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Prudential Financial, Inc. PRU

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Market datapartial · fetched 2026-10-22T19:23:33.441Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T19:23:33.571015394Z

FundamentalsAlpha Vantage · unavailable

Share price$117.62
1D+2.4%
$114.32$115.25$116.18$117.11$118.045:30 AM6:30 AM9:00 AM1:00 PMPRU
Sold putSold call

Prudential Financial, Inc. options

Live interpolated PRU call and put midpoint premiums by absolute delta.Prudential Financial, Inc.$0.48$4.74$8.99$13.24$17.50$103.34$109.96$116.57$123.18$129.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRU spot · $117.62PRU PRICE$0.94$1.28$1.69$2.10$2.51$3.00$3.60$4.19$4.79$5.40$6.15$6.91$7.66$1.33$1.75$2.20$2.64$3.21$3.85$4.49$5.14$6.67$8.40$10.59$13.58$16.27
PutsExpensive1.06×
CallsCheap0.92×
SkewBearish+8.56 pp
Implied moveBearish±$8.09
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.0326.0%8.0%109.1734.2%8.3%
25Δ124.3826.1%6.8%111.0933.3%7.0%
30Δ123.1626.5%6.1%112.7232.7%6.0%
35Δ121.9326.9%5.5%114.3432.0%5.0%
40Δ120.7127.3%4.8%115.7931.7%4.3%
45Δ119.5127.5%4.2%117.1231.5%3.7%
50Δ118.3427.6%3.7%118.4431.4%3.1%
55Δ117.1727.6%3.2%119.7731.3%2.5%
60Δ116.0127.7%2.7%121.6733.8%2.2%
65Δ114.8427.6%2.2%123.7136.9%2.0%
70Δ113.6926.7%1.9%126.2140.4%1.7%
75Δ112.5325.8%1.5%129.5344.6%1.4%
80Δ111.3724.9%1.2%132.7045.5%1.0%

20Δ

Calls
Pseudo strike
126.03
IV
26.0%
B/E move
8.0%
Puts
Pseudo strike
109.17
IV
34.2%
B/E move
8.3%

25Δ

Calls
Pseudo strike
124.38
IV
26.1%
B/E move
6.8%
Puts
Pseudo strike
111.09
IV
33.3%
B/E move
7.0%

30Δ

Calls
Pseudo strike
123.16
IV
26.5%
B/E move
6.1%
Puts
Pseudo strike
112.72
IV
32.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
121.93
IV
26.9%
B/E move
5.5%
Puts
Pseudo strike
114.34
IV
32.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
120.71
IV
27.3%
B/E move
4.8%
Puts
Pseudo strike
115.79
IV
31.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
119.51
IV
27.5%
B/E move
4.2%
Puts
Pseudo strike
117.12
IV
31.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
118.34
IV
27.6%
B/E move
3.7%
Puts
Pseudo strike
118.44
IV
31.4%
B/E move
3.1%

55Δ

Calls
Pseudo strike
117.17
IV
27.6%
B/E move
3.2%
Puts
Pseudo strike
119.77
IV
31.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
116.01
IV
27.7%
B/E move
2.7%
Puts
Pseudo strike
121.67
IV
33.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
114.84
IV
27.6%
B/E move
2.2%
Puts
Pseudo strike
123.71
IV
36.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
113.69
IV
26.7%
B/E move
1.9%
Puts
Pseudo strike
126.21
IV
40.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
112.53
IV
25.8%
B/E move
1.5%
Puts
Pseudo strike
129.53
IV
44.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
111.37
IV
24.9%
B/E move
1.2%
Puts
Pseudo strike
132.70
IV
45.5%
B/E move
1.0%

Options history

No recorded observations