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Pfizer Inc PFE

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-16T00:15:18.969Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:51.225613944Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:18.210201+00:00

Share price$29.41
1D-0.6%
AH$29.34$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$0.14$1.10$2.06$3.02$3.98$25.66$27.30$28.94$30.57$32.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFE spot · $29.41PFE PRICE$0.24$0.32$0.40$0.50$0.60$0.71$0.85$0.99$1.12$1.31$1.51$1.71$1.98$0.33$0.43$0.57$0.73$0.88$1.07$1.27$1.49$1.85$2.25$3.36$3.50$3.70
PutsExpensive1.47×
CallsFair1.01×
SkewBearish+10.29 pp
Implied moveBearish±$2.12
TiltBearish27.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.5924.0%8.3%27.3829.8%8.0%
25Δ31.1523.6%7.0%27.8329.6%6.8%
30Δ30.7923.5%6.1%28.2230.0%6.0%
35Δ30.4823.4%5.4%28.5830.7%5.3%
40Δ30.1723.4%4.6%28.9431.4%4.6%
45Δ29.8823.4%4.0%29.3131.7%4.0%
50Δ29.6023.5%3.5%29.6831.9%3.4%
55Δ29.3323.6%3.1%30.0632.2%2.8%
60Δ29.0523.6%2.6%30.5434.0%2.5%
65Δ28.7623.6%2.2%31.0435.9%2.1%
70Δ28.4523.6%1.9%32.1944.2%2.0%
75Δ28.1523.5%1.5%32.4941.5%1.4%
80Δ27.7923.5%1.2%32.8836.9%0.8%

20Δ

Calls
Pseudo strike
31.59
IV
24.0%
B/E move
8.3%
Puts
Pseudo strike
27.38
IV
29.8%
B/E move
8.0%

25Δ

Calls
Pseudo strike
31.15
IV
23.6%
B/E move
7.0%
Puts
Pseudo strike
27.83
IV
29.6%
B/E move
6.8%

30Δ

Calls
Pseudo strike
30.79
IV
23.5%
B/E move
6.1%
Puts
Pseudo strike
28.22
IV
30.0%
B/E move
6.0%

35Δ

Calls
Pseudo strike
30.48
IV
23.4%
B/E move
5.4%
Puts
Pseudo strike
28.58
IV
30.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
30.17
IV
23.4%
B/E move
4.6%
Puts
Pseudo strike
28.94
IV
31.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
29.88
IV
23.4%
B/E move
4.0%
Puts
Pseudo strike
29.31
IV
31.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
29.60
IV
23.5%
B/E move
3.5%
Puts
Pseudo strike
29.68
IV
31.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
29.33
IV
23.6%
B/E move
3.1%
Puts
Pseudo strike
30.06
IV
32.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
29.05
IV
23.6%
B/E move
2.6%
Puts
Pseudo strike
30.54
IV
34.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
28.76
IV
23.6%
B/E move
2.2%
Puts
Pseudo strike
31.04
IV
35.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
28.45
IV
23.6%
B/E move
1.9%
Puts
Pseudo strike
32.19
IV
44.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
28.15
IV
23.5%
B/E move
1.5%
Puts
Pseudo strike
32.49
IV
41.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
27.79
IV
23.5%
B/E move
1.2%
Puts
Pseudo strike
32.88
IV
36.9%
B/E move
0.8%