PLD option chain Prologis, Inc.
Cboe delayed options data · as of 22:00 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±10.6% (113.92–141.02) · ATM IV 23.1% · P/C open interest 3.52
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 36.30 | 38.50 | 0.98 | 0.0022 | -0.000 | 90 | 0.0500 | 0.6500 | 1 | 34.8% | -0.03 | 0.0026 | -0.006 | ||||
| 31.50 | 33.60 | 0.97 | 0.0036 | -0.003 | 95 | 0.0500 | 1.10 | 55 | 33.5% | -0.04 | 0.0040 | -0.008 | ||||
| 26.80 | 29.40 | 25.5% | 0.94 | 0.0057 | -0.007 | 100 | 0.3000 | 1.20 | 3 | 30.7% | -0.07 | 0.0059 | -0.011 | |||
| 22.20 | 24.60 | 25.0% | 0.91 | 0.0086 | -0.012 | 105 | 0.5500 | 1.20 | 2 | 30 | 26.9% | -0.10 | 0.0085 | -0.015 | ||
| 17.70 | 20.30 | 24.9% | 0.86 | 0.0121 | -0.017 | 110 | 1.05 | 1.95 | 6 | 26.2% | -0.15 | 0.0120 | -0.018 | |||
| 13.60 | 16.00 | 2 | 23.7% | 0.79 | 0.0161 | -0.021 | 115 | 1.45 | 3.10 | 2 | 24.6% | -0.22 | 0.0160 | -0.022 | ||
| 10.00 | 12.30 | 23.2% | 0.70 | 0.0200 | -0.024 | 120 | 2.70 | 4.20 | 68 | 23.3% | -0.31 | 0.0201 | -0.026 | |||
| 7.20 | 9.20 | 1 | 23.3% | 0.59 | 0.0228 | -0.026 | 125 | 4.70 | 6.00 | 382 | 22.8% | -0.42 | 0.0234 | -0.028 | ||
| 5.40 | 6.30 | 96 | 279 | 23.4% | 0.48 | 0.0240 | -0.026 | 130 | 7.10 | 8.50 | 5 | 22.3% | -0.54 | 0.0249 | -0.027 | |
| 3.20 | 4.30 | 31 | 22.4% | 0.36 | 0.0229 | -0.025 | 135 | 10.30 | 12.60 | 5 | 23.9% | -0.66 | 0.0239 | -0.025 | ||
| 1.95 | 2.80 | 33 | 22.1% | 0.26 | 0.0200 | -0.021 | 140 | 13.90 | 16.60 | 95 | 24.5% | -0.76 | 0.0207 | -0.020 | ||
| 1.20 | 1.95 | 3 | 448 | 22.7% | 0.18 | 0.0161 | -0.017 | 145 | 17.90 | 20.80 | 2 | 24.7% | -0.84 | 0.0162 | -0.015 | |
| 0.7500 | 1.25 | 10 | 79 | 22.9% | 0.12 | 0.0123 | -0.013 | 150 | 22.70 | 25.30 | 12 | 3,069 | 26.7% | -0.90 | 0.0118 | -0.010 |
| 0.3500 | 0.7000 | 131 | 22.2% | 0.08 | 0.0090 | -0.010 | 155 | 26.90 | 30.00 | 26.4% | -0.94 | 0.0082 | -0.005 | |||
| 0.0500 | 1.15 | 12 | 25.7% | 0.05 | 0.0064 | -0.007 | 160 | 32.20 | 34.80 | 30.1% | -0.96 | 0.0054 | -0.002 | |||
| 0.0500 | 0.9500 | 34 | 27.3% | 0.04 | 0.0045 | -0.005 | 165 | 35.60 | 39.70 | -0.98 | 0.0035 | 0.000 | ||||
| 0 | 0.7500 | 6 | 28.1% | 0.02 | 0.0032 | -0.004 | 170 | 40.60 | 44.70 | 20.9% | -0.99 | 0.0023 | 0.000 | |||
| 0 | 0.7500 | 1 | 30.4% | 0.02 | 0.0023 | -0.003 | 175 | 45.60 | 49.70 | 25.6% | -0.99 | 0.0014 | 0.000 | |||
| 0 | 0.8500 | 1 | 24.3% | 0.01 | 0.0016 | -0.002 | 180 | 50.60 | 54.70 | 29.1% | -0.99 | 0.0009 | 0.000 | |||
| 0 | 0.7500 | 34.5% | 0.01 | 0.0012 | -0.002 | 185 | 55.60 | 59.70 | 32.2% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.4000 | 33.1% | 0.01 | 0.0009 | -0.001 | 190 | 60.60 | 64.70 | 35.2% | -1.00 | 0.0000 | -0.012 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs