PFE option chain Pfizer Inc.
Cboe delayed options data · as of 03:41 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 ±21.1% (23.21–35.65) · ATM IV 25.2% · P/C open interest 1.07
| 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 | |
| 13.80 | 15.40 | 229 | 52.7% | 1.00 | 0.0000 | 0.000 | 15 | 0.0500 | 0.3300 | 6,254 | 38.9% | -0.02 | 0.0055 | -0.001 | ||
| 11.20 | 11.80 | 567 | 1.00 | 0.0014 | 0.000 | 18 | 0.2000 | 0.4800 | 20.3K | 34.1% | -0.05 | 0.0120 | -0.001 | |||
| 9.35 | 9.75 | 1 | 2,467 | 27.0% | 0.97 | 0.0197 | -0.001 | 20 | 0.3200 | 0.4500 | 11.9K | 29.1% | -0.09 | 0.0186 | -0.002 | |
| 7.55 | 7.95 | 2 | 2,827 | 26.8% | 0.90 | 0.0268 | -0.001 | 22 | 0.6200 | 0.7400 | 1 | 8,572 | 28.3% | -0.14 | 0.0270 | -0.002 |
| 5.30 | 5.70 | 3 | 12.6K | 26.1% | 0.78 | 0.0397 | -0.002 | 25 | 1.21 | 1.41 | 44 | 10.3K | 26.3% | -0.25 | 0.0408 | -0.003 |
| 4.00 | 4.45 | 18 | 6,411 | 25.3% | 0.69 | 0.0474 | -0.003 | 27 | 1.96 | 2.31 | 50 | 4,267 | 27.0% | -0.34 | 0.0483 | -0.003 |
| 2.53 | 2.95 | 15 | 14.5K | 24.8% | 0.54 | 0.0534 | -0.003 | 30 | 3.30 | 3.65 | 1,402 | 25.7% | -0.49 | 0.0540 | -0.003 | |
| 1.96 | 2.25 | 79 | 6,880 | 25.5% | 0.44 | 0.0532 | -0.003 | 32 | 4.55 | 5.25 | 507 | 27.4% | -0.59 | 0.0536 | -0.003 | |
| 1.20 | 1.39 | 41 | 10.0K | 25.2% | 0.32 | 0.0478 | -0.003 | 35 | 6.70 | 7.25 | 249 | 27.0% | -0.72 | 0.0489 | -0.002 | |
| 0.7100 | 1.00 | 4 | 1,542 | 24.4% | 0.25 | 0.0423 | -0.003 | 37 | 8.30 | 8.70 | 17 | 26.4% | -0.79 | 0.0443 | -0.002 | |
| 0.3600 | 0.7100 | 5,102 | 24.9% | 0.17 | 0.0335 | -0.002 | 40 | 10.75 | 11.40 | 4 | 26.2% | -0.88 | 0.0351 | -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 — 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