PFEPfizer Inc.
Options Analysis Report•PHARMACEUTICAL PREPARATIONS
Market Cap $156.8B|NYSE
● 2026-04-17$27.56
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +25.0%YTD +9.5%7D +2.4%
Options Vol
83,553
30D
Implied Move
±7.7%
IV Rank
49%
PFE Options Overview
IV is low. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
7.4
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 9.8% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.14x — IV premium over HV
Sector Relative≤50%
Sector percentile 4% — below sector median
Term Structure
<1.1xFront/Back 0.87x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 25.9% — normal range
Spread-Adjusted Value
<80%Effective IV 44.0% (ATM 25.9% + spread 9.1% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 15.05% (spread 9.06% + slippage 5.99%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.69 (vega 3.344 / spread 9.06%) — spread drag
Sentiment
Bullish or bearish?
5.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -19%, Raw: -25%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -19% (bearish) — Raw: -25%
OI Skew Magnitude
≥15%|OI skew| 8.5% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +11.2%, OI skew +8.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 26%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +1%, ATM: +4%, OTM: -40% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 51% — neutral vs sector
Activity
Unusual activity?
4.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 3.2% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +4.7% (5d) — building
Sector Relative≥60%
Sector activity percentile 53% — neutral vs sector
Trade Quality
≥30%Large trade volume 50% — heavy institutional
Execution Urgency
≥60%Aggressive execution 63% — urgent
Flow Conviction
≥30Conviction -19 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 9.1% — wide
Adequate OI
≥10,000OI 2,569,629 — deep
Active Volume
≥500Volume 83,553/day — active
Reasonable Cost
≤$0.50$0.45 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 8% — much tighter than sector
Order Book Depth
≥100 contractsDepth 317.4 contracts (bid:174.9 ask:142.5) — adequate
Execution Quality
<1.0%Avg slippage 5.99% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -12.8% — contango
IV Percentile Clarity
<30 or >70IV percentile 10% — buyer opportunity
Event Detection
≥10pts kinkIV kink -3.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 274.06 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: Earnings in 18d (low risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -19% @ 60% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 80 (ITM 20% + inst 50%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.4
bullishIV cheap, mixed flow
Long Puts6.3
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, mixed flow
Covered Call4.8
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.