PFE option chain Pfizer Inc.
Cboe delayed options data · as of 12:37 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 ±3.7% (27.93–30.07) · ATM IV 22.1% · P/C open interest 0.95
| 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 | |
| 13.85 | 14.15 | 1 | 10 | 1.00 | 0.0005 | 0.000 | 15 | 0 | 0.0400 | 1,602 | 136.2% | -0.00 | 0.0005 | -0.001 | ||
| 11.10 | 12.15 | 10 | 1.00 | 0.0009 | 0.000 | 17 | 0 | 0.0200 | 845 | 103.4% | -0.00 | 0.0009 | -0.001 | |||
| 10.75 | 11.15 | 19 | 1.00 | 0.0012 | 0.000 | 18 | 0 | 0.0200 | 4,836 | 93.2% | -0.00 | 0.0012 | -0.001 | |||
| 9.20 | 10.20 | 1 | 1.00 | 0.0017 | 0.000 | 19 | 0 | 0.0200 | 563 | 83.6% | -0.00 | 0.0017 | -0.001 | |||
| 8.75 | 9.15 | 308 | 1.00 | 0.0025 | -0.000 | 20 | 0 | 0.0200 | 1 | 15.8K | 68.8% | -0.00 | 0.0025 | -0.001 | ||
| 7.70 | 8.20 | 10 | 1.00 | 0.0035 | -0.000 | 21 | 0 | 0.0200 | 4,153 | 65.6% | -0.00 | 0.0036 | -0.001 | |||
| 6.95 | 7.20 | 4 | 518 | 66.8% | 0.99 | 0.0052 | -0.001 | 22 | 0 | 0.0200 | 2 | 39.1K | 57.1% | -0.01 | 0.0052 | -0.002 |
| 6.20 | 6.70 | 0.99 | 0.0064 | -0.001 | 22.5 | 0 | 0.0200 | 53.0% | -0.01 | 0.0064 | -0.002 | |||||
| 5.20 | 6.15 | 2 | 1,604 | 0.99 | 0.0079 | -0.001 | 23 | 0 | 0.0200 | 25 | 13.5K | 48.9% | -0.01 | 0.0079 | -0.002 | |
| 5.20 | 5.70 | 0.99 | 0.0099 | -0.001 | 23.5 | 0 | 0.0400 | 49.5% | -0.01 | 0.0099 | -0.002 | |||||
| 4.90 | 5.15 | 40 | 6,573 | 0.99 | 0.0125 | -0.002 | 24 | 0.0100 | 0.0200 | 9 | 32.4K | 43.4% | -0.01 | 0.0125 | -0.002 | |
| 4.20 | 4.70 | 0.98 | 0.0161 | -0.002 | 24.5 | 0 | 0.0100 | 106 | 33.9% | -0.01 | 0.0161 | -0.003 | ||||
| 3.90 | 4.10 | 74 | 26.8K | 0.98 | 0.0211 | -0.002 | 25 | 0.0100 | 0.0400 | 17 | 47.5K | 38.2% | -0.02 | 0.0212 | -0.003 | |
| 3.30 | 3.70 | 2 | 13 | 0.98 | 0.0287 | -0.003 | 25.5 | 0 | 0.0400 | 11 | 32.7% | -0.02 | 0.0288 | -0.003 | ||
| 2.98 | 3.20 | 247 | 33.5K | 32.0% | 0.97 | 0.0408 | -0.003 | 26 | 0.0200 | 0.0400 | 37 | 12.6K | 30.7% | -0.03 | 0.0411 | -0.004 |
| 2.55 | 2.71 | 8 | 107 | 32.5% | 0.95 | 0.0617 | -0.005 | 26.5 | 0.0200 | 0.0500 | 11 | 185 | 27.2% | -0.05 | 0.0622 | -0.005 |
| 2.07 | 2.18 | 676 | 33.0K | 26.8% | 0.92 | 0.0967 | -0.007 | 27 | 0.0500 | 0.0700 | 4,540 | 51.6K | 25.7% | -0.08 | 0.0974 | -0.007 |
| 1.59 | 1.75 | 246 | 150 | 25.2% | 0.86 | 0.1466 | -0.010 | 27.5 | 0.0900 | 0.1200 | 87 | 2,015 | 24.5% | -0.14 | 0.1479 | -0.010 |
