PRU option chain Prudential Financial, Inc.
Cboe delayed options data · as of 15:42 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.2% (105.68–122.18) · ATM IV 30.3% · P/C open interest 1.23
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 41.80 | 46.00 | 1.00 | 0.0000 | -0.001 | 70 | 0 | 1.60 | 108.2% | -0.00 | 0.0003 | -0.002 | |||||
| 37.00 | 41.00 | 67.8% | 1.00 | 0.0003 | -0.001 | 75 | 0 | 0.7500 | 81.4% | -0.00 | 0.0006 | -0.003 | ||||
| 31.90 | 35.90 | 1.00 | 0.0013 | -0.002 | 80 | 0 | 0.7500 | 70.6% | -0.01 | 0.0012 | -0.005 | |||||
| 27.20 | 30.90 | 52.3% | 0.99 | 0.0027 | -0.006 | 85 | 0 | 0.1000 | 33 | 43.5% | -0.01 | 0.0022 | -0.008 | |||
| 22.40 | 26.20 | 52.0% | 0.97 | 0.0047 | -0.012 | 90 | 0 | 0.1500 | 2 | 106 | 38.0% | -0.03 | 0.0043 | -0.013 | ||
| 18.10 | 20.90 | 46.4% | 0.95 | 0.0084 | -0.020 | 95 | 0.2500 | 0.3500 | 74 | 45 | 39.0% | -0.05 | 0.0081 | -0.021 | ||
| 13.50 | 16.20 | 41.3% | 0.90 | 0.0148 | -0.032 | 100 | 0.4000 | 0.7000 | 65 | 70 | 34.9% | -0.10 | 0.0146 | -0.033 | ||
| 9.40 | 11.60 | 8 | 37.1% | 0.81 | 0.0243 | -0.047 | 105 | 1.10 | 1.40 | 11 | 186 | 33.4% | -0.19 | 0.0241 | -0.048 | |
| 5.70 | 7.20 | 10 | 31.8% | 0.66 | 0.0344 | -0.059 | 110 | 2.40 | 2.90 | 37 | 846 | 32.7% | -0.34 | 0.0343 | -0.060 | |
| 3.20 | 3.80 | 70 | 495 | 29.7% | 0.47 | 0.0393 | -0.062 | 115 | 4.50 | 5.00 | 2 | 188 | 31.0% | -0.52 | 0.0393 | -0.062 |
| 1.50 | 1.80 | 46 | 497 | 28.7% | 0.29 | 0.0346 | -0.052 | 120 | 7.10 | 8.40 | 518 | 29.0% | -0.71 | 0.0347 | -0.051 | |
| 0.6500 | 0.7500 | 67 | 1,186 | 28.6% | 0.15 | 0.0237 | -0.035 | 125 | 11.30 | 12.40 | 1,019 | 29.8% | -0.85 | 0.0239 | -0.034 | |
| 0.1500 | 0.3500 | 4 | 262 | 28.2% | 0.07 | 0.0135 | -0.020 | 130 | 15.80 | 17.90 | 135 | 38.0% | -0.93 | 0.0138 | -0.019 | |
| 0 | 0.4000 | 72 | 32.9% | 0.03 | 0.0069 | -0.010 | 135 | 19.50 | 23.40 | 38.4% | -0.97 | 0.0073 | -0.009 | |||
| 0 | 0.7500 | 31 | 43.4% | 0.01 | 0.0033 | -0.005 | 140 | 24.10 | 28.50 | 40.9% | -0.99 | 0.0039 | -0.003 | |||
| 0 | 0.6000 | 7 | 46.9% | 0.01 | 0.0016 | -0.003 | 145 | 29.40 | 33.40 | 49.5% | -1.00 | 0.0016 | 0.000 | |||
| 0 | 2.15 | 68.5% | 0.00 | 0.0007 | -0.001 | 150 | 34.30 | 38.40 | 53.6% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 2.15 | 74.3% | 0.00 | 0.0004 | -0.001 | 155 | 39.30 | 43.50 | 60.3% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 79.7% | 0.00 | 0.0002 | -0.000 | 160 | 44.20 | 48.40 | 62.1% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 1.70 | 80.5% | 0.00 | 0.0001 | -0.000 | 165 | 49.30 | 53.30 | 66.8% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 89.8% | 0.00 | 0.0000 | -0.000 | 170 | 54.20 | 58.30 | 69.3% | -1.00 | 0.0000 | 0.000 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs