PFE Options History — August 2024

In August 2024, PFE traded between $28.37 and $30.70. ATM implied volatility averaged 23.6%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.7% (HV 20d: 19.9%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.78.

Notable Days

2024-08-16: Highest Volume — 225,075 contracts
2024-08-06: Largest IV drop — 19.7% change
2024-08-05: Highest IV Rank — 95.9%
2024-08-05: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.99	$28.37	$30.70	$30.70	$28.95
Max Pain	$29.00	$29.00	$29.00	$29.00	$29.00
ATM IV	23.6%	20.1%	32.6%	24.1%	20.1%
Expected Move	6.8%	5.7%	8.4%	7.1%	5.7%
HV 20d	19.9%	15.3%	22.3%	19.3%	15.4%
HV 60d	21.3%	19.6%	22.2%	21.7%	19.6%
IV Rank	36.1%	12.5%	95.9%	39.5%	12.5%
IV Percentile	32.4%	5.6%	98.4%	40.1%	5.6%
Term Structure	0.1%	-2.4%	1.8%	-1.0%	0.5%
VWIV	24.0%	20.6%	29.7%	25.4%	20.6%
Skew 25d	2.1%	0.9%	5.1%	0.9%	1.5%
Skew 10d	5.4%	2.2%	8.2%	3.6%	4.9%
Call IV 25d	23.2%	19.7%	28.9%	24.6%	19.7%
Put IV 25d	25.3%	21.2%	31.2%	25.5%	21.2%
Bid-Ask Spread %	3.83	2.13	9.91	2.79	3.02
Gamma HHI	0.09	0.07	0.28	0.10	0.28
Net GEX	720.5K	-32.4M	67.9M	34.8M	67.9M
Net DEX	74.6M	-794.7M	519.5M	-794.7M	27.7M
Net VEX	-13.9M	-14.6M	-13.5M	-14.5M	-13.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.22	1.86	0.62	1.86
Total Volume	129,772.364	67,550	225,075	125,357	190,258
Total OI	2,863,917.545	2,745,989	3,050,574	2,886,198	2,934,278

Daily Data (22 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
2024-08-01	$30.70	$29.00	24.1%	7.1%	19.3%	39.5%	25.4%	0.9%	-1.0%	34.8M	-794.7M	-14.5M	0.62	2.79	77,467	47,890	1,372,151	1,514,047
2024-08-02	$30.29	$29.00	27.4%	8.0%	20.2%	60.9%	27.6%	3.3%	-0.1%	20.7M	-541.6M	-14.6M	0.50	4.55	106,670	52,828	1,376,717	1,519,301
2024-08-05	$29.73	$29.00	32.6%	8.4%	21.4%	95.9%	29.7%	2.3%	-2.4%	5.3M	-228.9M	-14.6M	0.81	5.34	68,373	55,354	1,309,030	1,463,366
2024-08-06	$29.38	$29.00	26.2%	7.7%	21.9%	53.0%	26.4%	1.7%	0.6%	38.5K	-74.8M	-14.1M	0.59	2.92	53,197	31,562	1,318,162	1,483,115
2024-08-07	$28.82	$29.00	26.7%	7.8%	22.3%	56.5%	27.5%	2.4%	0.0%	-13.9M	242.7M	-14.0M	1.57	3.15	66,295	104,157	1,335,809	1,500,084
2024-08-08	$28.68	$29.00	22.8%	7.3%	21.8%	30.6%	25.2%	2.3%	1.8%	-18.5M	322.8M	-14.2M	1.00	4.56	66,578	66,905	1,343,399	1,527,754
2024-08-09	$28.54	$29.00	24.0%	7.1%	21.5%	38.9%	24.7%	2.1%	0.5%	-32.4M	380.0M	-13.8M	0.89	2.99	58,701	52,053	1,353,945	1,535,814
2024-08-12	$28.43	$29.00	24.8%	7.0%	21.3%	44.2%	24.5%	2.2%	-0.3%	-24.6M	428.7M	-13.5M	0.80	2.64	49,168	39,297	1,320,338	1,525,530
2024-08-13	$28.93	$29.00	24.7%	7.2%	22.1%	43.4%	25.8%	5.1%	1.0%	-9.2M	160.5M	-13.9M	0.26	9.91	152,787	39,587	1,337,307	1,541,687
2024-08-14	$28.91	$29.00	25.2%	7.0%	20.8%	46.6%	24.7%	2.8%	-0.5%	10.6M	81.3M	-13.9M	0.60	3.19	42,137	25,413	1,414,389	1,547,054
2024-08-15	$28.66	$29.00	22.3%	6.5%	20.7%	27.4%	23.2%	2.1%	0.0%	4.7M	261.4M	-13.6M	1.29	2.94	83,025	107,312	1,424,306	1,561,750
2024-08-16	$28.37	$29.00	22.7%	6.3%	20.6%	29.6%	23.6%	2.4%	-0.9%	-24.6M	519.5M	-13.6M	0.57	2.33	143,184	81,891	1,447,294	1,603,280
2024-08-19	$28.84	$29.00	21.8%	6.2%	21.4%	23.7%	21.7%	1.6%	0.2%	949.8K	100.0M	-13.5M	0.50	2.13	99,915	50,260	1,317,517	1,428,472
2024-08-20	$28.94	$29.00	21.9%	6.3%	21.4%	24.8%	22.2%	1.0%	0.2%	8.4M	25.4M	-13.7M	0.22	3.25	95,351	20,817	1,345,927	1,437,858
2024-08-21	$28.96	$29.00	22.2%	6.4%	20.7%	26.8%	22.8%	1.5%	0.3%	5.8M	14.5M	-13.9M	0.60	6.58	47,169	28,234	1,364,403	1,442,960
2024-08-22	$28.76	$29.00	22.8%	6.5%	20.2%	30.4%	22.9%	2.0%	0.1%	-2.9M	112.9M	-13.8M	0.66	6.67	68,451	45,305	1,380,893	1,453,758
2024-08-23	$28.84	$29.00	21.2%	6.0%	19.0%	19.7%	21.2%	1.4%	0.6%	-3.2M	114.0M	-13.7M	0.74	3.03	70,762	52,249	1,395,444	1,463,733
2024-08-26	$28.94	$29.00	21.9%	6.3%	19.2%	24.2%	22.2%	1.8%	0.3%	-1.5M	41.9M	-13.8M	0.72	2.83	62,846	45,358	1,344,057	1,419,426
2024-08-27	$28.74	$29.00	21.6%	6.3%	16.9%	22.6%	21.9%	1.7%	0.4%	-5.2M	128.5M	-13.6M	0.48	3.33	65,317	31,262	1,379,408	1,450,953
2024-08-28	$28.76	$29.00	21.7%	6.2%	15.4%	22.9%	22.7%	2.6%	0.5%	-3.3M	122.9M	-13.6M	1.16	3.06	51,122	59,422	1,399,153	1,467,825
2024-08-29	$28.70	$29.00	21.2%	6.2%	15.3%	19.9%	21.1%	1.4%	0.5%	-4.0M	197.3M	-13.7M	0.74	3.00	56,818	42,245	1,407,050	1,497,442
2024-08-30	$28.95	$29.00	20.1%	5.7%	15.4%	12.5%	20.6%	1.5%	0.5%	67.9M	27.7M	-13.6M	1.86	3.02	66,427	123,831	1,433,714	1,500,564