PLD option chain Prologis, Inc.

Expiration Cboe delayed options data · as of 00:37 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 ±19.7% (110.17–164.07) · ATM IV 24.8% · P/C open interest 5.55

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
60.00	64.50			29.9%	0.98	0.0014	0.000	75	0.0500	1.75			38.1%	-0.03	0.0015	-0.005
55.30	59.50			28.8%	0.96	0.0018	0.000	80	0.0500	1.95			35.5%	-0.04	0.0020	-0.006
50.70	55.00			29.8%	0.95	0.0023	0.000	85	0.1000	2.25			33.4%	-0.06	0.0025	-0.007
46.40	50.10			28.5%	0.94	0.0030	-0.002	90	0.5000	2.60			32.4%	-0.07	0.0031	-0.008
41.90	46.00			28.5%	0.92	0.0037	-0.003	95	1.55	2.80		50	32.1%	-0.09	0.0039	-0.009
38.30	41.80			29.5%	0.90	0.0045	-0.005	100	2.00	3.10	1	3	30.3%	-0.11	0.0047	-0.010
34.20	37.50			28.3%	0.87	0.0055	-0.007	105	2.55	3.90			29.3%	-0.14	0.0057	-0.011
30.50	33.40			27.8%	0.84	0.0065	-0.009	110	3.40	4.80			28.5%	-0.17	0.0067	-0.013
26.70	29.60			27.0%	0.80	0.0076	-0.010	115	4.30	5.90		32	27.6%	-0.21	0.0079	-0.014
23.10	26.10			26.5%	0.76	0.0087	-0.012	120	5.30	7.20			26.6%	-0.26	0.0090	-0.015
19.80	22.70		1	25.8%	0.71	0.0098	-0.013	125	6.70	8.80			26.0%	-0.30	0.0101	-0.015
16.70	19.50			25.1%	0.66	0.0108	-0.014	130	8.40	10.60			25.3%	-0.36	0.0112	-0.016
13.90	16.80			24.6%	0.61	0.0116	-0.015	135	10.50	12.70			24.9%	-0.42	0.0121	-0.016
11.40	13.50		1	23.5%	0.55	0.0122	-0.016	140	12.70	15.10		160	24.3%	-0.48	0.0128	-0.016
9.10	11.40		22	23.1%	0.49	0.0125	-0.016	145	15.00	18.30		142	24.0%	-0.54	0.0132	-0.016
7.40	9.50		36	23.0%	0.43	0.0125	-0.015	150	18.00	22.30		32	24.6%	-0.60	0.0134	-0.015
5.80	7.80		8	22.7%	0.38	0.0122	-0.015	155	21.20	24.60		8	23.1%	-0.67	0.0133	-0.014
4.40	6.50		9	22.4%	0.32	0.0117	-0.014	160	25.00	28.30			23.2%	-0.73	0.0131	-0.013
3.30	5.20			22.1%	0.27	0.0109	-0.013	165	28.50	33.50			24.1%	-0.79	0.0132	-0.013
2.55	4.30			22.1%	0.23	0.0100	-0.012	170	32.80	37.50			24.1%	-0.84	0.0130	-0.012
1.95	3.50			22.2%	0.19	0.0090	-0.011	175	37.10	42.00			24.3%	-0.89	0.0118	-0.011
1.50	2.80			22.1%	0.16	0.0081	-0.009	180	41.80	46.50			24.5%	-0.94	0.0095	-0.007
1.10	2.30			22.1%	0.14	0.0071	-0.009	185	46.80	51.50			26.4%	-0.97	0.0064	-0.002
0.4000	2.40			22.4%	0.11	0.0063	-0.007	190	51.50	56.00			25.5%	-0.98	0.0036	0.000
0.1000	2.10			22.4%	0.09	0.0055	-0.007	195	56.80	61.00			28.3%	-0.99	0.0017	0.000
0.0500	1.90			23.0%	0.08	0.0047	-0.006	200	61.50	66.00			28.7%	-1.00	0.0007	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 — Sep 17, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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PLD option chain Prologis, Inc.

Volatility smile — Sep 17, 2027

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