Options Skew Analytics

PRU option chain

Strikes around the forward, as they were quoted at the close

Data as of 23 September 2026 (end of day)

2026-12-18(86 days)ATM 26.03%±14.91skew +3.01
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$46.70$50.00—$70.00—————
01$37.30$39.80—$80.00—————
01$25.50$28.00—$92.50—————
042$23.30$25.70—$95.00—————
0135$20.90$23.30—$97.5032.53%$0.80$1.051130
0398$18.60$21.00—$100.0031.98%$1.05$1.403820
11,185$14.10$16.30—$105.0030.16%$1.70$2.203490
0892$10.30$12.30—$110.0028.22%$2.70$3.303700
0612$6.80$8.50—$115.0026.70%$4.30$4.902346
0957$4.50$5.4025.86%$120.00—$6.30$7.603260
11,971$2.55$3.4024.92%$125.00—$9.10$10.802010
4843$1.45$2.2025.21%$130.00—$12.70$15.10530
3478$0.80$1.1024.47%$135.00—$17.20$19.001190
—————$140.00—$21.60$23.70790
—————$145.00—$26.00$28.50920

Forward $117.98. The 25-delta put carries +3.01 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 25.40%±16.79skew +2.61
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0129$28.20$30.60—$90.0035.73%$0.60$1.005660
011$25.90$28.20—$92.5034.43%$0.75$1.15890
0182$23.70$25.80—$95.0033.13%$0.90$1.354770
0149$21.20$23.50—$97.5031.96%$1.10$1.602360
0259$19.00$21.20—$100.0030.69%$1.40$1.803,8240
0610$15.00$16.40—$105.0028.97%$2.15$2.651,03217
02,473$11.20$12.70—$110.0026.91%$3.20$3.702,1323
01,065$7.40$9.60—$115.0026.23%$4.90$5.604115
0849$5.30$6.3025.35%$120.00—$7.10$8.003350
02,778$3.40$4.4025.14%$125.00—$9.50$11.40690
32,210$2.30$2.4524.30%$130.00—$13.60$14.9070
31697$1.45$1.7024.89%$135.00—$17.60$19.1010
0260$0.75$1.2525.19%$140.00—$21.80$23.8050

Forward $118.23. The 25-delta put carries +2.61 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 26.79%±22.02skew +2.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$67.30$70.00—$50.00—————
01$38.10$40.60—$80.00—————
029$33.30$35.70—$85.00—————
06$31.00$33.50—$87.50—————
08$28.70$31.20—$90.0032.47%$1.00$1.553670
09$26.40$28.90—$92.5032.80%$1.50$1.903041
0137$24.10$26.10—$95.0032.22%$1.75$2.352050
052$21.90$24.10—$97.5030.34%$2.10$2.302080
0369$19.90$22.30—$100.0029.70%$2.50$2.751630
2342$16.20$17.00—$105.0028.51%$3.50$3.90780
0732$12.40$14.60—$110.0027.34%$4.80$5.401722
0176$9.50$11.20—$115.0026.89%$6.60$7.601620
0187$7.30$8.2026.80%$120.00—$9.00$10.301270
3752$5.00$6.1025.81%$125.00—$11.70$13.20270
6265$3.70$4.4025.75%$130.00—$15.30$16.90300
1353$2.60$3.3025.89%$135.00—————
525$1.80$2.3525.82%$140.00—————
021$0.70$1.1525.35%$150.00—————

Forward $118.06. The 25-delta put carries +2.62 volatility points over the 25-delta call.

2027-06-17(267 days)ATM 26.57%±26.85skew +4.14
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
04$52.20$55.40—$65.00—————
010$42.90$45.60—$75.00—————
010$38.50$40.90—$80.00—————
05$33.90$36.30—$85.00—————
03$31.60$33.70—$87.50—————
013$29.20$31.90—$90.00—————
046$27.30$29.90—$92.5032.12%$2.25$3.40460
014$25.40$27.70—$95.0031.89%$2.90$3.801680
06$23.10$25.70—$97.5031.15%$3.30$4.30710
0151$21.10$23.80—$100.0030.41%$3.80$4.803130
098$17.60$19.90—$105.0029.22%$5.00$6.101060
0300$14.60$16.50—$110.0028.14%$6.50$7.704990
8285$11.40$12.80—$115.0027.32%$8.60$9.50980
2507$9.10$10.1026.67%$120.00—$10.90$11.904910
0370$7.00$8.1026.29%$125.00—$12.90$15.601090
0626$5.10$6.4025.70%$130.00—$16.10$18.7010
0266$3.80$4.8025.20%$135.00—————
067$2.80$3.7025.08%$140.00—$23.40$26.0020
0323$2.05$3.0025.32%$145.00—————
0159$1.50$2.4025.53%$150.00—————

Forward $118.14. The 25-delta put carries +4.14 volatility points over the 25-delta call.

2027-09-17(359 days)ATM 26.75%±31.41skew +4.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$34.00$37.00—$85.0034.69%$2.55$3.3020
—————$90.0033.34%$3.30$4.1001
09$25.80$28.50—$95.0031.77%$4.10$5.0050
09$22.10$24.70—$100.0030.35%$5.00$6.20170
01$18.70$21.70—$105.0029.49%$6.40$7.7070
—————$110.0028.54%$8.00$9.40660
—————$115.0027.81%$10.00$11.401870
9101$10.70$12.2027.13%$120.00—$12.30$13.702640
024$8.40$10.1026.46%$125.00—$14.50$17.10290
074$6.60$8.3026.06%$130.00—————
129$5.60$6.2025.63%$135.00—————
09$4.00$5.5025.59%$140.00—————
03$3.10$4.5025.55%$145.00—————
010$2.35$3.7025.53%$150.00—————

Forward $118.38. The 25-delta put carries +4.79 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.