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Prudential Financial, Inc. PRU

i

Market dataready · fetched 2026-11-12T06:53:52.383Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001607049Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T06:53:51.864695+00:00

Share price$123.04
1D+0.3%
AH$121.88$122.23$122.58$122.92$123.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRU
Sold putSold callAH

Prudential Financial, Inc. options

Live interpolated PRU call and put midpoint premiums by absolute delta.Prudential Financial, Inc.$0.35$2.25$4.14$6.04$7.94$113.97$118.92$123.87$128.82$133.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRU spot · $123.04PRU PRICE$0.55$0.71$0.87$1.04$1.35$1.66$1.97$2.28$2.60$2.91$3.22$3.53$4.36$0.74$0.94$1.18$1.52$1.85$2.19$2.53$2.87$3.20$4.04$5.15$6.27$7.39
PutsCheap0.89×
CallsCheap0.52×
SkewBearish+9.44 pp
Implied moveBearish±$4.50
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.6224.3%4.2%117.6634.6%5.0%
25Δ126.7324.4%3.6%118.9933.5%4.1%
30Δ125.8524.5%3.0%120.1832.6%3.3%
35Δ124.9724.6%2.4%120.9432.4%2.9%
40Δ124.3924.5%2.2%121.7032.2%2.6%
45Δ123.8124.3%2.0%122.4531.9%2.3%
50Δ123.2324.2%1.8%123.2131.7%1.9%
55Δ122.6524.1%1.5%123.9731.5%1.6%
60Δ122.0623.9%1.3%124.7231.2%1.2%
65Δ121.4823.8%1.1%125.8332.7%1.0%
70Δ120.9023.6%0.9%127.1435.1%0.9%
75Δ120.3223.5%0.7%128.4537.5%0.7%
80Δ119.2924.5%0.5%129.7640.0%0.5%

20Δ

Calls
Pseudo strike
127.62
IV
24.3%
B/E move
4.2%
Puts
Pseudo strike
117.66
IV
34.6%
B/E move
5.0%

25Δ

Calls
Pseudo strike
126.73
IV
24.4%
B/E move
3.6%
Puts
Pseudo strike
118.99
IV
33.5%
B/E move
4.1%

30Δ

Calls
Pseudo strike
125.85
IV
24.5%
B/E move
3.0%
Puts
Pseudo strike
120.18
IV
32.6%
B/E move
3.3%

35Δ

Calls
Pseudo strike
124.97
IV
24.6%
B/E move
2.4%
Puts
Pseudo strike
120.94
IV
32.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
124.39
IV
24.5%
B/E move
2.2%
Puts
Pseudo strike
121.70
IV
32.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
123.81
IV
24.3%
B/E move
2.0%
Puts
Pseudo strike
122.45
IV
31.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
123.23
IV
24.2%
B/E move
1.8%
Puts
Pseudo strike
123.21
IV
31.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
122.65
IV
24.1%
B/E move
1.5%
Puts
Pseudo strike
123.97
IV
31.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
122.06
IV
23.9%
B/E move
1.3%
Puts
Pseudo strike
124.72
IV
31.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
121.48
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
125.83
IV
32.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
120.90
IV
23.6%
B/E move
0.9%
Puts
Pseudo strike
127.14
IV
35.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
120.32
IV
23.5%
B/E move
0.7%
Puts
Pseudo strike
128.45
IV
37.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
119.29
IV
24.5%
B/E move
0.5%
Puts
Pseudo strike
129.76
IV
40.0%
B/E move
0.5%

Options history

IV · four-Friday blend28.10%
Daily EOD
PRU25.8%27.3%28.7%2026-10-19: 26.49%2026-10-20: 27.65%2026-10-21: 27.04%2026-10-22: 28.47%2026-10-23: 27.54%2026-10-26: 27.33%2026-10-27: 27.50%2026-10-28: 26.03%2026-10-29: 28.28%2026-10-30: 28.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.49%
27.65%
27.04%
28.47%
27.54%
27.33%
27.50%
26.03%
28.28%
28.10%