PFE option chain Pfizer Inc.
Cboe delayed options data · as of 15:41 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 ±6.3% (28.21–32.00) · ATM IV 26.1% · P/C open interest 0.88
| 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 | |
| 13.15 | 15.80 | 1 | 170.8% | 1.00 | 0.0002 | 0.000 | 16 | 0 | 0.0300 | 50 | 88.6% | -0.00 | 0.0013 | -0.001 | ||
| 12.20 | 14.85 | 1 | 161.9% | 1.00 | 0.0004 | 0.000 | 17 | 0 | 0.0200 | 2 | 76.9% | -0.00 | 0.0018 | -0.001 | ||
| 11.60 | 13.95 | 7 | 168.6% | 1.00 | 0.0005 | 0.000 | 18 | 0 | 0.0200 | 198 | 69.7% | -0.00 | 0.0023 | -0.001 | ||
| 9.95 | 12.75 | 1 | 119.0% | 1.00 | 0.0007 | 0.000 | 19 | 0 | 0.0200 | 540 | 62.8% | -0.01 | 0.0031 | -0.001 | ||
| 9.90 | 10.30 | 260 | 1.00 | 0.0010 | 0.000 | 20 | 0 | 0.0300 | 979 | 59.2% | -0.01 | 0.0041 | -0.002 | |||
| 8.60 | 9.25 | 1 | 18 | 1.00 | 0.0015 | 0.000 | 21 | 0 | 0.0400 | 907 | 54.7% | -0.01 | 0.0055 | -0.002 | ||
| 7.80 | 8.25 | 4 | 303 | 1.00 | 0.0021 | 0.000 | 22 | 0.0100 | 0.0200 | 2,588 | 46.4% | -0.01 | 0.0075 | -0.002 | ||
| 6.70 | 7.35 | 592 | 1.00 | 0.0032 | 0.000 | 23 | 0.0100 | 0.0500 | 6,930 | 44.6% | -0.02 | 0.0106 | -0.002 | |||
| 5.65 | 6.40 | 1,673 | 1.00 | 0.0053 | 0.000 | 24 | 0.0100 | 0.0300 | 84 | 4,170 | 35.9% | -0.02 | 0.0158 | -0.003 | ||
| 5.10 | 5.85 | 0.99 | 0.0070 | -0.000 | 24.5 | 0 | 0.0700 | 36.0% | -0.03 | 0.0198 | -0.003 | |||||
| 4.95 | 5.25 | 8 | 5,770 | 0.99 | 0.0100 | -0.001 | 25 | 0.0200 | 0.0400 | 10 | 59.1K | 32.0% | -0.03 | 0.0253 | -0.003 | |
| 4.10 | 4.85 | 0.99 | 0.0144 | -0.001 | 25.5 | 0.0200 | 0.1000 | 6 | 33.0% | -0.04 | 0.0330 | -0.004 | ||||
| 4.00 | 4.30 | 3 | 5,572 | 24.5% | 0.98 | 0.0220 | -0.002 | 26 | 0.0600 | 0.0700 | 55 | 18.6K | 30.1% | -0.06 | 0.0438 | -0.005 |
| 3.55 | 3.75 | 1 | 20.3% | 0.97 | 0.0342 | -0.003 | 26.5 | 0.0600 | 0.1600 | 28 | 30.4% | -0.08 | 0.0584 | -0.006 | ||
| 3.10 | 3.30 | 173 | 14.4K | 29.4% | 0.95 | 0.0527 | -0.004 | 27 | 0.1200 | 0.1400 | 85 | 8,128 | 28.0% | -0.11 | 0.0771 | -0.007 |
| 2.28 | 2.91 | 1 | 0.92 | 0.0783 | -0.007 | 27.5 | 0.1800 | 0.2100 | 12 | 53 | 27.5% | -0.15 | 0.0993 | -0.009 | ||
| 2.22 | 2.35 | 165 | 29.0K | 27.7% | 0.87 | 0.1102 | -0.009 | 28 | 0.2700 | 0.2900 | 273 | 10.9K | 26.8% | -0.21 | 0.1230 | -0.011 |
