PFE Options History — October 2022

In October 2022, PFE traded between $41.86 and $47.44. ATM implied volatility averaged 32.5%, placing in the 54.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 9.8% (HV 20d: 22.7%). Max pain ranged from $45.00 to $47.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.96.

Notable Days

2022-10-31: Highest Volume — 162,180 contracts
2022-10-13: Largest IV drop — 7.2% change
2022-10-12: Highest IV Rank — 73.2%
2022-10-12: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.11	$41.86	$47.44	$44.17	$46.74
Max Pain	$45.38	$45.00	$47.50	$46.00	$45.00
ATM IV	32.5%	28.1%	35.7%	33.5%	29.7%
Expected Move	9.1%	8.1%	9.7%	8.6%	9.5%
HV 20d	22.7%	18.1%	28.5%	22.6%	28.5%
HV 60d	23.1%	21.5%	25.6%	21.7%	25.6%
IV Rank	54.1%	28.6%	73.2%	60.2%	37.8%
IV Percentile	61.1%	20.6%	86.9%	72.2%	40.5%
Term Structure	-1.1%	-3.4%	0.1%	-1.1%	-0.4%
VWIV	31.1%	26.2%	33.7%	28.9%	32.7%
Skew 25d	5.5%	3.0%	7.1%	6.8%	4.1%
Skew 10d	10.4%	7.3%	13.4%	12.2%	8.1%
Call IV 25d	30.1%	26.9%	33.2%	30.7%	28.2%
Put IV 25d	35.6%	29.9%	40.0%	37.4%	32.2%
Bid-Ask Spread %	3.66	2.60	5.73	3.19	3.72
Gamma HHI	0.07	0.05	0.15	0.06	0.09
Net GEX	5.0M	-24.0M	44.0M	3.1M	23.2M
Net DEX	268.4M	-546.0M	719.8M	314.6M	-282.9M
Net VEX	-7.9M	-8.3M	-7.3M	-8.3M	-8.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.96	0.25	3.08	1.07	1.08
Total Volume	79,946.333	38,261	162,180	73,656	162,180
Total OI	1,531,871.524	1,442,445	1,634,642	1,456,101	1,540,447

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
2022-10-03	$44.17	$46.00	33.5%	8.6%	22.6%	60.2%	28.9%	6.8%	-1.1%	3.1M	314.6M	-8.3M	1.07	3.19	35,660	37,996	798,798	657,303
2022-10-04	$44.38	$46.00	33.1%	8.1%	22.6%	57.8%	27.0%	6.6%	-0.9%	4.9M	293.5M	-8.3M	0.64	3.08	44,784	28,662	814,705	680,085
2022-10-05	$44.19	$46.00	33.5%	8.2%	22.5%	60.4%	26.2%	6.3%	-1.1%	3.3M	332.3M	-8.2M	0.60	2.90	31,861	19,188	831,423	684,896
2022-10-06	$43.09	$47.50	34.6%	9.6%	22.5%	66.4%	31.2%	6.5%	-1.2%	-6.0M	523.1M	-7.9M	0.25	3.38	96,044	23,864	835,098	689,804
2022-10-07	$42.17	$47.50	35.4%	9.5%	21.1%	71.3%	32.8%	6.9%	-2.1%	-9.6M	687.7M	-7.5M	0.78	3.05	45,135	35,357	820,169	695,260
2022-10-10	$41.86	$45.00	35.4%	9.6%	21.1%	71.6%	33.7%	6.8%	-1.7%	-12.5M	719.8M	-7.3M	1.17	2.84	23,718	27,635	809,361	696,200
2022-10-11	$41.96	$45.00	35.6%	9.5%	18.1%	72.7%	32.8%	7.1%	-2.1%	-11.5M	670.8M	-7.5M	0.84	3.44	34,683	28,969	816,999	701,247
2022-10-12	$42.20	$45.00	35.7%	9.7%	18.4%	73.2%	33.4%	6.0%	-1.9%	-9.4M	621.8M	-7.5M	0.49	3.67	42,480	20,894	825,759	714,001
2022-10-13	$42.94	$45.00	33.2%	9.3%	19.9%	58.2%	31.7%	5.7%	-0.6%	-5.5M	524.2M	-7.6M	0.45	5.32	44,130	19,996	832,595	719,647
2022-10-14	$42.85	$45.00	33.8%	9.7%	19.6%	61.9%	32.5%	6.2%	0.1%	-2.2M	517.8M	-7.7M	0.77	4.71	35,846	27,591	842,598	723,273
2022-10-17	$43.73	$45.00	33.5%	9.6%	20.7%	60.1%	32.7%	4.8%	-3.4%	4.2M	338.2M	-7.9M	0.72	2.60	28,222	20,446	833,396	708,477
2022-10-18	$44.02	$45.00	31.7%	9.0%	20.6%	49.7%	31.8%	5.8%	-0.5%	7.2M	281.0M	-7.9M	1.78	3.31	25,646	45,721	840,802	716,201
2022-10-19	$43.13	$45.00	33.3%	9.5%	20.6%	58.9%	32.0%	6.6%	-1.9%	-12.7M	538.0M	-7.5M	3.08	2.75	20,910	64,304	846,101	743,455
2022-10-20	$42.91	$45.00	32.9%	9.5%	19.4%	56.5%	32.4%	6.3%	-1.8%	-24.0M	623.0M	-7.5M	1.68	3.31	20,068	33,649	850,291	769,115
2022-10-21	$45.04	$45.00	30.6%	8.9%	25.7%	43.2%	31.4%	3.4%	-1.5%	27.9M	22.7M	-8.0M	1.11	3.61	64,819	71,810	854,014	780,628
2022-10-24	$45.66	$45.00	30.3%	9.1%	26.0%	41.6%	31.0%	4.3%	-0.5%	16.1M	-83.1M	-8.2M	0.58	3.81	41,625	24,003	752,231	690,214
2022-10-25	$45.62	$45.00	29.1%	8.7%	26.0%	34.4%	29.1%	4.0%	0.1%	17.8M	-79.8M	-8.1M	0.76	3.43	36,736	27,882	768,215	698,544
2022-10-26	$46.22	$45.00	29.5%	8.8%	26.2%	36.9%	29.8%	4.5%	-0.4%	24.9M	-213.0M	-8.0M	0.93	5.73	48,808	45,499	786,621	711,672
2022-10-27	$46.03	$45.00	29.1%	8.8%	26.0%	34.6%	30.8%	4.1%	-0.4%	22.3M	-168.3M	-8.2M	1.14	4.02	17,867	20,394	805,609	733,933
2022-10-28	$47.44	$45.00	28.1%	8.4%	27.8%	28.6%	29.4%	3.0%	-0.1%	44.0M	-546.0M	-8.3M	0.35	4.92	113,866	39,925	810,781	739,334
2022-10-31	$46.74	$45.00	29.7%	9.5%	28.5%	37.8%	32.7%	4.1%	-0.4%	23.2M	-282.9M	-8.3M	1.08	3.72	77,939	84,241	816,301	724,146