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PRUDENTIAL PLC ADS (REP 2 ORD SHARES) PUK

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-11-08T21:19:02.819Z

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 · 2026-11-07T00:00:00.001565236Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T21:19:01.512237+00:00

Share price$24.76
1D-0.5%
AH$24.71$24.80$24.89$24.99$25.085:30 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)$0.14$0.71$1.27$1.84$2.41$23.12$24.05$24.98$25.90$26.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PUK spot · $24.76PUK PRICE$0.75$0.90$1.05$1.20$1.35$1.50$1.65$1.80$1.95$2.10$2.25$0.20$0.24$0.29$0.33$0.37$0.42$0.46$0.51
Puts——
Calls——
Skew——
Implied moveBullish±$1.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9642.4%8.1%
25Δ23.2339.8%7.2%
30Δ28.1072.5%16.5%23.5137.2%6.2%
35Δ27.6170.6%15.1%23.7834.6%5.3%
40Δ27.1168.6%13.7%24.0631.9%4.4%
45Δ26.6266.6%12.4%24.3329.3%3.4%
50Δ26.1364.7%11.0%24.6126.7%2.5%
55Δ25.6362.7%9.6%24.8824.1%1.6%
60Δ25.1460.7%8.2%
65Δ24.6458.8%6.8%
70Δ24.1556.8%5.4%
75Δ23.6654.8%4.0%
80Δ23.1652.9%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.96
IV
42.4%
B/E move
8.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.23
IV
39.8%
B/E move
7.2%

30Δ

Calls
Pseudo strike
28.10
IV
72.5%
B/E move
16.5%
Puts
Pseudo strike
23.51
IV
37.2%
B/E move
6.2%

35Δ

Calls
Pseudo strike
27.61
IV
70.6%
B/E move
15.1%
Puts
Pseudo strike
23.78
IV
34.6%
B/E move
5.3%

40Δ

Calls
Pseudo strike
27.11
IV
68.6%
B/E move
13.7%
Puts
Pseudo strike
24.06
IV
31.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
26.62
IV
66.6%
B/E move
12.4%
Puts
Pseudo strike
24.33
IV
29.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
26.13
IV
64.7%
B/E move
11.0%
Puts
Pseudo strike
24.61
IV
26.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
25.63
IV
62.7%
B/E move
9.6%
Puts
Pseudo strike
24.88
IV
24.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
25.14
IV
60.7%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.64
IV
58.8%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.15
IV
56.8%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.66
IV
54.8%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.16
IV
52.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

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%