| 1.76 | 1.96 | 26.8% | 0.81 | 0.1439 | -0.012 | 28.5 | 0.3800 | 0.4100 | 11 | 24 | 26.2% | -0.28 | 0.1456 | -0.012 | ||
| 1.46 | 1.55 | 667 | 17.6K | 27.4% | 0.73 | 0.1736 | -0.015 | 29 | 0.5400 | 0.5900 | 155 | 1,057 | 26.2% | -0.35 | 0.1639 | -0.014 |
| 1.12 | 1.19 | 105 | 431 | 26.5% | 0.63 | 0.1943 | -0.016 | 29.5 | 0.7400 | 0.7800 | 60 | 240 | 25.9% | -0.44 | 0.1752 | -0.015 |
| 0.8500 | 0.8800 | 479 | 24.4K | 26.1% | 0.53 | 0.2013 | -0.017 | 30 | 1.00 | 1.05 | 83 | 470 | 26.1% | -0.53 | 0.1775 | -0.015 |
| 0.6400 | 0.6700 | 152 | 271 | 26.5% | 0.43 | 0.1950 | -0.016 | 30.5 | 1.27 | 1.50 | 12 | 27.8% | -0.61 | 0.1715 | -0.014 | |
| 0.4500 | 0.4700 | 1,142 | 10.9K | 26.0% | 0.34 | 0.1784 | -0.015 | 31 | 1.61 | 1.81 | 100 | 123 | 27.8% | -0.69 | 0.1583 | -0.013 |
| 0.3000 | 0.3500 | 42 | 49 | 26.0% | 0.26 | 0.1552 | -0.013 | 31.5 | 1.79 | 2.30 | 2 | 2 | 26.1% | -0.77 | 0.1396 | -0.011 |
| 0.2000 | 0.2400 | 537 | 10.2K | 25.9% | 0.19 | 0.1286 | -0.010 | 32 | 2.34 | 2.69 | 12 | 27 | 28.8% | -0.83 | 0.1175 | -0.009 |
| 0.1400 | 0.1700 | 18 | 3 | 26.2% | 0.14 | 0.1026 | -0.008 | 32.5 | 2.69 | 3.35 | 32.6% | -0.88 | 0.0946 | -0.007 | ||
| 0.1000 | 0.1100 | 111 | 2,244 | 26.4% | 0.10 | 0.0796 | -0.006 | 33 | 3.15 | 3.80 | 25 | 34.0% | -0.91 | 0.0739 | -0.006 | |
| 0.0300 | 0.1000 | 1 | 26.1% | 0.07 | 0.0616 | -0.005 | 33.5 | 3.60 | 4.35 | 37.2% | -0.93 | 0.0573 | -0.004 | |||
| 0.0400 | 0.0600 | 5 | 1,250 | 27.2% | 0.06 | 0.0483 | -0.004 | 34 | 4.20 | 4.75 | 10 | 47 | 40.3% | -0.95 | 0.0448 | -0.004 |
| 0.0200 | 0.0400 | 42 | 980 | 29.0% | 0.04 | 0.0314 | -0.003 | 35 | 5.05 | 5.85 | 44.8% | -0.97 | 0.0288 | -0.002 | ||
| 0.0100 | 0.0400 | 595 | 32.2% | 0.03 | 0.0219 | -0.003 | 36 | 6.15 | 6.70 | 15 | 48.6% | -0.98 | 0.0199 | -0.002 | ||
| 0 | 0.0500 | 41 | 36.0% | 0.02 | 0.0161 | -0.002 | 37 | 7.05 | 7.60 | 1 | 45.4% | -0.98 | 0.0145 | -0.001 | ||
| 0 | 0.0500 | 86 | 39.7% | 0.02 | 0.0123 | -0.002 | 38 | 7.95 | 8.55 | 131 | 35.7% | -0.99 | 0.0110 | -0.001 | ||
| 0.0100 | 0.0200 | 224 | 4,609 | 40.3% | 0.01 | 0.0098 | -0.002 | 39 | 9.05 | 9.80 | 63.4% | -0.99 | 0.0087 | -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.
callsputs