PFE option chain Pfizer Inc.
Cboe delayed options data · as of 21:53 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 ±23.5% (21.95–35.45) · ATM IV 26.2% · P/C open interest 1.09
| 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 | |
| 12.45 | 14.00 | 227 | 1.00 | 0.0003 | 0.000 | 15 | 0.1000 | 0.2000 | 6,171 | 34.3% | -0.03 | 0.0069 | -0.001 | |||
| 10.55 | 11.80 | 568 | 38.6% | 0.99 | 0.0070 | 0.000 | 18 | 0.1000 | 0.3300 | 5 | 20.3K | 28.0% | -0.07 | 0.0141 | -0.001 | |
| 8.85 | 9.25 | 14 | 2,511 | 25.4% | 0.95 | 0.0197 | -0.000 | 20 | 0.4500 | 0.6500 | 11.9K | 29.6% | -0.11 | 0.0212 | -0.002 | |
| 7.15 | 7.60 | 2,948 | 27.4% | 0.88 | 0.0298 | -0.001 | 22 | 0.8000 | 0.9800 | 53 | 8,534 | 28.5% | -0.17 | 0.0293 | -0.002 | |
| 4.35 | 5.45 | 291 | 12.7K | 23.1% | 0.75 | 0.0407 | -0.002 | 25 | 1.60 | 1.80 | 1 | 9,787 | 27.3% | -0.28 | 0.0412 | -0.003 |
| 3.90 | 4.25 | 12 | 5,652 | 26.3% | 0.66 | 0.0468 | -0.003 | 27 | 2.23 | 2.75 | 1 | 4,308 | 26.9% | -0.37 | 0.0472 | -0.003 |
| 2.65 | 2.85 | 193 | 14.3K | 26.2% | 0.52 | 0.0511 | -0.003 | 30 | 3.85 | 4.15 | 1,262 | 26.3% | -0.51 | 0.0511 | -0.003 | |
| 1.99 | 2.25 | 82 | 5,454 | 26.5% | 0.43 | 0.0502 | -0.003 | 32 | 5.10 | 5.80 | 498 | 27.8% | -0.60 | 0.0501 | -0.003 | |
| 1.27 | 1.40 | 181 | 10.6K | 26.0% | 0.31 | 0.0450 | -0.003 | 35 | 7.15 | 7.60 | 281 | 25.7% | -0.72 | 0.0447 | -0.002 | |
| 0.9000 | 1.09 | 1,434 | 26.1% | 0.25 | 0.0401 | -0.003 | 37 | 8.70 | 9.35 | 17 | 26.3% | -0.78 | 0.0403 | -0.001 | ||
| 0.5900 | 0.7400 | 2 | 4,569 | 26.6% | 0.18 | 0.0323 | -0.002 | 40 | 11.15 | 12.15 | 3 | 27.1% | -0.86 | 0.0325 | -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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs