PRU volatilitas Prudential Financial, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.25.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.18.3%
HV6019.3%
Selisih IV − HV20
+7.2pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
18
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 03:41 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 25.5% | +4.7pt | ±6.1% |
| Dec 18, 2026 | 60 | 25.5% | +2.8pt | ±8.5% |
| Jan 15, 2027 | 88 | 25.9% | +3.3pt | ±10.3% |
| Mar 19, 2027 | 151 | 25.0% | +4.8pt | ±13.0% |
| Jun 17, 2027 | 241 | 26.0% | +3.9pt | ±16.8% |
| Sep 17, 2027 | 333 | 25.7% | +3.8pt | ±19.2% |
| Dec 17, 2027 | 424 | 25.9% | +4.8pt | ±21.5% |
| Jan 21, 2028 | 459 | 26.7% | +2.4pt | ±22.9% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20