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Prudential Financial, Inc. PRU

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Market datapartial · fetched 2026-10-22T21:55:37.465Z

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 · 2026-10-22T20:34:59.170209481Z

FundamentalsAlpha Vantage · unavailable

Share price$118.17
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.$0.53$4.58$8.63$12.68$16.73$103.52$110.23$116.93$123.64$130.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRU spot · $118.17PRU PRICE$0.97$1.26$1.77$2.28$2.78$3.29$3.93$4.60$5.28$5.95$6.68$7.42$8.15$1.29$1.96$2.63$3.29$3.87$4.39$4.91$5.63$6.72$7.81$9.28$12.03$15.56
PutsExpensive1.09×
CallsFair1.00×
SkewBearish+7.48 pp
Implied moveBearish±$8.84
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.9126.6%8.2%110.3931.8%7.7%
25Δ124.9226.1%6.8%111.7334.0%7.1%
30Δ123.7527.2%6.2%113.0836.2%6.5%
35Δ122.5828.2%5.7%114.4338.4%6.0%
40Δ121.4129.3%5.1%115.8938.3%5.2%
45Δ120.2530.4%4.5%117.4436.5%4.3%
50Δ118.9830.6%4.0%118.9934.7%3.5%
55Δ117.6930.5%3.5%120.5533.7%2.7%
60Δ116.3930.5%3.0%122.1634.1%2.3%
65Δ115.1030.5%2.4%123.7634.5%1.9%
70Δ113.9029.3%2.0%125.7035.7%1.5%
75Δ112.7127.9%1.7%128.7539.5%1.2%
80Δ111.5326.6%1.3%132.6243.6%0.9%

20Δ

Calls
Pseudo strike
126.91
IV
26.6%
B/E move
8.2%
Puts
Pseudo strike
110.39
IV
31.8%
B/E move
7.7%

25Δ

Calls
Pseudo strike
124.92
IV
26.1%
B/E move
6.8%
Puts
Pseudo strike
111.73
IV
34.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
123.75
IV
27.2%
B/E move
6.2%
Puts
Pseudo strike
113.08
IV
36.2%
B/E move
6.5%

35Δ

Calls
Pseudo strike
122.58
IV
28.2%
B/E move
5.7%
Puts
Pseudo strike
114.43
IV
38.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
121.41
IV
29.3%
B/E move
5.1%
Puts
Pseudo strike
115.89
IV
38.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
120.25
IV
30.4%
B/E move
4.5%
Puts
Pseudo strike
117.44
IV
36.5%
B/E move
4.3%

50Δ

Calls
Pseudo strike
118.98
IV
30.6%
B/E move
4.0%
Puts
Pseudo strike
118.99
IV
34.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
117.69
IV
30.5%
B/E move
3.5%
Puts
Pseudo strike
120.55
IV
33.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
116.39
IV
30.5%
B/E move
3.0%
Puts
Pseudo strike
122.16
IV
34.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
115.10
IV
30.5%
B/E move
2.4%
Puts
Pseudo strike
123.76
IV
34.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
113.90
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
125.70
IV
35.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
112.71
IV
27.9%
B/E move
1.7%
Puts
Pseudo strike
128.75
IV
39.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
111.53
IV
26.6%
B/E move
1.3%
Puts
Pseudo strike
132.62
IV
43.6%
B/E move
0.9%

Options history

No recorded observations