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PRUDENTIAL PLC ADS (REP 2 ORD SHARES) PUK

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-11-05T22:20:57.549Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T21:10:00.001114584Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T22:16:23.747386+00:00

Share price$25.20
1D-2.6%
AH$24.90$25.20$25.51$25.82$26.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPUK
Sold putSold callAH

PRUDENTIAL PLC ADS (REP 2 ORD SHARES) options

Live interpolated PUK call and put midpoint premiums by absolute delta.PRUDENTIAL PLC ADS (REP 2 ORD SHARES)$0.07$1.20$2.34$3.47$4.60$22.68$23.88$25.09$26.29$27.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PUK spot · $25.20PUK PRICE$0.33$0.39$0.44$0.50$0.56$0.61$0.67$0.86$1.23$1.60$1.96$2.33$0.19$0.24$0.28$0.32$0.37$0.77$1.27$1.77$2.27$2.77$3.27$3.77$4.27
PutsExpensive1.48×
Calls——
Skew——
Implied moveBearish±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3537.4%8.1%
25Δ28.5255.2%14.5%23.7434.3%6.7%
30Δ27.9851.1%12.6%24.1331.1%5.3%
35Δ27.4547.0%10.7%24.5228.0%4.0%
40Δ26.9142.8%8.8%24.9224.8%2.6%
45Δ26.3738.7%6.9%25.4328.1%2.1%
50Δ25.8334.6%4.9%25.9733.3%2.0%
55Δ25.3030.5%3.0%26.5238.4%1.8%
60Δ24.8129.9%1.9%27.0643.5%1.6%
65Δ24.4033.7%1.7%27.6048.6%1.5%
70Δ23.9837.5%1.5%28.1553.7%1.3%
75Δ23.5641.3%1.3%28.6958.9%1.1%
80Δ23.1545.0%1.1%29.2464.0%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.35
IV
37.4%
B/E move
8.1%

25Δ

Calls
Pseudo strike
28.52
IV
55.2%
B/E move
14.5%
Puts
Pseudo strike
23.74
IV
34.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
27.98
IV
51.1%
B/E move
12.6%
Puts
Pseudo strike
24.13
IV
31.1%
B/E move
5.3%

35Δ

Calls
Pseudo strike
27.45
IV
47.0%
B/E move
10.7%
Puts
Pseudo strike
24.52
IV
28.0%
B/E move
4.0%

40Δ

Calls
Pseudo strike
26.91
IV
42.8%
B/E move
8.8%
Puts
Pseudo strike
24.92
IV
24.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
26.37
IV
38.7%
B/E move
6.9%
Puts
Pseudo strike
25.43
IV
28.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
25.83
IV
34.6%
B/E move
4.9%
Puts
Pseudo strike
25.97
IV
33.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
25.30
IV
30.5%
B/E move
3.0%
Puts
Pseudo strike
26.52
IV
38.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
24.81
IV
29.9%
B/E move
1.9%
Puts
Pseudo strike
27.06
IV
43.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
24.40
IV
33.7%
B/E move
1.7%
Puts
Pseudo strike
27.60
IV
48.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
23.98
IV
37.5%
B/E move
1.5%
Puts
Pseudo strike
28.15
IV
53.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
23.56
IV
41.3%
B/E move
1.3%
Puts
Pseudo strike
28.69
IV
58.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
23.15
IV
45.0%
B/E move
1.1%
Puts
Pseudo strike
29.24
IV
64.0%
B/E move
0.9%

Options history

IV · four-Friday blend50.06%
Daily EOD
PUK35.7%43.9%52.2%2026-10-19: 51.08%2026-10-20: 49.02%2026-10-21: 49.06%2026-10-26: 40.74%2026-10-29: 36.82%2026-10-30: 50.06%Oct 19Oct 21Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.08%
49.02%
49.06%
40.74%
36.82%
50.06%