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Prudential Financial PRU 122.46 -4.17 -3.29%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $122.46
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.76 $120.70 – $124.22 $120.34 – $124.58 $118.68 – $126.24
2 sessions ±2.0% ±$2.46 $120.00 – $124.92 $119.48 – $125.44 $117.16 – $127.76
3 sessions ±2.5% ±$3.10 $119.36 – $125.56 $118.77 – $126.15 $115.87 – $129.05
1 week ±3.2% ±$3.93 $118.53 – $126.39 $117.65 – $127.27 $114.08 – $130.84
2 weeks ±4.5% ±$5.51 $116.95 – $127.97 $115.64 – $129.28 $110.69 – $134.23
3 weeks ±5.2% ±$6.39 $116.07 – $128.85 $114.51 – $130.41 $108.95 – $135.97
1 month ±5.9% ±$7.18 $115.28 – $129.64 $113.51 – $131.41 $107.25 – $137.67
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.59%
Average actual move
0.11%
Beyond the implied move
0 / 1
Median IV change
-20.46%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±4.59% -0.11% 0.02× 34.9% → 27.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →