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Pfizer Inc PFE

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:32:58.898Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:32.173990931Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:58.253885+00:00

Share price$29.43
1D-0.4%
AH$29.35$29.48$29.61$29.74$29.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFE
Sold putSold callAH

Pfizer Inc options

Live interpolated PFE call and put midpoint premiums by absolute delta.Pfizer Inc$0.00$1.10$2.20$3.30$4.40$25.59$26.81$28.02$29.24$30.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $29.43OPTION PRICELive PFE spot · $29.43PFE PRICE$0.06$0.08$0.10$0.12$0.14$0.17$0.21$0.25$0.30$0.34$0.39$0.43$0.47$0.88$0.96$0.84$0.72$0.60$0.48$0.35$0.23$0.99$1.76$2.53$3.31$4.08
PutsExpensive8.21×
CallsCheap0.89×
SkewBearish+188.79 pp
Implied moveBearish±$0.56
TiltBearish70.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9032.8%1.8%25.31432.3%17.0%
25Δ29.8232.6%1.6%25.12461.0%17.9%
30Δ29.7432.5%1.4%25.84389.7%15.0%
35Δ29.6632.3%1.2%26.57318.5%12.2%
40Δ29.5832.1%1.0%27.30247.2%9.3%
45Δ29.5032.0%0.8%28.03175.9%6.4%
50Δ29.4332.0%0.7%28.75104.6%3.5%
55Δ29.3632.1%0.6%29.4833.4%0.6%
60Δ29.2932.1%0.5%30.2467.9%0.6%
65Δ29.2232.2%0.5%30.99105.1%0.7%
70Δ29.1532.2%0.4%31.74142.2%0.7%
75Δ29.0932.3%0.3%32.50179.4%0.8%
80Δ29.0232.3%0.2%33.25216.6%0.9%

20Δ

Calls
Pseudo strike
29.90
IV
32.8%
B/E move
1.8%
Puts
Pseudo strike
25.31
IV
432.3%
B/E move
17.0%

25Δ

Calls
Pseudo strike
29.82
IV
32.6%
B/E move
1.6%
Puts
Pseudo strike
25.12
IV
461.0%
B/E move
17.9%

30Δ

Calls
Pseudo strike
29.74
IV
32.5%
B/E move
1.4%
Puts
Pseudo strike
25.84
IV
389.7%
B/E move
15.0%

35Δ

Calls
Pseudo strike
29.66
IV
32.3%
B/E move
1.2%
Puts
Pseudo strike
26.57
IV
318.5%
B/E move
12.2%

40Δ

Calls
Pseudo strike
29.58
IV
32.1%
B/E move
1.0%
Puts
Pseudo strike
27.30
IV
247.2%
B/E move
9.3%

45Δ

Calls
Pseudo strike
29.50
IV
32.0%
B/E move
0.8%
Puts
Pseudo strike
28.03
IV
175.9%
B/E move
6.4%

50Δ

Calls
Pseudo strike
29.43
IV
32.0%
B/E move
0.7%
Puts
Pseudo strike
28.75
IV
104.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
29.36
IV
32.1%
B/E move
0.6%
Puts
Pseudo strike
29.48
IV
33.4%
B/E move
0.6%

60Δ

Calls
Pseudo strike
29.29
IV
32.1%
B/E move
0.5%
Puts
Pseudo strike
30.24
IV
67.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
29.22
IV
32.2%
B/E move
0.5%
Puts
Pseudo strike
30.99
IV
105.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
29.15
IV
32.2%
B/E move
0.4%
Puts
Pseudo strike
31.74
IV
142.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
29.09
IV
32.3%
B/E move
0.3%
Puts
Pseudo strike
32.50
IV
179.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
29.02
IV
32.3%
B/E move
0.2%
Puts
Pseudo strike
33.25
IV
216.6%
B/E move
0.9%