PFE Options History — August 2022

In August 2022, PFE traded between $45.44 and $50.68. ATM implied volatility averaged 26.2%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 4.9% (HV 20d: 21.3%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.94.

Notable Days

2022-08-11: Highest Volume — 161,757 contracts
2022-08-11: Largest IV spike — 12.9% change
2022-08-31: Highest IV Rank — 42.5%
2022-08-31: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.73	$45.44	$50.68	$50.68	$45.44
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	26.2%	23.7%	29.5%	26.1%	29.5%
Expected Move	7.6%	7.0%	8.4%	7.7%	8.4%
HV 20d	21.3%	16.6%	25.1%	19.8%	23.1%
HV 60d	26.7%	25.9%	27.8%	26.7%	26.9%
IV Rank	26.3%	11.6%	42.5%	37.8%	42.5%
IV Percentile	21.3%	4.4%	46.8%	19.4%	46.8%
Term Structure	0.2%	-0.8%	1.3%	-0.6%	0.4%
VWIV	26.6%	24.6%	29.3%	27.8%	29.0%
Skew 25d	3.7%	2.4%	5.1%	3.5%	4.7%
Skew 10d	7.8%	4.8%	10.6%	7.7%	10.6%
Call IV 25d	24.9%	22.4%	27.6%	24.8%	27.6%
Put IV 25d	28.6%	25.6%	32.3%	28.3%	32.3%
Bid-Ask Spread %	2.96	1.76	5.83	3.09	3.28
Gamma HHI	0.09	0.07	0.16	0.09	0.08
Net GEX	-218.2K	-22.8M	50.1M	17.8M	-15.3M
Net DEX	-144.5M	-611.7M	463.5M	-506.5M	463.5M
Net VEX	-9.3M	-10.0M	-8.5M	-9.7M	-8.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.39	1.49	0.62	1.31
Total Volume	83,202.261	42,818	161,757	114,115	92,299
Total OI	1,602,332.826	1,519,423	1,686,645	1,526,531	1,631,764

Daily Data (23 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
2022-08-01	$50.68	$50.00	26.1%	7.7%	19.8%	37.8%	27.8%	3.5%	-0.6%	17.8M	-506.5M	-9.7M	0.62	3.09	70,312	43,803	767,647	758,884
2022-08-02	$49.83	$50.00	27.0%	8.0%	20.0%	37.1%	27.3%	4.3%	-0.8%	-3.8M	-240.3M	-9.6M	0.95	2.79	38,389	36,569	779,846	781,182
2022-08-03	$50.02	$50.00	25.6%	7.4%	17.3%	23.8%	25.8%	3.4%	-0.5%	-6.2M	-291.9M	-9.5M	0.59	3.99	48,677	28,673	787,726	791,402
2022-08-04	$49.84	$50.00	25.9%	7.4%	16.8%	25.3%	26.8%	3.5%	-0.7%	-11.6M	-262.0M	-9.5M	1.04	2.07	50,555	52,676	793,712	793,607
2022-08-05	$49.26	$50.00	25.7%	7.2%	17.0%	24.3%	25.4%	3.7%	-0.3%	-22.8M	-78.1M	-9.2M	1.03	2.52	38,712	39,907	801,646	797,031
2022-08-08	$49.54	$50.00	24.8%	7.3%	17.2%	19.7%	25.9%	3.5%	0.9%	2.4M	-232.3M	-9.1M	0.65	2.95	61,745	40,419	776,391	766,412
2022-08-09	$49.70	$50.00	24.8%	7.2%	16.6%	17.1%	26.2%	3.0%	0.5%	13.1M	-360.1M	-9.5M	1.17	2.30	22,687	26,434	811,993	768,513
2022-08-10	$49.99	$50.00	23.7%	7.0%	16.8%	11.6%	24.6%	3.2%	0.8%	16.9M	-419.4M	-9.3M	1.39	2.26	25,488	35,314	812,882	773,602
2022-08-11	$48.25	$50.00	26.8%	8.0%	20.6%	28.0%	27.5%	3.1%	1.3%	-11.8M	80.1M	-9.2M	0.50	2.35	107,782	53,975	815,506	784,572
2022-08-12	$50.09	$50.00	24.8%	7.2%	25.1%	17.1%	25.8%	2.4%	0.6%	50.1M	-611.7M	-10.0M	0.47	2.06	107,044	50,732	871,425	797,286
2022-08-15	$49.80	$50.00	25.8%	7.4%	24.1%	22.6%	26.1%	3.9%	-0.2%	15.0M	-428.4M	-9.6M	0.84	2.65	37,129	31,244	839,534	789,342
2022-08-16	$49.91	$50.00	24.9%	7.2%	23.2%	18.1%	25.0%	3.7%	-0.0%	17.9M	-461.6M	-9.6M	0.75	2.06	24,426	18,392	848,944	804,170
2022-08-17	$49.27	$50.00	25.5%	7.3%	23.4%	20.9%	25.6%	3.1%	0.2%	4.8M	-256.1M	-9.5M	0.90	2.74	52,624	47,211	851,515	810,039
2022-08-18	$48.75	$50.00	25.1%	7.2%	23.5%	19.1%	26.7%	3.8%	1.0%	-7.9M	-96.2M	-9.4M	1.29	2.38	33,863	43,592	851,731	814,495
2022-08-19	$49.08	$50.00	25.2%	7.2%	23.7%	19.5%	26.2%	3.2%	0.7%	9.1M	-214.2M	-9.5M	0.95	1.76	45,087	42,796	861,814	824,831
2022-08-22	$48.86	$50.00	26.4%	7.5%	23.4%	25.9%	25.5%	3.6%	0.2%	5.6M	-283.7M	-9.3M	0.64	2.84	39,106	24,859	767,833	751,590
2022-08-23	$48.12	$50.00	27.1%	7.7%	22.9%	29.8%	26.6%	3.8%	-0.1%	-2.8M	-75.9M	-9.3M	0.76	2.92	33,165	25,143	790,146	767,515
2022-08-24	$47.51	$50.00	26.5%	7.8%	23.1%	26.2%	26.6%	3.9%	0.4%	-9.3M	50.4M	-9.1M	1.34	2.88	27,918	37,310	793,913	766,035
2022-08-25	$47.82	$50.00	26.0%	7.4%	22.6%	23.9%	25.5%	4.3%	0.6%	-12.0M	-8.8M	-9.4M	0.39	3.07	52,654	20,386	804,531	783,634
2022-08-26	$46.75	$50.00	27.9%	8.1%	23.6%	33.6%	28.9%	5.1%	-0.2%	-17.4M	241.1M	-9.1M	1.32	5.83	33,951	44,923	836,143	792,389
2022-08-29	$46.39	$50.00	29.3%	8.2%	23.6%	41.1%	28.8%	4.7%	-0.4%	-18.0M	280.0M	-8.8M	1.22	3.98	27,536	33,460	826,165	785,906
2022-08-30	$45.92	$50.00	29.0%	8.2%	23.2%	39.6%	29.3%	4.2%	-0.1%	-18.9M	387.6M	-8.7M	1.49	5.39	25,942	38,743	836,527	791,884
2022-08-31	$45.44	$50.00	29.5%	8.4%	23.1%	42.5%	29.0%	4.7%	0.4%	-15.3M	463.5M	-8.5M	1.31	3.28	39,946	52,353	844,729	787,035