PFE Options History — February 2025

In February 2025, PFE traded between $25.49 and $26.70. ATM implied volatility averaged 23.4%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 1.0% (HV 20d: 22.4%). Max pain ranged from $26.00 to $26.50. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.42.

Notable Days

  • 2025-02-21: Highest Volume — 386,982 contracts
  • 2025-02-04: Largest IV drop — 16.4% change
  • 2025-02-03: Highest IV Rank — 62.4%
  • 2025-02-03: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.00$25.49$26.70$26.27$26.27
Max Pain$26.08$26.00$26.50$26.50$26.00
ATM IV23.4%21.5%27.3%27.3%23.1%
Expected Move6.8%6.3%8.4%8.4%6.4%
HV 20d22.4%18.3%24.1%18.3%21.5%
HV 60d22.8%21.5%24.8%23.4%21.5%
IV Rank35.5%22.2%62.4%62.4%33.6%
IV Percentile35.0%10.3%81.3%81.3%32.5%
Term Structure-0.3%-2.3%1.1%-1.2%-0.6%
VWIV24.1%22.1%29.8%29.8%23.7%
Skew 25d0.8%-0.1%1.8%0.8%1.5%
Skew 10d2.2%-0.5%5.2%3.2%2.9%
Call IV 25d23.6%21.7%27.4%26.8%22.8%
Put IV 25d24.4%22.8%27.5%27.5%24.3%
Bid-Ask Spread %9.861.6726.5110.8017.14
Gamma HHI0.100.080.150.100.11
Net GEX3.9M-26.0M45.2M-4.3M10.8M
Net DEX109.6M-459.2M459.0M258.3M-89.2M
Net VEX-13.1M-13.6M-12.5M-13.0M-13.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.170.920.690.35
Total Volume170,428.05384,029386,982206,846158,248
Total OI3,028,761.6322,809,9723,232,6522,809,9723,026,535

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-02-03$26.27$26.5027.3%8.4%18.3%62.4%29.8%0.8%-1.2%-4.3M258.3M-13.0M0.6910.80122,19384,6531,441,6751,368,297
2025-02-04$25.89$26.5022.9%6.5%19.0%31.7%23.1%0.9%0.2%-17.1M459.0M-12.5M0.3926.51234,69592,4461,499,3971,381,897
2025-02-05$26.61$26.5022.3%6.3%21.2%27.9%22.1%1.2%-0.4%22.3M-80.0M-13.2M0.3822.69162,98762,1641,584,0401,402,406
2025-02-06$25.84$26.0021.5%6.4%23.4%22.2%22.5%1.1%1.1%-22.9M354.5M-13.1M0.452.2285,66538,4221,636,6251,413,985
2025-02-07$25.68$26.0022.2%6.3%23.5%27.6%22.5%1.1%0.3%-12.2M394.9M-13.1M0.392.21102,08239,7291,677,3931,412,348
2025-02-10$25.89$26.0022.5%6.5%23.7%29.1%23.0%0.4%0.0%-4.7M225.5M-13.0M0.432.21122,51152,7391,591,3651,346,493
2025-02-11$25.52$26.0022.2%6.4%24.1%27.5%22.9%1.1%0.1%-13.2M452.0M-12.8M0.281.6771,38920,0261,648,6421,375,847
2025-02-12$25.49$26.0023.0%6.6%23.8%32.7%23.2%1.0%0.1%-12.2M447.2M-12.9M0.212.00119,33125,3421,678,8471,385,186
2025-02-13$25.69$26.0022.1%6.4%24.0%26.4%22.5%1.8%-0.1%1.1M238.8M-13.1M0.622.2351,96432,0651,732,6781,393,248
2025-02-14$25.52$26.0021.9%6.4%23.6%25.5%22.7%1.6%0.8%-26.0M326.2M-12.9M0.322.24102,45732,4321,743,6971,383,539
2025-02-18$25.59$26.0023.7%6.8%23.5%37.8%24.7%0.8%-0.3%-12.1M298.2M-12.7M0.272.53138,54537,2561,681,7161,368,630
2025-02-19$25.88$26.0023.7%6.8%23.7%37.8%24.1%0.3%-0.3%1.5M65.3M-12.9M0.319.23101,95731,2861,768,4231,385,193
2025-02-20$25.76$26.0023.4%6.7%22.8%35.5%24.0%0.2%0.4%-6.8M145.9M-12.9M0.699.2784,08757,6691,795,8641,390,072
2025-02-21$26.38$26.0025.7%7.5%23.9%51.6%27.7%-0.1%-2.3%45.2M-377.4M-13.6M0.172.85330,00756,9751,824,3041,408,348
2025-02-24$26.56$26.0023.4%6.8%23.3%35.3%24.2%0.5%-0.3%36.2M-356.7M-13.4M0.9213.65112,061103,0931,602,3971,259,726
2025-02-25$26.70$26.0024.0%7.1%20.7%39.7%24.9%0.4%-0.6%41.7M-459.2M-13.5M0.5026.10130,22965,6371,630,2181,297,205
2025-02-26$26.41$26.0025.2%7.2%21.0%47.9%25.2%0.7%-0.5%29.5M-203.6M-13.5M0.2716.5366,58618,3021,657,5161,328,396
2025-02-27$26.11$26.0024.3%7.0%21.3%42.0%24.9%0.3%-1.4%18.4M-17.3M-13.2M0.4215.2563,82527,0781,687,4861,336,837
2025-02-28$26.27$26.0023.1%6.4%21.5%33.6%23.7%1.5%-0.6%10.8M-89.2M-13.2M0.3517.14117,38540,8631,674,8421,351,693