PLD option chain Prologis, Inc.
Cboe delayed options data · as of 15:41 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 ±3.5% (132.27–141.97) · ATM IV 18.9% · P/C open interest 0.72
| 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 | |
| 66.00 | 68.70 | 2 | 155.5% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.7500 | 28 | 172.2% | 0.00 | 0.0000 | 0.000 | ||
| 61.00 | 63.70 | 2 | 139.9% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.7500 | 40 | 156.3% | 0.00 | 0.0000 | 0.000 | ||
| 56.00 | 58.70 | 125.4% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.7500 | 73 | 141.3% | 0.00 | 0.0000 | 0.000 | |||
| 51.00 | 53.80 | 117.8% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.7500 | 142 | 127.2% | 0.00 | 0.0000 | 0.000 | |||
| 46.00 | 48.70 | 2 | 98.9% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.7500 | 58 | 113.8% | 0.00 | 0.0000 | -0.000 | ||
| 41.00 | 43.80 | 1 | 92.2% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.7500 | 19 | 101.1% | -0.00 | 0.0000 | -0.000 | ||
| 35.30 | 38.80 | 1 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.7500 | 308 | 88.8% | -0.00 | 0.0001 | -0.000 | |||
| 31.00 | 33.80 | 7 | 69.0% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 0.7500 | 163 | 77.0% | -0.00 | 0.0002 | -0.001 | ||
| 26.10 | 28.80 | 32 | 61.5% | 1.00 | 0.0003 | 0.000 | 110 | 0 | 0.7500 | 249 | 65.5% | -0.00 | 0.0007 | -0.002 | ||
| 21.30 | 23.80 | 283 | 55.3% | 1.00 | 0.0009 | 0.000 | 115 | 0 | 0.2500 | 714 | 44.0% | -0.01 | 0.0019 | -0.005 | ||
| 16.30 | 18.80 | 144 | 44.1% | 0.99 | 0.0031 | 0.000 | 120 | 0 | 0.5500 | 235 | 40.4% | -0.02 | 0.0054 | -0.012 | ||
| 11.20 | 12.70 | 452 | 0.97 | 0.0104 | -0.012 | 125 | 0.0500 | 0.6000 | 1 | 1,081 | 31.1% | -0.06 | 0.0150 | -0.027 | ||
| 6.70 | 8.00 | 109 | 15.5% | 0.89 | 0.0307 | -0.041 | 130 | 0.2000 | 1.15 | 1,627 | 25.4% | -0.16 | 0.0369 | -0.054 | ||
| 2.60 | 3.60 | 72 | 16.6% | 0.67 | 0.0642 | -0.077 | 135 | 1.20 | 2.30 | 2,217 | 21.2% | -0.41 | 0.0645 | -0.078 | ||
| 0.6500 | 1.20 | 5 | 2,038 | 18.9% | 0.32 | 0.0654 | -0.072 | 140 | 4.40 | 5.30 | 10 | 728 | 22.9% | -0.73 | 0.0576 | -0.061 |
| 0.1000 | 0.3500 | 13 | 2,839 | 20.8% | 0.09 | 0.0298 | -0.033 | 145 | 8.30 | 9.90 | 1 | 741 | 24.8% | -0.92 | 0.0249 | -0.023 |
| 0 | 0.6000 | 1,532 | 31.6% | 0.02 | 0.0090 | -0.011 | 150 | 12.60 | 15.70 | 275 | 35.3% | -0.98 | 0.0075 | -0.002 | ||
| 0 | 0.4000 | 2,905 | 36.7% | 0.01 | 0.0026 | -0.004 | 155 | 17.20 | 20.80 | 9 | 40.0% | -1.00 | 0.0021 | 0.000 | ||
| 0 | 0.2000 | 950 | 39.0% | 0.00 | 0.0008 | -0.001 | 160 | 22.20 | 24.90 | 5 | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.0500 | 506 | 37.8% | 0.00 | 0.0003 | -0.000 | 165 | 27.20 | 29.90 | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.7500 | 171 | 63.9% | 0.00 | 0.0001 | -0.000 | 170 | 32.20 | 35.00 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.1000 | 126 | 51.9% | 0.00 | 0.0000 | -0.000 | 175 | 37.20 | 40.00 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.7500 | 25 | 76.7% | 0.00 | 0.0000 | 0.000 | 180 | 42.20 | 45.00 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.7500 | 82.7% | 0.00 | 0.0000 | 0.000 | 185 | 47.20 | 50.00 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2000 | 11 | 72.3% | 0.00 | 0.0000 | 0.000 | 190 | 52.10 | 55.00 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.7500 | 93.9% | 0.00 | 0.0000 | 0.000 | 195 | 57.10 | 60.00 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.7500 | 99.2% | 0.00 | 0.0000 | 0.000 | 200 | 62.10 | 65.00 | -1.00 | 0.0000 | 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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs