 | 408 | 24.9% | -0.35 | 0.1872 | -0.017 |
| 0 | 0 | 204 | 1,724 | 27.6% | 0.64 | 0.1951 | -0.018 | 29 | 0 | 0 | 11 | 807 | 22.5% | -0.44 | 0.2026 | -0.018 |
| 0 | 0 | 199 | 1,252 | 27.3% | 0.54 | 0.2087 | -0.019 | 29.5 | 0 | 0 | 24 | 570 | 25.6% | -0.55 | 0.2046 | -0.018 |
| 0 | 0 | 254 | 1,782 | 27.4% | 0.44 | 0.2074 | -0.019 | 30 | 0 | 0 | 4 | 307 | 29.6% | -0.64 | 0.1926 | -0.017 |
| 0 | 0 | 56 | 1,542 | 28.3% | 0.34 | 0.1914 | -0.017 | 30.5 | 0 | 0 | 1 | 90 | 29.0% | -0.73 | 0.1699 | -0.015 |
| 0 | 0 | 104 | 479 | 28.3% | 0.26 | 0.1662 | -0.015 | 31 | 0 | 0 | 5 | 118 | 28.9% | -0.80 | 0.1417 | -0.013 |
| 0 | 0 | 8 | 477 | 24.8% | 0.19 | 0.1370 | -0.013 | 31.5 | 0 | 0 | 6 | 28.9% | -0.85 | 0.1136 | -0.011 | |
| 0 | 0 | 5 | 146 | 28.6% | 0.14 | 0.1096 | -0.011 | 32 | 0 | 0 | 42.6% | -0.89 | 0.0892 | -0.009 | ||
| 0 | 0 | 13 | 82 | 29.7% | 0.11 | 0.0866 | -0.010 | 32.5 | 0 | 0 | 400 | 54.5% | -0.92 | 0.0699 | -0.008 | |
| 0 | 0 | 11 | 84 | 32.4% | 0.08 | 0.0685 | -0.008 | 33 | 0 | 0 | 603 | 51.2% | -0.94 | 0.0552 | -0.007 | |
| 0 | 0 | 7 | 9 | 34.0% | 0.07 | 0.0549 | -0.007 | 33.5 | 0 | 0 | 702 | 64.5% | -0.95 | 0.0442 | -0.006 | |
| 0 | 0 | 29 | 161 | 36.6% | 0.05 | 0.0444 | -0.006 | 34 | 0 | 0 | 400 | 68.6% | -0.96 | 0.0359 | -0.005 | |
| 0 | 0 | 4 | 68.9% | 0.04 | 0.0300 | -0.005 | 35 | 0 | 0 | 2 | 76.5% | -0.97 | 0.0246 | -0.004 | ||
| 0 | 0 | 74.9% | 0.03 | 0.0212 | -0.004 | 36 | 0 | 0 | 66.5% | -0.98 | 0.0176 | -0.003 | ||||
| 0 | 0 | 81.2% | 0.02 | 0.0154 | -0.003 | 37 | 0 | 0 | 63.8% | -0.98 | 0.0131 | -0.003 | ||||
| 0 | 0 | 89.5% | 0.02 | 0.0118 | -0.003 | 38 | 0 | 0 | 63.3% | -0.99 | 0.0100 | -0.003 | ||||
| 0 | 0 | 1 | 100.4% | 0.01 | 0.0091 | -0.003 | 39 | 0 | 0 | 84.7% | -0.99 | 0.0079 | -0.002 | |||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs