PFE option chain Pfizer Inc.
Cboe delayed options data · as of 03:40 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.
This expiration prices a move of about ±12.9% (26.00–33.66) · ATM IV 25.0% · P/C open interest 1.17
| 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 | |
| 13.90 | 16.45 | 17 | 66.6% | 1.00 | 0.0000 | 0.000 | 15 | 0.0100 | 0.0400 | 5,527 | 47.5% | -0.01 | 0.0020 | -0.001 | ||
| 12.90 | 15.45 | 59.7% | 1.00 | 0.0000 | 0.000 | 16 | 0 | 0.0800 | 46.4% | -0.01 | 0.0027 | -0.001 | ||||
| 11.90 | 14.45 | 3 | 53.2% | 1.00 | 0.0000 | 0.000 | 17 | 0 | 0.0900 | 32 | 43.0% | -0.01 | 0.0036 | -0.001 | ||
| 10.90 | 13.45 | 43 | 47.0% | 1.00 | 0.0000 | 0.000 | 18 | 0 | 0.2600 | 915 | 47.1% | -0.01 | 0.0049 | -0.001 | ||
| 10.10 | 12.10 | 3 | 1.00 | 0.0001 | 0.000 | 19 | 0 | 0.0700 | 577 | 34.1% | -0.02 | 0.0067 | -0.001 | |||
| 10.00 | 10.20 | 15 | 144 | 1.00 | 0.0006 | 0.000 | 20 | 0.0300 | 0.2900 | 6,855 | 40.3% | -0.02 | 0.0092 | -0.001 | ||
| 8.20 | 10.05 | 31 | 1.00 | 0.0024 | 0.000 | 21 | 0.0200 | 0.1200 | 6,552 | 30.7% | -0.03 | 0.0128 | -0.002 | |||
| 7.85 | 9.20 | 20 | 128 | 48.4% | 0.99 | 0.0073 | 0.000 | 22 | 0.1000 | 0.1500 | 2,535 | 30.6% | -0.05 | 0.0177 | -0.002 | |
| 6.95 | 7.45 | 1 | 568 | 29.4% | 0.98 | 0.0175 | 0.000 | 23 | 0.1600 | 0.2500 | 10 | 10.6K | 30.3% | -0.07 | 0.0243 | -0.002 |
| 5.95 | 6.50 | 1 | 909 | 27.4% | 0.96 | 0.0328 | -0.001 | 24 | 0.1500 | 0.2500 | 42 | 6,414 | 26.2% | -0.10 | 0.0329 | -0.003 |
| 5.20 | 5.45 | 84 | 4,805 | 27.5% | 0.91 | 0.0490 | -0.003 | 25 | 0.3400 | 0.3800 | 7 | 12.2K | 26.8% | -0.13 | 0.0434 | -0.004 |
| 4.35 | 4.65 | 9 | 1,648 | 27.4% | 0.85 | 0.0602 | -0.004 | 26 | 0.3300 | 0.5900 | 34 | 5,488 | 24.7% | -0.18 | 0.0555 | -0.004 |
| 3.60 | 3.75 | 77 | 7,557 | 25.9% | 0.78 | 0.0692 | -0.004 | 27 | 0.6700 | 0.7700 | 170 | 9,122 | 24.9% | -0.25 | 0.0677 | -0.005 |
| 2.92 | 3.10 | 63 | 3,596 | 26.0% | 0.71 | 0.0783 | -0.005 | 28 | 1.00 | 1.17 | 255 | 4,903 | 25.4% | -0.32 | 0.0784 | -0.005 |
| 2.32 | 2.44 | 169 | 6,372 | 25.4% | 0.62 | 0.0855 | -0.006 | 29 | 1.40 | 1.52 | 273 | 612 | 24.7% | -0.41 | 0.0859 | -0.006 |
| 1.81 | 1.88 | 469 | 10.6K | 25.0% | 0.53 | 0.0886 | -0.006 | 30 | 1.92 | 2.06 | 278 | 4,803 | 25.1% | -0.49 | 0.0891 | -0.006 |
| 1.37 | 1.44 | 374 | 4,539 | 24.7% | 0.45 | 0.0874 | -0.006 | 31 | 2.40 | 2.80 | 26 | 25.4% | -0.58 | 0.0880 | -0.006 | |
| 1.05 | 1.09 | 485 | 6,328 | 24.8% | 0.37 | 0.0827 | -0.006 | 32 | 3.05 | 3.30 | 1 | 132 | 24.1% | -0.66 | 0.0831 | -0.005 |
| 0.7800 | 0.8400 | 186 | 1,606 | 24.9% | 0.30 | 0.0755 | -0.005 | 33 | 3.80 | 4.20 | 25.4% | -0.73 | 0.0754 | -0.004 | ||
| 0.4000 | 0.6300 | 55 | 800 | 23.5% | 0.24 | 0.0666 | -0.005 | 34 | 4.45 | 5.15 | 25.6% | -0.79 | 0.0658 | -0.004 | ||
| 0.2400 | 0.4800 | 170 | 8,541 | 23.4% | 0.18 | 0.0572 | -0.004 | 35 | 5.30 | 5.85 | 4 | 367 | 24.2% | -0.84 | 0.0555 | -0.003 |
| 0.2600 | 0.5800 | 63 | 66 | 27.4% | 0.14 | 0.0481 | -0.003 | 36 | 6.15 | 7.00 | 27.2% | -0.88 | 0.0457 | -0.002 | ||
| 0.2000 | 0.2700 | 5 | 506 | 25.3% | 0.11 | 0.0397 | -0.003 | 37 | 7.10 | 7.95 | 28.7% | -0.91 | 0.0369 | -0.001 | ||
| 0.1200 | 0.2600 | 25 | 26.2% | 0.09 | 0.0325 | -0.002 | 38 | 8.05 | 8.85 | 29.2% | -0.93 | 0.0294 | -0.000 | |||
| 0.0900 | 0.1600 | 17 | 102 | 25.7% | 0.07 | 0.0265 | -0.002 | 39 | 9.05 | 9.80 | 30.9% | -0.95 | 0.0233 | 0.000 | ||
| 0.0700 | 0.1100 | 107 | 7,181 | 25.9% | 0.05 | 0.0215 | -0.002 | 40 | 10.00 | 10.70 | 10 | 17 | 30.6% | -0.96 | 0.0184 | 0.000 |
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs