Share price$29.38
1D-0.6%
Sold putSold callAH
Pfizer Inc PFE
HEALTHCARE · DRUG MANUFACTURERS - GENERALi
Market dataready · fetched 2026-10-15T21:02:02.616Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T21:01:17.156990677Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:02.012169+00:00
Pfizer Inc options
PutsExpensive8.23×
CallsFair1.04×
SkewBearish+187.26 pp
Implied moveBearish±$0.70
TiltBearish60.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.88 | 35.1% | 1.9% | 25.69 | 393.2% | 15.3% |
| 25Δ | 29.79 | 35.2% | 1.7% | 25.02 | 472.8% | 18.2% |
| 30Δ | 29.71 | 35.2% | 1.5% | 25.65 | 410.2% | 15.7% |
| 35Δ | 29.62 | 35.3% | 1.3% | 26.28 | 347.6% | 13.2% |
| 40Δ | 29.53 | 35.4% | 1.1% | 26.91 | 285.0% | 10.7% |
| 45Δ | 29.45 | 35.9% | 0.9% | 27.54 | 222.4% | 8.2% |
| 50Δ | 29.37 | 36.7% | 0.8% | 28.17 | 159.8% | 5.7% |
| 55Δ | 29.30 | 37.5% | 0.7% | 28.79 | 97.3% | 3.2% |
| 60Δ | 29.22 | 38.2% | 0.6% | 29.42 | 34.7% | 0.7% |
| 65Δ | 29.14 | 39.0% | 0.5% | 30.26 | 63.7% | 0.4% |
| 70Δ | 29.06 | 39.8% | 0.4% | 31.13 | 105.5% | 0.5% |
| 75Δ | 28.95 | 42.1% | 0.3% | 32.00 | 147.2% | 0.6% |
| 80Δ | 28.73 | 48.7% | 0.3% | 32.86 | 189.0% | 0.7% |
20Δ
- Pseudo strike
- 29.88
- IV
- 35.1%
- B/E move
- 1.9%
- Pseudo strike
- 25.69
- IV
- 393.2%
- B/E move
- 15.3%
25Δ
- Pseudo strike
- 29.79
- IV
- 35.2%
- B/E move
- 1.7%
- Pseudo strike
- 25.02
- IV
- 472.8%
- B/E move
- 18.2%
30Δ
- Pseudo strike
- 29.71
- IV
- 35.2%
- B/E move
- 1.5%
- Pseudo strike
- 25.65
- IV
- 410.2%
- B/E move
- 15.7%
35Δ
- Pseudo strike
- 29.62
- IV
- 35.3%
- B/E move
- 1.3%
- Pseudo strike
- 26.28
- IV
- 347.6%
- B/E move
- 13.2%
40Δ
- Pseudo strike
- 29.53
- IV
- 35.4%
- B/E move
- 1.1%
- Pseudo strike
- 26.91
- IV
- 285.0%
- B/E move
- 10.7%
45Δ
- Pseudo strike
- 29.45
- IV
- 35.9%
- B/E move
- 0.9%
- Pseudo strike
- 27.54
- IV
- 222.4%
- B/E move
- 8.2%
50Δ
- Pseudo strike
- 29.37
- IV
- 36.7%
- B/E move
- 0.8%
- Pseudo strike
- 28.17
- IV
- 159.8%
- B/E move
- 5.7%
55Δ
- Pseudo strike
- 29.30
- IV
- 37.5%
- B/E move
- 0.7%
- Pseudo strike
- 28.79
- IV
- 97.3%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 29.22
- IV
- 38.2%
- B/E move
- 0.6%
- Pseudo strike
- 29.42
- IV
- 34.7%
- B/E move
- 0.7%
65Δ
- Pseudo strike
- 29.14
- IV
- 39.0%
- B/E move
- 0.5%
- Pseudo strike
- 30.26
- IV
- 63.7%
- B/E move
- 0.4%
70Δ
- Pseudo strike
- 29.06
- IV
- 39.8%
- B/E move
- 0.4%
- Pseudo strike
- 31.13
- IV
- 105.5%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 28.95
- IV
- 42.1%
- B/E move
- 0.3%
- Pseudo strike
- 32.00
- IV
- 147.2%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 28.73
- IV
- 48.7%
- B/E move
- 0.3%
- Pseudo strike
- 32.86
- IV
- 189.0%
- B/E move
- 0.7%