| 1.21 | 1.32 | 901 | 71.9K | 24.9% | 0.78 | 0.2051 | -0.013 | 28 | 0.1700 | 0.2000 | 24.2K | 75.0K | 23.6% | -0.22 | 0.2072 | -0.013 |
| 0.8100 | 0.9200 | 466 | 4,025 | 22.5% | 0.67 | 0.2617 | -0.016 | 28.5 | 0.3000 | 0.3500 | 604 | 1,691 | 23.2% | -0.34 | 0.2650 | -0.016 |
| 0.5300 | 0.6000 | 2,284 | 36.1K | 22.1% | 0.53 | 0.2983 | -0.017 | 29 | 0.4900 | 0.5300 | 186 | 505 | 22.1% | -0.48 | 0.3029 | -0.017 |
| 0.3200 | 0.3700 | 126 | 2,269 | 22.0% | 0.38 | 0.2897 | -0.016 | 29.5 | 0.7500 | 0.8400 | 41 | 102 | 22.0% | -0.63 | 0.2956 | -0.016 |
| 0.1900 | 0.2100 | 1,991 | 42.4K | 22.1% | 0.25 | 0.2397 | -0.013 | 30 | 0.9500 | 1.39 | 19 | 81 | 23.1% | -0.76 | 0.2455 | -0.013 |
| 0.0900 | 0.1200 | 49 | 326 | 22.1% | 0.16 | 0.1766 | -0.010 | 30.5 | 1.49 | 1.80 | 27.6% | -0.86 | 0.1839 | -0.010 | ||
| 0.0500 | 0.0700 | 377 | 21.2K | 23.0% | 0.10 | 0.1204 | -0.007 | 31 | 1.83 | 2.24 | 51 | 24.4% | -0.92 | 0.1324 | -0.008 | |
| 0.0100 | 0.0300 | 316 | 37.8K | 24.9% | 0.04 | 0.0546 | -0.004 | 32 | 2.88 | 3.20 | 58 | 34 | 33.3% | -0.98 | 0.0650 | -0.004 |
| 0 | 0.0300 | 21 | 3,569 | 29.9% | 0.02 | 0.0281 | -0.003 | 33 | 3.65 | 4.85 | 14 | 4 | 42.2% | -1.00 | 0.0124 | -0.003 |
| 0 | 0.1000 | 1 | 1,153 | 43.7% | 0.01 | 0.0162 | -0.002 | 34 | 4.85 | 5.35 | 4 | 10 | 55.2% | -1.00 | 0.0000 | -0.003 |
| 0 | 0.0100 | 69 | 4,240 | 35.9% | 0.01 | 0.0102 | -0.001 | 35 | 5.90 | 6.10 | 70 | 373 | 45.5% | -1.00 | 0.0000 | -0.003 |
| 0 | 0.0500 | 205 | 50.0% | 0.01 | 0.0069 | -0.001 | 36 | 6.90 | 7.30 | 69.5% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0100 | 835 | 45.1% | 0.00 | 0.0049 | -0.001 | 37 | 7.85 | 8.30 | 2 | 72.9% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.0300 | 108 | 56.3% | 0.00 | 0.0036 | -0.001 | 38 | 8.85 | 9.40 | 85.5% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0200 | 15 | 57.9% | 0.00 | 0.0027 | -0.001 | 39 | 9.85 | 10.40 | 91.7% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0200 | 431 | 62.2% | 0.00 | 0.0021 | -0.001 | 40 | 10.85 | 11.30 | 2 | 90.6% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.2300 | 161 | 95.0% | 0.00 | 0.0017 | -0.001 | 41 | 11.85 | 12.30 | 96.1% | -1.00 | 0.0000 | -0.003 | |||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs