PFE Implied Volatility
PFE $29.79 · Updated Oct 26, 4:00 PM ET
PFE at-the-money implied volatility is 28.0% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 28.5%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 30 | 28.0% |
| Nov 6, 2026 | 11 | 30 | 37.7% |
| Nov 13, 2026 | 18 | 30 | 32.9% |
| Nov 20, 2026 | 25 | 30 | 30.0% |
| Nov 27, 2026 | 32 | 30 | 28.5% |
| Dec 4, 2026 | 39 | 29 | 27.8% |
| Dec 18, 2026 | 53 | 30 | 26.5% |
| Jan 15, 2027 | 81 | 30 | 25.2% |
| Mar 19, 2027 | 144 | 30 | 25.4% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 26 | 74.2% | 60.9% |
| 26.5 | 65.6% | 56.3% |
| 27 | 68.8% | 55.5% |
| 27.5 | 50.8% | 49.6% |
| 28 | 50.4% | 38.3% |
| 28.5 | 45.3% | 29.3% |
| 29 | 33.4% | 28.7% |
| 29.5 | 29.7% | 26.2% |
| 30 | 29.3% | 26.8% |
| 30.5 | 29.5% | 34.6% |
| 31 | 28.9% | 43.9% |
| 31.5 | 32.0% | 44.5% |
| 32 | 34.4% | 66.6% |
| 32.5 | 50.8% | 81.3% |
| 33 | 46.9% | 50.0% |
| 33.5 | 52.3% | 87.9% |
| 34 | 57.8% | 104.3% |
How this is calculated: Implied Volatility methodology