PFE option chain Pfizer Inc.
Cboe delayed options data · as of 09:41 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 ±7.1% (27.48–31.68) · ATM IV 24.7% · P/C open interest 0.18
| 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 | |
| 12.50 | 16.60 | 1.00 | 0.0002 | -0.000 | 15 | 0 | 1.93 | 187.6% | -0.00 | 0.0013 | -0.001 | |||||
| 9.55 | 13.65 | 1.00 | 0.0007 | -0.000 | 18 | 0 | 1.26 | 127.5% | -0.01 | 0.0030 | -0.001 | |||||
| 8.60 | 12.65 | 1.00 | 0.0010 | -0.000 | 19 | 0 | 0.9600 | 107.2% | -0.01 | 0.0039 | -0.001 | |||||
| 8.85 | 11.65 | 117.9% | 1.00 | 0.0014 | -0.000 | 20 | 0 | 1.01 | 98.8% | -0.01 | 0.0053 | -0.002 | ||||
| 8.05 | 10.65 | 112.1% | 1.00 | 0.0021 | -0.001 | 21 | 0 | 0.9600 | 87.8% | -0.01 | 0.0072 | -0.002 | ||||
| 6.65 | 9.65 | 91.3% | 1.00 | 0.0032 | -0.001 | 22 | 0 | 0.0800 | 44.3% | -0.02 | 0.0101 | -0.002 | ||||
| 4.95 | 8.70 | 62.6% | 1.00 | 0.0052 | -0.001 | 23 | 0 | 1.27 | 76.8% | -0.02 | 0.0146 | -0.002 | ||||
| 4.45 | 7.65 | 67.1% | 0.99 | 0.0090 | -0.001 | 24 | 0 | 0.7600 | 10 | 56.2% | -0.03 | 0.0222 | -0.003 | |||
| 3.95 | 4.85 | 2 | 0.98 | 0.0181 | -0.002 | 25 | 0 | 0.0800 | 2 | 26.9% | -0.05 | 0.0360 | -0.004 | |||
| 2.89 | 3.85 | 1 | 0.96 | 0.0401 | -0.003 | 26 | 0.0800 | 0.1700 | 35 | 16 | 27.8% | -0.09 | 0.0607 | -0.005 | ||
| 2.48 | 2.85 | 1 | 20 | 18.2% | 0.90 | 0.0840 | -0.006 | 27 | 0.1700 | 0.2900 | 30 | 52 | 25.8% | -0.16 | 0.0979 | -0.007 |
| 1.73 | 1.98 | 7 | 84 | 23.5% | 0.79 | 0.1429 | -0.010 | 28 | 0.4000 | 0.5000 | 50 | 35 | 24.9% | -0.28 | 0.1387 | -0.010 |
| 1.04 | 1.23 | 209 | 145 | 22.8% | 0.62 | 0.1832 | -0.013 | 29 | 0.5900 | 1.15 | 15 | 69 | 25.7% | -0.44 | 0.1654 | -0.012 |
| 0.5900 | 0.8000 | 102 | 344 | 24.3% | 0.44 | 0.1819 | -0.013 | 30 | 1.29 | 1.51 | 6 | 25.2% | -0.60 | 0.1646 | -0.011 | |
| 0.3000 | 0.4000 | 40 | 174 | 23.5% | 0.28 | 0.1473 | -0.010 | 31 | 1.84 | 2.24 | 1 | 23.2% | -0.75 | 0.1376 | -0.009 | |
| 0.0600 | 0.2400 | 64 | 253 | 22.7% | 0.16 | 0.1035 | -0.007 | 32 | 2.84 | 3.20 | 20 | 1 | 29.1% | -0.85 | 0.0985 | -0.007 |
| 0.0700 | 0.1300 | 10 | 53 | 25.2% | 0.10 | 0.0685 | -0.005 | 33 | 3.70 | 5.00 | 1 | 2 | 46.9% | -0.92 | 0.0648 | -0.005 |
| 0 | 0.1500 | 40 | 8 | 27.9% | 0.07 | 0.0462 | -0.004 | 34 | 4.55 | 6.05 | 1 | 1 | 51.5% | -0.95 | 0.0429 | -0.004 |
| 0 | 0.2000 | 4 | 34.1% | 0.05 | 0.0326 | -0.003 | 35 | 5.35 | 7.10 | 54.5% | -0.96 | 0.0297 | -0.003 | |||
| 0 | 0.1900 | 37.8% | 0.03 | 0.0240 | -0.003 | 36 | 5.55 | 8.90 | 59.8% | -0.97 | 0.0214 | -0.003 | ||||
| 0 | 0.2800 | 45.2% | 0.03 | 0.0183 | -0.003 | 37 | 6.70 | 9.85 | 66.8% | -0.98 | 0.0160 | -0.002 | ||||
| 0 | 0.9500 | 1 | 67.1% | 0.02 | 0.0144 | -0.002 | 38 | 7.95 | 10.85 | 76.5% | -0.98 | 0.0124 | -0.002 | |||
| 0 | 0.7800 | 67.5% | 0.02 | 0.0115 | -0.002 | 39 | 8.30 | 11.85 | 67.1% | -0.99 | 0.0098 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs