PLD option chain Prologis, Inc.
Cboe delayed options data · as of 12:40 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 ±15.3% (106.50–145.00) · ATM IV 25.0% · P/C open interest 4.76
| 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 | |
| 44.60 | 48.70 | 30.3% | 0.98 | 0.0020 | -0.002 | 80 | 0.0500 | 0.9000 | 2 | 35.3% | -0.03 | 0.0021 | -0.005 | |||
| 40.50 | 43.30 | 29.9% | 0.96 | 0.0028 | -0.003 | 85 | 0.4500 | 0.6500 | 32.3% | -0.04 | 0.0030 | -0.007 | ||||
| 35.90 | 38.50 | 28.9% | 0.95 | 0.0039 | -0.005 | 90 | 0.6000 | 1.15 | 31.5% | -0.06 | 0.0041 | -0.008 | ||||
| 31.40 | 34.00 | 28.6% | 0.92 | 0.0053 | -0.008 | 95 | 1.00 | 1.35 | 5 | 38 | 29.7% | -0.09 | 0.0056 | -0.010 | ||
| 27.00 | 29.60 | 27.7% | 0.89 | 0.0070 | -0.010 | 100 | 1.35 | 2.10 | 28.8% | -0.12 | 0.0073 | -0.013 | ||||
| 23.00 | 25.40 | 27.3% | 0.85 | 0.0090 | -0.013 | 105 | 1.95 | 3.00 | 35 | 27.9% | -0.16 | 0.0094 | -0.015 | |||
| 19.00 | 21.50 | 26.4% | 0.80 | 0.0112 | -0.015 | 110 | 3.00 | 4.00 | 36 | 27.2% | -0.21 | 0.0117 | -0.017 | |||
| 15.50 | 18.00 | 26.0% | 0.73 | 0.0134 | -0.018 | 115 | 4.00 | 5.40 | 26.0% | -0.28 | 0.0140 | -0.019 | ||||
| 12.30 | 15.00 | 25.8% | 0.66 | 0.0154 | -0.019 | 120 | 5.50 | 7.20 | 4 | 25.3% | -0.35 | 0.0160 | -0.021 | |||
| 9.60 | 12.00 | 4 | 25.2% | 0.58 | 0.0168 | -0.020 | 125 | 7.60 | 9.30 | 24.8% | -0.44 | 0.0176 | -0.021 | |||
| 7.00 | 9.40 | 1 | 24.3% | 0.50 | 0.0175 | -0.021 | 130 | 10.20 | 11.80 | 3 | 24.3% | -0.53 | 0.0184 | -0.021 | ||
| 5.30 | 6.80 | 3 | 23.5% | 0.42 | 0.0173 | -0.020 | 135 | 12.40 | 15.10 | 23.2% | -0.62 | 0.0184 | -0.021 | |||
| 4.00 | 5.10 | 10 | 23.5% | 0.34 | 0.0163 | -0.019 | 140 | 15.70 | 18.70 | 1 | 22.9% | -0.70 | 0.0174 | -0.019 | ||
| 2.85 | 4.20 | 24.0% | 0.27 | 0.0148 | -0.017 | 145 | 19.90 | 22.80 | 23.8% | -0.77 | 0.0158 | -0.017 | ||||
| 1.80 | 3.50 | 11 | 24.2% | 0.21 | 0.0130 | -0.015 | 150 | 24.10 | 27.00 | 23.9% | -0.83 | 0.0136 | -0.014 | |||
| 1.35 | 2.10 | 23.3% | 0.17 | 0.0110 | -0.013 | 155 | 28.60 | 31.50 | 24.5% | -0.88 | 0.0113 | -0.011 | ||||
| 0.7500 | 1.80 | 4 | 23.6% | 0.13 | 0.0092 | -0.011 | 160 | 33.20 | 36.20 | 25.1% | -0.93 | 0.0112 | -0.010 | |||
| 0.6000 | 1.55 | 2 | 24.6% | 0.10 | 0.0076 | -0.009 | 165 | 38.00 | 40.90 | 25.6% | -0.96 | 0.0097 | -0.014 | |||
| 0.2000 | 1.25 | 24.3% | 0.08 | 0.0063 | -0.008 | 170 | 43.00 | 46.40 | 30.0% | -0.99 | 0.0046 | -0.011 | ||||
| 0.2000 | 0.9500 | 24.9% | 0.06 | 0.0051 | -0.006 | 175 | 47.40 | 51.40 | 29.6% | -1.00 | 0.0002 | -0.011 | ||||
| 0.0500 | 1.25 | 27.3% | 0.05 | 0.0042 | -0.005 | 180 | 52.30 | 56.40 | 30.7% | -1.00 | 0.0000 | -0.011 | ||||
| 0.0500 | 0.7500 | 26.4% | 0.04 | 0.0034 | -0.005 | 185 | 57.30 | 61.40 | 32.8% | -1.00 | 0.0000 | -0.011 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs