PLD option chain Prologis, Inc.
Cboe delayed options data · as of 18:36 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 ±12.7% (119.77–154.47) · ATM IV 23.2% · P/C open interest 6.19
| 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 | |
| 46.40 | 49.10 | 35.2% | 0.97 | 0.0022 | 0.000 | 90 | 0.0500 | 1.15 | 1 | 38.4% | -0.04 | 0.0023 | -0.008 | |||
| 41.60 | 44.30 | 33.2% | 0.96 | 0.0030 | -0.002 | 95 | 0.2000 | 1.15 | 4 | 35.2% | -0.05 | 0.0031 | -0.009 | |||
| 36.90 | 39.60 | 31.8% | 0.94 | 0.0040 | -0.004 | 100 | 0.5500 | 1.50 | 3 | 34.4% | -0.06 | 0.0041 | -0.011 | |||
| 32.20 | 35.00 | 29.9% | 0.92 | 0.0053 | -0.007 | 105 | 0.8500 | 1.80 | 25 | 32.3% | -0.09 | 0.0054 | -0.013 | |||
| 27.60 | 30.50 | 28.2% | 0.89 | 0.0069 | -0.010 | 110 | 1.20 | 2.00 | 3 | 29.7% | -0.12 | 0.0071 | -0.016 | |||
| 23.20 | 26.30 | 27.2% | 0.85 | 0.0088 | -0.013 | 115 | 1.75 | 2.65 | 28.3% | -0.15 | 0.0091 | -0.018 | ||||
| 18.40 | 22.00 | 24.3% | 0.81 | 0.0111 | -0.017 | 120 | 2.45 | 3.60 | 47 | 27.1% | -0.20 | 0.0115 | -0.021 | |||
| 14.50 | 18.30 | 1 | 23.7% | 0.75 | 0.0135 | -0.020 | 125 | 3.50 | 4.80 | 273 | 26.1% | -0.26 | 0.0141 | -0.023 | ||
| 12.00 | 14.40 | 6 | 23.9% | 0.68 | 0.0159 | -0.022 | 130 | 4.90 | 6.40 | 3 | 25.2% | -0.34 | 0.0166 | -0.024 | ||
| 8.40 | 11.10 | 1 | 22.1% | 0.59 | 0.0178 | -0.023 | 135 | 6.80 | 8.40 | 3 | 24.4% | -0.43 | 0.0187 | -0.025 | ||
| 6.70 | 8.30 | 7 | 22.4% | 0.50 | 0.0189 | -0.024 | 140 | 9.20 | 10.80 | 95 | 23.8% | -0.52 | 0.0198 | -0.025 | ||
| 4.60 | 6.20 | 420 | 21.9% | 0.41 | 0.0188 | -0.023 | 145 | 11.80 | 14.10 | 2 | 23.4% | -0.62 | 0.0199 | -0.023 | ||
| 3.30 | 4.60 | 3 | 22.1% | 0.33 | 0.0176 | -0.021 | 150 | 15.30 | 17.60 | 3,069 | 23.4% | -0.71 | 0.0193 | -0.021 | ||
| 2.10 | 3.30 | 78 | 21.8% | 0.25 | 0.0156 | -0.019 | 155 | 18.50 | 22.30 | 23.6% | -0.80 | 0.0182 | -0.019 | |||
| 1.40 | 2.35 | 13 | 21.8% | 0.19 | 0.0132 | -0.016 | 160 | 22.80 | 25.80 | 22.0% | -0.87 | 0.0160 | -0.016 | |||
| 0.8500 | 1.70 | 34 | 21.9% | 0.15 | 0.0109 | -0.014 | 165 | 27.50 | 30.30 | 21.9% | -0.92 | 0.0123 | -0.011 | |||
| 0.5500 | 1.30 | 6 | 22.4% | 0.11 | 0.0088 | -0.011 | 170 | 32.30 | 35.10 | 21.1% | -0.96 | 0.0081 | -0.005 | |||
| 0.3500 | 1.15 | 1 | 23.5% | 0.08 | 0.0071 | -0.010 | 175 | 37.00 | 40.90 | 27.5% | -0.98 | 0.0047 | 0.000 | |||
| 0.1000 | 0.8500 | 23.2% | 0.07 | 0.0057 | -0.008 | 180 | 42.00 | 45.80 | 29.4% | -0.99 | 0.0024 | 0.000 | ||||
| 0.0500 | 0.7500 | 24.2% | 0.05 | 0.0046 | -0.007 | 185 | 46.90 | 50.90 | 31.7% | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 1.05 | 27.3% | 0.04 | 0.0037 | -0.006 | 190 | 51.90 | 55.80 | 33.2% | -1.00 | 0.0005 | 0.000 | ||||
| 0 | 1.00 | 28.8% | 0.03 | 0.0030 | -0.005 | 195 | 56.90 | 60.80 | 35.3% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.9000 | 29.8% | 0.03 | 0.0025 | -0.004 | 200 | 61.90 | 65.80 | 37.4% | -1.00 | 0.0001 | 0.000 | ||||
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