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Prudential Financial, Inc. PRU

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Market datapartial · fetched 2026-10-23T02:19:17.354Z

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 · 2026-10-22T23:25:54.320741637Z

FundamentalsAlpha Vantage · unavailable

Share price$118.71
1D+3.0%
AH$114$115$116$117$1185:30 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.$0.38$5.49$10.61$15.72$20.83$102.84$109.90$116.97$124.04$131.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRU spot · $118.71PRU PRICE$0.93$1.20$1.66$2.15$2.64$3.12$3.67$4.29$4.91$5.53$6.13$6.67$7.21$1.38$2.07$2.76$3.45$4.03$4.58$5.14$6.18$7.35$8.51$11.15$14.37$19.36
PutsExpensive1.18×
CallsCheap0.91×
SkewBearish+12.99 pp
Implied moveBearish±$8.81
TiltBearish28.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.1625.5%7.9%110.5633.3%8.0%
25Δ125.1924.8%6.5%111.9635.7%7.4%
30Δ123.9925.6%5.8%113.3538.1%6.8%
35Δ122.8726.4%5.3%114.7440.5%6.3%
40Δ121.7527.3%4.8%116.3539.5%5.4%
45Δ120.6328.2%4.2%118.0037.8%4.5%
50Δ119.4828.5%3.7%119.6636.0%3.5%
55Δ118.2928.3%3.3%121.3636.3%3.0%
60Δ117.0928.0%2.8%123.0837.0%2.5%
65Δ115.9027.7%2.3%124.8037.8%2.0%
70Δ114.7926.9%1.9%127.7741.8%1.8%
75Δ113.9224.7%1.6%131.3346.4%1.5%
80Δ113.0522.4%1.3%136.6653.0%1.2%

20Δ

Calls
Pseudo strike
127.16
IV
25.5%
B/E move
7.9%
Puts
Pseudo strike
110.56
IV
33.3%
B/E move
8.0%

25Δ

Calls
Pseudo strike
125.19
IV
24.8%
B/E move
6.5%
Puts
Pseudo strike
111.96
IV
35.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
123.99
IV
25.6%
B/E move
5.8%
Puts
Pseudo strike
113.35
IV
38.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
122.87
IV
26.4%
B/E move
5.3%
Puts
Pseudo strike
114.74
IV
40.5%
B/E move
6.3%

40Δ

Calls
Pseudo strike
121.75
IV
27.3%
B/E move
4.8%
Puts
Pseudo strike
116.35
IV
39.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
120.63
IV
28.2%
B/E move
4.2%
Puts
Pseudo strike
118.00
IV
37.8%
B/E move
4.5%

50Δ

Calls
Pseudo strike
119.48
IV
28.5%
B/E move
3.7%
Puts
Pseudo strike
119.66
IV
36.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
118.29
IV
28.3%
B/E move
3.3%
Puts
Pseudo strike
121.36
IV
36.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
117.09
IV
28.0%
B/E move
2.8%
Puts
Pseudo strike
123.08
IV
37.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
115.90
IV
27.7%
B/E move
2.3%
Puts
Pseudo strike
124.80
IV
37.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
114.79
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
127.77
IV
41.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
113.92
IV
24.7%
B/E move
1.6%
Puts
Pseudo strike
131.33
IV
46.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
113.05
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
136.66
IV
53.0%
B/E move
1.2%

Options history

No recorded observations