PFE option chain Pfizer Inc.

Expiration Cboe delayed options data · as of 12:37 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 ±9.7% (26.19–31.81) · ATM IV 25.2% · P/C open interest 0.54

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
12.05	16.00		2		1.00	0.0006	0.000	15	0	0.0300			58.7%	-0.00	0.0013	-0.000
11.05	15.00				1.00	0.0009	0.000	16	0	0.0300		50	53.4%	-0.00	0.0018	-0.001
10.90	13.45			58.5%	1.00	0.0013	0.000	17	0	0.0400		2	50.1%	-0.01	0.0025	-0.001
10.80	11.55		5	50.7%	1.00	0.0018	0.000	18	0	0.0400		203	45.2%	-0.01	0.0034	-0.001
8.90	11.45			43.3%	1.00	0.0026	0.000	19	0	0.0600		540	42.9%	-0.01	0.0047	-0.001
8.85	9.30		150		0.99	0.0039	0.000	20	0.0100	0.0400		985	37.2%	-0.01	0.0068	-0.001
6.90	9.45		22		0.99	0.0061	0.000	21	0.0100	0.0400	2	1,112	32.8%	-0.02	0.0101	-0.001
6.75	7.40		296		0.98	0.0100	-0.000	22	0.0300	0.1500	47	2,661	35.8%	-0.03	0.0154	-0.002
5.95	6.40		594		0.97	0.0169	-0.001	23	0.0700	0.1300	55	5,874	31.7%	-0.05	0.0240	-0.002
5.00	5.40		1,716		0.95	0.0282	-0.002	24	0.1000	0.1500	222	4,655	28.3%	-0.07	0.0368	-0.003
4.15	4.45	16	5,216	25.0%	0.92	0.0451	-0.003	25	0.2000	0.2300	253	4,664	27.2%	-0.12	0.0544	-0.004
3.30	3.60	28	4,848	26.1%	0.86	0.0675	-0.005	26	0.3500	0.3800	51	5,497	26.3%	-0.18	0.0757	-0.006
2.56	2.72	247	13.9K	25.4%	0.78	0.0926	-0.007	27	0.5000	0.6500	29	1,711	25.1%	-0.27	0.0974	-0.007
1.91	2.00	298	8,832	25.3%	0.67	0.1145	-0.008	28	0.9100	0.9600	137	3,101	25.2%	-0.38	0.1145	-0.008
1.33	1.40	497	7,289	24.8%	0.55	0.1267	-0.009	29	1.36	1.53	78	373	25.7%	-0.50	0.1220	-0.008
0.8900	0.9500	1,094	6,003	24.6%	0.42	0.1257	-0.008	30	1.91	2.04		119	24.4%	-0.62	0.1179	-0.008
0.5800	0.6100	282	3,417	24.6%	0.31	0.1127	-0.007	31	2.60	2.91	2	14	26.1%	-0.72	0.1040	-0.007
0.1600	0.3900	171	1,284	22.0%	0.22	0.0928	-0.006	32	3.40	3.70	1	1	26.5%	-0.80	0.0849	-0.005
0.2300	0.2500	183	621	25.2%	0.15	0.0717	-0.005	33	4.25	4.55		12	26.7%	-0.86	0.0655	-0.004
0.1200	0.1700	39	252	25.4%	0.10	0.0538	-0.004	34	5.15	5.55		46	29.0%	-0.91	0.0492	-0.003
0.0700	0.1400	82	361	26.7%	0.07	0.0400	-0.003	35	6.05	6.60			31.8%	-0.93	0.0367	-0.002
0.0500	0.1100		355	28.1%	0.05	0.0301	-0.003	36	7.05	7.50			33.1%	-0.95	0.0277	-0.002
0.0300	0.1100		21	30.1%	0.04	0.0230	-0.002	37	8.00	8.55			36.5%	-0.96	0.0212	-0.001
0.0400	0.0500	2	86	30.3%	0.03	0.0178	-0.002	38	9.00	9.50		5	38.5%	-0.97	0.0165	-0.001
0.0200	0.0900	302	4,399	33.7%	0.03	0.0141	-0.002	39	9.95	10.50		2	40.2%	-0.98	0.0131	-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 — Nov 20, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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PFE option chain Pfizer Inc.

Volatility smile — Nov 20, 2026

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