Prudential Financial, Inc. (PRU)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 12:42 UTC · Figures derived from the full chain (530 contracts, 9 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (31 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±6.1% (range 106.69–120.64) by Nov 20, 2026. ATM straddle: 6.97 @ strike 115 · ATM IV: 25.5%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 102.30 | -10% | 91.6% | 8.4% |
| 107.99 | -5% | 74.3% | 25.7% |
| 113.67 | +0% | 48.5% | 51.5% |
| 119.35 | +5% | 24.4% | 75.6% |
| 125.04 | +10% | 9.3% | 90.7% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | ±6.1% | 25.5% | 5,714 |
| Dec 18, 2026 | 59 | ±8.5% | 25.5% | 15.3K |
| Jan 15, 2027 | 87 | ±10.3% | 25.9% | 26.0K |
| Mar 19, 2027 | 150 | ±13.0% | 25.0% | 6,083 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 125 C · 3,263115 C · 1,958120 C · 1,547125 P · 1,212105 C · 1,191
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 43 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 97.7% of the time.
Past earnings reactions
Avg |reaction| 3.1% · median 2.3% (20 reports). Two-session close-to-close window; definition
About Prudential Financial, Inc.
Prudential Financial, Inc., together with its subsidiaries, provides financial products and services in the United States, Japan and internationally. It operates through PGIM, Retirement Strategies, Group Insurance, Individual Life, and International Businesses segments. The PGIM segment offers investment management services and solutions related to public fixed income, public equity, real estate debt and equity, private credit and other alternatives, and multi-asset class strategies to institutional and retail clients, as well as its insurance and retirement businesses. The Retirement Strategies segment provides a range of retirement investment, and income products and services to retirement plan sponsors in the public, private, and not-for-profit sectors; group annuities and other products; international reinsurance; investment only products; and FlexGuard suite, Fixed annuities, and variable annuities, as well as develops and distributes individual variable and fixed annuity products. The Group Insurance segment offers various group life, and long-term and short-term group disability, as well as group corporate-, bank-, and trust-owned life insurance; and supplemental health sol
Financial Services · Insurance - Life · NYSE · Profile: Financial Modeling Prep
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