PRU · Expected Move

Prudential Financial, Inc.

The expected move for PRU is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

PRU straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current PRU Expected Move
30-Day Straddle
$7.53
7-Day Straddle
$7.53
30-Day ATM IV
28.9%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to PRU's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
PRU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $7.53 $7.53 28.9% 86%
20261020 $8.15 $8.15 30.4% 100%
20261019 $6.97 $6.97 27.9% 76%
20261016 $8.38 $0.85 28.5% 82%
20261015 $8.55 $2.08 29.2% 88%
20261014 $7.78 $3.00 27.6% 74%
20261013 $8.10 $3.25 28.0% 78%
20261012 $8.20 $2.67 27.6% 74%
20261009 $9.45 $4.33 30.5% 100%
20261008 $8.90 $4.30 28.3% 81%
20261007 $9.20 $3.97 27.2% 71%
20261006 $8.25 $3.83 26.1% 61%
20261005 $9.30 $3.92 27.7% 75%
20261002 $4.97 $4.97 26.4% 63%
20261001 $4.53 $4.53 26.4% 64%
20260930 $5.12 $5.12 27.1% 70%
20260929 $5.95 $5.95 29.0% 87%
20260928 $5.60 $5.60 27.7% 76%
20260925 $5.75 $5.75 25.9% 58%
20260924 $5.72 $5.72 25.6% 56%
20260923 $5.50 $5.50 25.2% 53%
20260922 $6.50 $6.50 25.9% 59%
20260921 $5.90 $5.90 24.3% 44%
20260918 $6.28 $1.77 23.9% 40%
20260917 $6.55 $2.50 24.7% 48%
20260916 $6.45 $3.35 24.7% 48%
20260915 $6.95 $2.75 25.3% 53%
20260914 $6.05 $2.77 21.6% 20%
20260911 $6.53 $3.22 22.2% 25%
20260910 $7.15 $3.60 24.4% 45%
20260909 $7.52 $4.55 25.3% 54%
20260908 $6.93 $4.03 23.2% 34%
20260904 $8.55 $4.65 23.1% 33%
20260903 $7.60 $4.60 22.4% 27%
20260902 $4.25 $4.25 23.3% 34%
20260901 $4.55 $4.55 21.6% 17%
20260831 $4.65 $4.65 22.0% 21%
20260828 $4.60 $4.60 21.1% 13%
20260827 $4.95 $4.95 20.9% 11%
20260826 $5.22 $5.22 22.6% 25%
20260825 $5.05 $5.05 21.3% 14%
20260824 $6.05 $6.05 21.9% 19%
20260821 $5.53 $1.22 21.0% 12%
20260820 $5.67 $1.18 21.0% 12%
20260819 $5.83 $2.70 20.6% 9%
20260818 $5.85 $2.23 20.1% 5%
20260817 $5.80 $2.83 19.6% 1%
20260814 $5.97 $2.62 19.5% 0%
20260813 $6.25 $2.95 20.0% 0%
20260812 $7.12 $3.48 21.3% 0%
20260811 $7.02 $4.10 21.5% 0%
20260810 $7.25 $4.28 22.5% 8%
20260807 — — 22.2% 5%
20260806 $7.93 $5.33 24.8% 24%
20260805 $5.22 $5.22 24.3% 20%
20260804 $7.03 $7.03 28.7% 53%
20260803 $7.28 $7.28 30.4% 66%
20260731 $7.43 $7.43 28.3% 50%
20260730 $7.35 $7.35 29.4% 58%
20260729 $7.83 $7.83 29.2% 57%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.