PRU Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete PRU options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around PRU.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

115

Exp: 2026-10-16

Gamma Flip

123.25

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.911

Shows put vs call positioning

IV Skew

-0.64

Put–call IV difference

Max Pain Price Volatility

σ = 11.18

medium volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 100%

Current DPI is 0.185(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2027-01-15 options expiry. 100% confidence

The support levels for PRU are at 112.85, 112.02, and 110.34, while the resistance levels are at 113.97, 114.80, and 116.48. The pivot point, a key reference price for traders, is at 115.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 1.65% 1-day move.

The expected range for the next 3 days is 110.77 — 115.18 , corresponding to +1.56% / -2.33% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 115.76 (2.07% above spot).

Bearish positioning points to downside pressure toward 109.48 (3.46% below spot).

Options flow strength: 0.65 (0–1 scale). ATM Strike: 115.00, Call: 1.10, Put: 2.15, Straddle Cost: 3.25.

Price moves are likely to stay range-bound. The short-term gamma flip is near 112.26 , with intermediate positioning around 123.25 . The mid-term gamma flip remains near 111.22.