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Pfizer Inc. PFE

i

Market dataready · fetched 2026-11-06T20:55:01.217Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T20:54:59.515976268Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-06T20:55:00.619686+00:00

Share price$29.31
1D+0.6%
$28.77$28.94$29.11$29.28$29.455:30 AM6:30 AM9:00 AM1:00 PMPFE
Sold putSold call

Pfizer Inc. options

Live interpolated PFE call and put midpoint premiums by absolute delta.Pfizer Inc.$0.09$0.34$0.59$0.84$1.09$26.93$28.17$29.42$30.66$31.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PFE spot · $29.31PFE PRICE$0.12$0.15$0.20$0.25$0.30$0.36$0.44$0.52$0.60$0.68$0.78$0.88$1.00$0.14$0.18$0.21$0.25$0.31$0.39$0.46$0.53$0.62$0.72$0.82$1.02
Puts——
CallsCheap0.82×
Skew——
Implied moveBearish±$0.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.3026.7%3.8%28.3628.8%3.7%
25Δ30.0725.8%3.1%28.5728.4%3.1%
30Δ29.9025.7%2.7%28.7527.2%2.6%
35Δ29.7626.0%2.4%28.9326.1%2.2%
40Δ29.6226.3%2.1%29.0825.9%1.8%
45Δ29.4826.6%1.8%29.2226.4%1.6%
50Δ29.3427.0%1.6%29.3526.8%1.4%
55Δ29.2027.3%1.4%29.4927.3%1.2%
60Δ29.0627.7%1.2%29.6427.3%1.0%
65Δ28.9227.6%1.0%29.7927.2%0.8%
70Δ28.7727.1%0.8%29.9427.2%0.7%
75Δ28.6226.6%0.6%30.1728.9%0.5%
80Δ28.4526.4%0.5%

20Δ

Calls
Pseudo strike
30.30
IV
26.7%
B/E move
3.8%
Puts
Pseudo strike
28.36
IV
28.8%
B/E move
3.7%

25Δ

Calls
Pseudo strike
30.07
IV
25.8%
B/E move
3.1%
Puts
Pseudo strike
28.57
IV
28.4%
B/E move
3.1%

30Δ

Calls
Pseudo strike
29.90
IV
25.7%
B/E move
2.7%
Puts
Pseudo strike
28.75
IV
27.2%
B/E move
2.6%

35Δ

Calls
Pseudo strike
29.76
IV
26.0%
B/E move
2.4%
Puts
Pseudo strike
28.93
IV
26.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
29.62
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
29.08
IV
25.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
29.48
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
29.22
IV
26.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
29.34
IV
27.0%
B/E move
1.6%
Puts
Pseudo strike
29.35
IV
26.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
29.20
IV
27.3%
B/E move
1.4%
Puts
Pseudo strike
29.49
IV
27.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
29.06
IV
27.7%
B/E move
1.2%
Puts
Pseudo strike
29.64
IV
27.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
28.92
IV
27.6%
B/E move
1.0%
Puts
Pseudo strike
29.79
IV
27.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
28.77
IV
27.1%
B/E move
0.8%
Puts
Pseudo strike
29.94
IV
27.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
28.62
IV
26.6%
B/E move
0.6%
Puts
Pseudo strike
30.17
IV
28.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
28.45
IV
26.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.14%
Daily close
PFE13.6%42.4%71.2%2026-08-10: 23.00%2026-08-11: 19.69%2026-08-12: 29.54%2026-08-14: 17.54%2026-08-17: 20.19%2026-08-18: 20.28%2026-08-19: 24.83%2026-08-21: 21.69%2026-08-24: 21.24%2026-08-25: 23.31%2026-08-26: 22.55%2026-08-27: 21.55%2026-08-28: 19.84%2026-08-31: 23.13%2026-09-01: 22.91%2026-09-02: 22.48%2026-09-03: 22.42%2026-09-04: 20.59%2026-09-08: 22.57%2026-09-09: 23.24%2026-09-11: 20.66%2026-09-14: 22.08%2026-09-15: 22.97%2026-09-16: 21.86%2026-09-17: 67.18%2026-09-18: 19.36%2026-09-21: 20.71%2026-09-22: 21.56%2026-09-23: 22.76%2026-09-24: 23.03%2026-09-25: 21.77%2026-09-28: 22.53%2026-09-29: 22.67%2026-09-30: 22.79%2026-10-01: 27.44%2026-10-02: 20.93%2026-10-05: 23.62%2026-10-06: 22.51%2026-10-07: 24.67%2026-10-09: 22.90%2026-10-12: 22.25%2026-10-13: 25.55%2026-10-14: 27.81%2026-10-15: 32.74%2026-10-16: 26.36%2026-10-19: 27.41%2026-10-20: 28.80%2026-10-21: 26.92%2026-10-22: 29.91%2026-10-23: 27.92%2026-10-26: 30.17%2026-10-27: 30.38%2026-10-28: 31.23%2026-10-29: 32.61%2026-10-30: 33.14%Aug 10Sep 22Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
23.00%
19.69%
29.54%
17.54%
20.19%
20.28%
24.83%
21.69%
21.24%
23.31%
22.55%
21.55%
19.84%
23.13%
22.91%
22.48%
22.42%
20.59%
22.57%
23.24%
20.66%
22.08%
22.97%
21.86%
67.18%
19.36%
20.71%
21.56%
22.76%
23.03%
21.77%
22.53%
22.67%
22.79%
27.44%
20.93%
23.62%
22.51%
24.67%
22.90%
22.25%
25.55%
27.81%
32.74%
26.36%
27.41%
28.80%
26.92%
29.91%
27.92%
30.17%
30.38%
31.23%
32.61%
33.14%