PRU Options Chain Analysis

As of previous close (2026-10-16) · OPRA historical data

Spot $115.91 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

1.04

41k P / 40k C

Put/Call (Volume)

0.29

294 P / 1k C that session

30d ATM IV

34%

annualized implied move

Call wall

$125

7k contracts

Put wall

$110

6k contracts

Tail hedging

1.9×

deep-OTM puts vs calls

What the positioning says

●Call wall at $125 (7k contracts), 8% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $110 (6k contracts), 5% 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 2026-11-20. 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
2026-11-20	2k	3k	1.34	523
2026-12-18	9k	6k	0.64	31
2027-01-15	12k	14k	1.13	23
2027-03-19	4k	2k	0.66	24
2027-06-17	3k	5k	1.45	78
2027-09-17	378	636	1.68	1
2027-12-17	1k	3k	2.17	34
2028-01-21	4k	5k	1.32	4
2029-01-19	377	166	0.44	44

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.