PFE Options History — June 2022

In June 2022, PFE traded between $46.60 and $53.88. ATM implied volatility averaged 29.8%, placing in the 55.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 1.7% (HV 20d: 28.1%). Max pain ranged from $50.00 to $52.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.95.

Notable Days

2022-06-30: Highest Volume — 148,223 contracts
2022-06-13: Largest IV spike — 16.3% change
2022-06-13: Highest IV Rank — 74.8%
2022-06-13: Largest Expected Move — 9.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.68	$46.60	$53.88	$52.55	$52.41
Max Pain	$52.21	$50.00	$52.50	$50.00	$51.00
ATM IV	29.8%	25.1%	34.4%	27.5%	33.3%
Expected Move	8.4%	7.3%	9.8%	8.3%	8.6%
HV 20d	28.1%	18.7%	36.0%	22.4%	36.0%
HV 60d	28.0%	25.0%	30.7%	26.8%	30.7%
IV Rank	55.1%	35.3%	74.8%	45.3%	69.9%
IV Percentile	52.0%	28.2%	79.0%	40.5%	69.8%
Term Structure	0.2%	-1.4%	3.0%	0.3%	-1.4%
VWIV	29.8%	26.5%	34.4%	30.3%	30.6%
Skew 25d	4.1%	2.9%	5.8%	4.2%	3.7%
Skew 10d	8.3%	5.8%	11.8%	8.6%	5.8%
Call IV 25d	28.3%	24.4%	32.6%	26.4%	31.7%
Put IV 25d	32.3%	27.4%	37.3%	30.5%	35.3%
Bid-Ask Spread %	3.59	2.15	5.92	3.63	3.96
Gamma HHI	0.09	0.07	0.13	0.09	0.08
Net GEX	14.1M	-25.2M	54.4M	28.3M	33.3M
Net DEX	-597.8M	-1.58B	593.5M	-1.12B	-1.06B
Net VEX	-11.1M	-11.9M	-10.1M	-11.5M	-10.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.47	1.64	0.85	0.49
Total Volume	79,581.619	47,044	148,223	75,115	148,223
Total OI	1,698,989.571	1,375,827	1,890,532	1,822,146	1,491,963

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-06-01	$52.55	$50.00	27.5%	8.3%	22.4%	45.3%	30.3%	4.2%	0.3%	28.3M	-1.12B	-11.5M	0.85	3.63	40,542	34,573	891,570	930,576
2022-06-02	$52.49	$52.50	27.4%	7.8%	22.3%	44.7%	27.9%	3.5%	-0.4%	28.7M	-1.06B	-11.9M	0.90	3.05	38,779	35,082	901,352	937,581
2022-06-03	$53.15	$52.50	27.0%	8.0%	19.6%	43.2%	26.7%	2.9%	0.1%	35.8M	-1.35B	-11.6M	0.74	4.25	64,931	47,960	911,331	941,944
2022-06-06	$53.30	$52.50	27.2%	7.9%	19.4%	44.2%	28.0%	4.2%	0.8%	41.4M	-1.35B	-11.8M	0.72	2.96	27,309	19,735	902,476	928,155
2022-06-07	$53.88	$52.50	25.4%	7.3%	18.9%	36.4%	26.5%	3.0%	-0.0%	54.4M	-1.58B	-11.6M	0.98	2.15	36,539	35,630	908,205	931,723
2022-06-08	$53.51	$52.50	25.1%	7.7%	18.7%	35.3%	26.6%	3.1%	1.7%	50.7M	-1.49B	-11.4M	0.89	2.52	35,892	32,108	921,094	937,070
2022-06-09	$51.98	$52.50	27.6%	7.9%	22.1%	45.8%	28.5%	3.2%	0.2%	19.7M	-944.0M	-11.7M	1.02	5.67	34,690	35,298	927,071	944,753
2022-06-10	$50.25	$52.50	29.6%	8.6%	25.2%	54.1%	30.0%	3.7%	0.8%	-2.1M	-324.7M	-11.5M	1.42	3.17	42,817	60,894	931,177	953,753
2022-06-13	$47.82	$52.50	34.4%	9.8%	30.8%	74.8%	33.7%	4.4%	-0.9%	-20.2M	329.5M	-10.9M	0.91	3.12	49,126	44,944	916,126	951,570
2022-06-14	$47.94	$52.50	33.4%	9.6%	30.1%	70.6%	33.7%	4.9%	-0.7%	-19.2M	268.0M	-10.8M	1.31	3.77	24,773	32,454	922,744	945,405
2022-06-15	$48.56	$52.50	31.4%	9.0%	30.3%	62.2%	31.6%	4.5%	-0.6%	-18.6M	90.4M	-10.7M	1.02	5.92	35,225	35,896	925,378	940,868
2022-06-16	$47.44	$52.50	33.2%	9.5%	30.7%	69.6%	34.4%	5.8%	0.3%	-25.2M	405.6M	-10.5M	1.64	3.03	28,371	46,651	931,268	946,566
2022-06-17	$46.60	$52.50	31.3%	8.9%	31.0%	61.5%	31.6%	5.0%	0.3%	-21.1M	593.5M	-10.1M	1.10	3.48	52,070	57,536	938,390	952,142
2022-06-21	$48.19	$52.50	29.8%	8.4%	31.1%	55.3%	28.9%	5.0%	0.7%	403.7K	-94.5M	-10.4M	0.47	3.19	46,844	22,196	681,036	694,791
2022-06-22	$49.20	$52.50	28.9%	8.2%	32.0%	51.5%	29.0%	4.2%	3.0%	11.9M	-335.2M	-10.6M	0.47	3.74	47,378	22,207	697,792	702,360
2022-06-23	$49.98	$52.50	29.3%	8.2%	32.0%	53.1%	28.9%	4.4%	1.0%	21.6M	-518.1M	-10.8M	0.86	3.32	32,858	28,312	710,538	712,833
2022-06-24	$51.50	$52.00	28.9%	7.9%	34.1%	51.5%	29.0%	3.5%	2.3%	25.9M	-877.1M	-10.9M	1.46	4.24	45,414	66,493	717,251	724,636
2022-06-27	$51.84	$52.00	30.6%	8.2%	34.1%	58.7%	29.1%	4.0%	-1.0%	21.9M	-871.2M	-10.9M	0.81	3.53	38,576	31,174	710,233	724,275
2022-06-28	$50.74	$52.00	31.7%	8.3%	34.8%	63.3%	29.6%	4.6%	-1.2%	12.7M	-586.3M	-11.1M	1.07	3.35	28,454	30,531	726,379	736,386
2022-06-29	$50.99	$52.00	32.4%	8.4%	34.6%	66.3%	30.3%	3.6%	-0.6%	16.4M	-677.2M	-10.9M	0.72	3.36	30,573	22,156	735,866	742,154
2022-06-30	$52.41	$51.00	33.3%	8.6%	36.0%	69.9%	30.6%	3.7%	-1.4%	33.3M	-1.06B	-10.9M	0.49	3.96	99,218	49,005	742,021	749,942