PFIZER INC (PFE) Implied Volatility
PFIZER INC (PFE) options trade at a 30-day at-the-money implied volatility of 26.2%, an IV rank of 11 out of 100 over the past year. This page breaks down PFE's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Oct 8, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
PFE 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 26.2% |
| ATM IV — 2 month | 23.8% |
| ATM IV — 3 month | 23.5% |
| IV rank (1 year) | 11 / 100 |
| IV percentile (1 year) | 61% |
| Expected move (front expiration) | ±$2.05 (±7.4%) |
| Historical volatility — 10 day | 16.7% |
| Historical volatility — 21 day | 14.9% |
| Historical volatility — 30 day | 18.1% |
| Historical volatility — 60 day | 18.1% |
| IV / HV ratio | 1.45 |
| Term slope (front − 3M) | +2.6 pts |
| 25Δ skew (front) | +5.1 pts |
An IV rank of 11 places current implied volatility in the lower part of its 52-week range. With an IV/HV ratio of 1.45, options currently price in more movement than the stock has recently realized. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
PFE IV Rank History
PFE IV rank (0–100), past year.
IV rank has fallen from 52 in Feb '26 to 11 today. An IV percentile of 61% means implied volatility was lower than today on 61% of trading days in the past year.
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PFE Options FAQ
What is the implied volatility of PFE options?
PFE options trade at a 30-day at-the-money implied volatility of 26.2% as of Oct 8, 2026. That is an IV rank of 11 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is PFE implied volatility high or low right now?
By its own 52-week standards, PFE implied volatility is currently low: IV rank is 11 out of 100 as of Oct 8, 2026. Compared with realized movement, the IV/HV ratio of 1.45 shows options pricing more movement than the stock has recently delivered.
What move do PFE options imply before the next expiration?
Front-expiration PFE options imply a one-standard-deviation move of ±$2.05 (±7.4%) as of Oct 8, 2026, derived from at-the-money option prices.
What is the difference between PFE's IV rank and IV percentile?
IV rank (currently 11) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 61%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.