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PFE options: IV rank, expected move and trade screens

Pfizer Inc · Healthcare

In the app, stock prices are live and options data is refreshed intraday.

PFE last closed at $28.89 with 30-day implied volatility of 24.4%. That is in the upper half of its one-year range (IV rank 56), so premiums are somewhat richer than usual for PFE. Measured by IV percentile, IV is higher than 56% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $1.89, or 6.6%.

The price is above both its 50-day (+0.3%) and 200-day (+7.1%) moving averages. It is 6.2% below its 52-week high and 22.1% above its 52-week low. The 14-day RSI of 45.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.71, about 2.5% of the price, a measure of a typical day's range.

Option volume at the close (87.3K contracts) was 1.0x its average, close to normal. A beta of 0.26 means PFE has tended to move about 0.3 times as much as the broad market. 4 of our preset screens found trades on PFE at the close, led by Cash-Secured Put Entries on Mega Caps with 14 trades.

PFE stats at the close

Price
$28.89
Market cap $165B
Implied volatility
24.4%
30-day, at the money
IV rank
56
IV sits 56% of the way from its one-year low to its one-year high.
IV percentile
56
IV is higher than 56% of the past year's readings.
ATR (14-day)
$0.71
2.5% of the price on a typical day
RSI (14-day)
45.0
Between 30 and 70, neutral
52-week range
-6.2% from high
+22.1% from the 52-week low
Moving averages
+0.3% vs 50-day
+7.1% vs the 200-day
Beta
0.26
Sensitivity to the broad market
Option volume
1.0x avg
87.3K contracts vs 89.3K average

PFE expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 20, 20267 days24.5%±$0.98 (3.4%)$27.91 to $29.87$0.78
Dec 11, 202628 days23.7%±$1.89 (6.6%)$27.00 to $30.78$1.51
Jan 15, 202763 days24.3%±$2.91 (10.1%)$25.98 to $31.80$2.32

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for PFE from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

PFE options FAQ

What is PFE's IV rank?
At the last close, PFE's IV rank was 56 with 30-day implied volatility of 24.4%. IV sits 56% of the way from its one-year low to its one-year high. Its IV percentile was 56: IV is higher than 56% of the past year's readings.
What is the expected move for PFE?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $1.89 (6.6%), a range of $27.00 to $30.78. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on PFE?
At the last close, these OptionClaws preset screens had passing trades on PFE: Cash-Secured Put Entries on Mega Caps (14), Long Call Butterflies for Pinning (14), Bull Put Spreads at 52-Week Highs (8), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is PFE option volume above average?
At the last close, PFE option volume was 1.0x its average, close to normal.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.