PRU Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $112.6 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

1.05

39k P / 37k C

Put/Call (Volume)

0.42

474 P / 1k C that session

30d ATM IV

28%

annualized implied move

Call wall

$125

7k contracts

Put wall

$100

5k contracts

Tail hedging

1.3×

deep-OTM puts vs calls

What the positioning says

●Call wall at $125 (7k contracts), 11% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $100 (5k contracts), 11% below spot — the hedge floor; often acts as support.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-16. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-16	3k	2k	0.77	141
2026-11-20	826	1k	1.44	269
2026-12-18	8k	6k	0.71	828
2027-01-15	12k	14k	1.15	168
2027-03-19	4k	2k	0.65	99
2027-06-17	3k	5k	1.40	19
2027-09-17	282	602	2.13	8
2027-12-17	1k	3k	2.07	24
2028-01-21	4k	5k	1.32	48
2029-01-19	265	15	0.06	2

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.