Options Skew Analytics

PRU option chain

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

Data as of 9 November 2026 (end of day)

2027-01-15(67 days)ATM 24.30%±12.72skew +2.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0132$31.40$34.70—$90.00—————
011$28.60$32.40—$92.50—————
0182$26.00$30.10—$95.00—————
0149$24.00$26.80—$97.50—————
1259$21.80$23.90—$100.0031.90%$0.40$0.553,7960
0603$16.80$19.10—$105.0029.24%$0.70$0.858960
1122,456$13.50$14.00—$110.0027.05%$1.25$1.402,2082
41,180$9.50$10.40—$115.0025.59%$2.15$2.554414
11,004$5.10$6.90—$120.0023.62%$3.60$4.103262
81,775$3.50$4.3024.75%$125.00—$5.80$7.801240
272,282$1.90$2.1523.28%$130.00—$9.00$10.9070
9759$0.90$1.2523.43%$135.00—$13.10$15.1010
0261$0.45$0.6523.72%$140.00—$17.70$20.2050

Forward $122.17. The 25-delta put carries +2.31 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 26.15%±18.99skew +3.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$71.00$75.00—$50.00—————
01$41.20$45.00—$80.00—————
029$36.50$39.90—$85.00—————
06$34.00$37.30—$87.50—————
08$31.60$34.70—$90.00—————
09$29.30$31.70—$92.50—————
0137$26.70$30.00—$95.00—————
048$24.40$27.00—$97.50—————
0315$22.70$24.70—$100.0032.30%$1.30$2.051580
22581$19.00$19.90—$105.0030.34%$1.90$2.8020016
0341$14.30$16.20—$110.0027.66%$2.80$3.404650
3132$11.20$12.70—$115.0026.29%$4.20$4.7015810
0223$7.30$9.40—$120.0026.37%$5.90$7.401540
4857$5.70$6.3025.96%$125.00—$8.40$9.60435
1307$3.80$4.4025.37%$130.00—$11.20$13.30510
6355$2.40$2.7024.29%$135.00—————
0111$0.95$1.2524.64%$145.00—————
029$0.60$0.8524.98%$150.00—————

Forward $121.73. The 25-delta put carries +3.38 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 27.85%±31.27skew +3.40
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$36.50$39.40—$85.00—————
—————$90.0033.63%$2.25$3.3062
09$28.00$31.00—$95.0032.03%$2.95$4.00100
09$24.00$27.30—$100.0030.88%$3.80$5.10190
01$20.00$23.40—$105.0029.67%$4.80$6.4070
—————$110.0028.67%$6.20$7.90740
013$13.50$16.60—$115.0027.79%$7.80$9.801870
0122$10.80$13.80—$120.0027.06%$9.90$11.902640
286$9.80$11.3027.89%$125.00—$12.30$14.10290
099$7.70$8.7026.63%$130.00—————
11233$6.00$7.0026.21%$135.00—————
037$4.60$6.1026.52%$140.00—————
031$3.60$4.8026.26%$145.00—————
08$2.70$4.0026.30%$150.00—————

Forward $121.45. The 25-delta put carries +3.40 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.