PFE Options History — June 2025

In June 2025, PFE traded between $23.16 and $24.82. ATM implied volatility averaged 24.4%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 1.6% (HV 20d: 22.7%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.55.

Notable Days

2025-06-09: Highest Volume — 163,981 contracts
2025-06-16: Largest IV drop — 9.0% change
2025-06-03: Highest IV Rank — 19.8%
2025-06-05: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.01	$23.16	$24.82	$23.41	$24.24
Max Pain	$24.15	$24.00	$25.00	$25.00	$24.00
ATM IV	24.4%	22.1%	27.0%	26.6%	22.3%
Expected Move	6.6%	5.5%	7.5%	7.2%	5.5%
HV 20d	22.7%	17.2%	32.1%	32.1%	17.2%
HV 60d	31.5%	31.0%	32.0%	31.5%	31.0%
IV Rank	12.5%	6.4%	19.8%	18.7%	6.8%
IV Percentile	38.2%	13.1%	72.2%	67.5%	13.5%
Term Structure	-0.2%	-8.8%	3.2%	-0.2%	2.3%
VWIV	23.2%	18.9%	26.6%	26.6%	18.9%
Skew 25d	2.8%	0.6%	3.7%	3.4%	2.1%
Skew 10d	6.6%	1.8%	15.2%	6.1%	15.2%
Call IV 25d	23.0%	19.7%	25.5%	24.4%	20.0%
Put IV 25d	25.8%	22.0%	27.9%	27.8%	22.0%
Bid-Ask Spread %	9.69	2.42	23.81	10.34	4.40
Gamma HHI	0.10	0.07	0.15	0.09	0.10
Net GEX	5.9M	-15.1M	37.6M	-6.2M	13.9M
Net DEX	352.8M	-219.7M	776.1M	644.1M	255.6M
Net VEX	-11.1M	-12.0M	-10.3M	-11.4M	-10.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.12	1.19	0.49	0.41
Total Volume	83,975	50,461	163,981	66,697	58,108
Total OI	3,077,879.65	2,617,860	3,324,216	3,152,160	2,737,088

Daily Data (20 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
2025-06-02	$23.41	$25.00	26.6%	7.2%	32.1%	18.7%	26.6%	3.4%	-0.2%	-6.2M	644.1M	-11.4M	0.49	10.34	44,870	21,827	1,711,118	1,441,042
2025-06-03	$23.41	$25.00	27.0%	7.2%	31.9%	19.8%	25.9%	3.3%	-1.1%	-7.7M	652.3M	-11.3M	0.38	14.02	37,744	14,353	1,720,345	1,452,244
2025-06-04	$23.41	$25.00	26.2%	7.0%	28.1%	17.6%	24.8%	3.2%	-1.2%	-6.4M	661.2M	-11.2M	0.67	2.90	30,667	20,523	1,728,226	1,458,235
2025-06-05	$23.16	$24.00	26.0%	7.5%	28.3%	17.1%	26.1%	2.3%	0.1%	-15.1M	776.1M	-10.9M	1.19	18.40	33,712	39,999	1,737,168	1,468,590
2025-06-06	$23.38	$24.00	25.5%	7.3%	28.3%	15.7%	25.1%	3.0%	0.1%	-7.9M	662.2M	-11.1M	0.39	2.44	51,683	20,073	1,746,386	1,470,903
2025-06-09	$24.02	$24.00	25.1%	7.2%	27.1%	14.5%	25.2%	3.0%	-0.1%	6.7M	296.0M	-11.5M	0.44	2.91	113,920	50,061	1,696,363	1,444,498
2025-06-10	$24.34	$24.00	26.0%	7.3%	25.3%	17.2%	25.1%	3.4%	-0.4%	22.4M	78.9M	-11.7M	0.70	4.38	76,229	53,478	1,749,241	1,454,032
2025-06-11	$24.39	$24.00	25.7%	7.1%	25.2%	16.1%	25.4%	3.2%	-0.9%	23.3M	84.6M	-11.8M	0.69	2.42	65,273	44,880	1,772,414	1,492,134
2025-06-12	$24.82	$24.00	23.9%	6.8%	19.6%	11.4%	24.1%	2.4%	-0.2%	37.6M	-219.7M	-12.0M	0.53	23.38	63,564	33,941	1,793,765	1,510,329
2025-06-13	$24.48	$24.00	24.9%	7.1%	19.8%	14.0%	24.3%	2.3%	-0.2%	31.2M	19.5M	-11.7M	0.55	23.81	58,859	32,198	1,800,651	1,523,565
2025-06-16	$24.38	$24.00	22.6%	6.4%	19.8%	7.8%	22.5%	2.9%	1.7%	13.5M	237.1M	-11.1M	0.79	3.23	52,523	41,263	1,757,060	1,510,237
2025-06-17	$23.95	$24.00	23.7%	6.8%	21.0%	10.7%	23.7%	2.9%	1.4%	-6.8M	489.2M	-11.0M	0.79	9.06	50,645	39,925	1,768,464	1,531,111
2025-06-18	$23.94	$24.00	23.0%	6.6%	19.9%	8.9%	23.1%	2.8%	1.9%	-7.7M	465.9M	-10.9M	0.52	20.61	35,346	18,233	1,767,993	1,533,095
2025-06-20	$23.93	$24.00	23.4%	6.6%	19.2%	9.8%	23.3%	1.9%	1.8%	7.8M	463.8M	-10.6M	0.67	2.86	57,839	38,559	1,781,977	1,532,343
2025-06-23	$23.96	$24.00	22.9%	6.1%	19.1%	8.5%	20.9%	3.7%	3.2%	-6.1M	422.7M	-10.5M	0.53	7.58	60,924	32,265	1,333,541	1,284,319
2025-06-24	$24.34	$24.00	22.1%	5.5%	19.2%	6.4%	19.1%	3.3%	-8.8%	6.1M	240.7M	-10.5M	0.44	13.30	58,168	25,779	1,368,548	1,296,831
2025-06-25	$24.31	$24.00	22.8%	5.8%	19.0%	8.1%	20.2%	3.3%	-1.2%	10.0M	232.4M	-10.7M	0.28	18.03	39,279	11,182	1,398,003	1,307,841
2025-06-26	$24.16	$24.00	24.2%	6.0%	17.5%	12.2%	20.5%	0.6%	-1.7%	6.3M	294.0M	-10.6M	0.37	4.42	38,211	14,212	1,416,217	1,310,378
2025-06-27	$24.18	$24.00	23.2%	5.6%	17.3%	9.4%	18.9%	2.4%	-0.9%	2.5M	300.0M	-10.3M	0.12	5.28	88,368	10,817	1,435,947	1,315,351
2025-06-30	$24.24	$24.00	22.3%	5.5%	17.2%	6.8%	18.9%	2.1%	2.3%	13.9M	255.6M	-10.4M	0.41	4.40	41,253	16,855	1,439,684	1,297,404