PFE Implied Volatility
PFE $29.78 · Updated Oct 26, 4:00 PM ET
PFE at-the-money implied volatility is 27.0% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 25.2%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 30 | 27.0% |
| Nov 6, 2026 | 11 | 30 | 31.9% |
| Nov 13, 2026 | 18 | 30 | 27.7% |
| Nov 20, 2026 | 25 | 30 | 26.1% |
| Nov 27, 2026 | 32 | 30 | 25.2% |
| Dec 4, 2026 | 39 | 30 | 25.8% |
| Dec 18, 2026 | 53 | 30 | 25.5% |
| Jan 15, 2027 | 81 | 30 | 24.6% |
| Mar 19, 2027 | 144 | 30 | 24.6% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 26 | 53.4% | 55.6% |
| 26.5 | 46.0% | 57.0% |
| 27 | 0.0% | 49.2% |
| 27.5 | 40.1% | 43.7% |
| 28 | 0.0% | 35.5% |
| 28.5 | 24.4% | 28.6% |
| 29 | 24.2% | 28.1% |
| 29.5 | 25.9% | 26.6% |
| 30 | 26.8% | 27.1% |
| 30.5 | 27.6% | 19.1% |
| 31 | 27.2% | 34.8% |
| 31.5 | 29.6% | 0.0% |
| 32 | 30.7% | 0.0% |
| 32.5 | 36.5% | 0.0% |
| 33 | 42.0% | 56.2% |
| 33.5 | 47.3% | 0.0% |
| 34 | 52.6% | 0.0% |
How this is calculated: Implied Volatility methodology