Home Options PRUChain

PRU

Prudential Financial, Inc.Close $112.95EOD only

Max Pain

$105.00

Next expiry Jul 17, 2026

Expected Move

±$4.30

3.8% from close

Price Gap

-7.95

Distance to max pain

IV Rank

Low premium

P/C OI

0.96

Balanced positioning

Consensus

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No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

This page reflects PRU options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jul 2, 2026 close

PRU Options Chain

Data as of market close Jul 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 15)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
60.00	44.90	50.80	54.60	0.00	5	0	235.0%	0.946	0.0021	-0.209	0.024	0.020
80.00	28.48	30.90	34.70	0.00	0	6	147.8%	0.910	0.0050	-0.197	0.036	0.026
85.00	18.25	25.80	29.80	0.00	5	5	130.3%	0.894	0.0064	-0.197	0.040	0.027
90.00	17.70	20.90	23.30	0.00	5	3	70.8%	0.957	0.0058	-0.061	0.020	0.033
95.00	15.00	15.80	18.70	0.00	1	2	68.9%	0.913	0.0104	-0.096	0.035	0.032
97.50	15.00	14.50	15.80	3.83	2	30	50.0%	0.941	0.0106	-0.057	0.026	0.035
100.00	12.08	10.90	13.30	3.33	1	158	43.3%	0.933	0.0136	-0.055	0.029	0.035
105.00	6.81	7.20	8.60	0.00	26	496	35.8%	0.864	0.0275	-0.072	0.048	0.034
110.00	3.80	3.20	4.70	1.02	15	1,721	33.3%	0.679	0.0487	-0.103	0.079	0.028
115.00	0.90	0.90	1.30	0.17	153	1,197	23.6%	0.370	0.0724	-0.075	0.084	0.016
120.00	0.20	0.10	0.25	0.10	15	95	23.0%	0.100	0.0344	-0.033	0.039	0.004
130.00	0.01	0.00	0.05	0.00	1	1	32.8%	0.017	0.0057	-0.011	0.009	0.001

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
60.00	0.10	0.00	0.25	0.00	0	1	143.6%	-0.008	0.0007	-0.025	0.005	-0.000
70.00	0.02	0.00	0.05	0.00	20	35	91.4%	-0.003	0.0004	-0.006	0.002	-0.000
75.00	0.03	0.00	0.05	0.00	1	6	78.9%	-0.003	0.0005	-0.006	0.002	-0.000
80.00	0.35	0.00	0.05	0.00	3	3	68.0%	-0.004	0.0008	-0.006	0.002	-0.000
85.00	0.31	0.00	0.05	0.00	1	52	57.0%	-0.004	0.0010	-0.006	0.003	-0.000
90.00	0.20	0.00	0.05	0.00	5	128	50.8%	-0.009	0.0022	-0.010	0.006	-0.000
92.50	0.04	0.00	0.05	-0.01	7	139	45.3%	-0.010	0.0027	-0.010	0.006	-0.000
95.00	0.05	0.00	0.15	0.00	15	169	47.9%	-0.028	0.0061	-0.024	0.014	-0.001
97.50	0.10	0.05	0.15	-0.10	5	439	41.9%	-0.032	0.0077	-0.023	0.016	-0.001
100.00	0.17	0.05	0.45	0.00	8	502	46.1%	-0.079	0.0144	-0.053	0.033	-0.004
105.00	0.36	0.25	0.70	-0.04	5	494	36.7%	-0.141	0.0276	-0.063	0.050	-0.006
110.00	1.10	0.50	2.80	-0.33	18	358	45.6%	-0.360	0.0371	-0.130	0.083	-0.017
115.00	3.20	3.00	3.40	-0.94	21	1	24.2%	-0.626	0.0709	-0.064	0.084	-0.028
120.00	11.12	7.00	9.00	0.00	0	0	49.4%	-0.712	0.0312	-0.123	0.075	-0.034

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.