Options Skew Analytics

PLD option chain

Strikes around the forward, as they were quoted at the close

Data as of 9 November 2026 (end of day)

2027-01-15(67 days)ATM 22.74%±12.73skew +3.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$64.50$67.60—$65.00—————
522$59.70$61.90—$70.00—————
03$54.10$57.10—$75.00—————
010$49.20$52.60—$80.00—————
014$44.20$48.10—$85.00—————
058$39.30$41.50—$90.00—————
050$34.20$38.10—$95.00—————
02,076$29.90$32.80—$100.00—————
023$25.40$27.00—$105.00—————
256$20.00$22.10—$110.00—————
0187$15.50$17.70—$115.0026.25%$0.75$1.001,1049
01,869$11.40$13.10—$120.0024.90%$1.40$1.801,1434
0295$7.30$9.00—$125.0023.27%$2.55$2.901,1614
10613$5.00$5.80—$130.0022.94%$4.30$5.201,3873
41,409$2.80$3.4022.03%$135.00—$7.00$8.304610
21,418$1.55$1.7521.67%$140.00—$10.50$11.902270
13409$0.75$0.9021.61%$145.00—$14.70$16.30960
17709$0.30$0.4521.49%$150.00—$19.30$21.403200

Forward $130.65. The 25-delta put carries +3.23 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 23.49%±16.25skew +2.23
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$115.0026.74%$1.45$1.9030
—————$120.0025.04%$2.10$2.951770
02$8.70$10.80—$125.0023.95%$3.40$4.403790
0380$6.20$7.50—$130.0023.61%$5.50$6.50830
051$4.00$5.2023.26%$135.00—$8.00$9.6050
0119$2.40$3.3022.60%$140.00—$11.60$12.20950
3490$1.55$2.0522.81%$145.00—$15.10$17.5020
094$0.85$1.2022.49%$150.00—$19.50$21.403,0810

Forward $130.86. The 25-delta put carries +2.23 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 24.06%±18.75skew +2.19
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$30.30$32.50—$100.00—————
05$21.40$23.30—$110.0027.47%$1.25$1.702090
—————$115.0026.23%$2.10$2.351562
026$12.90$15.00—$120.0025.49%$3.20$3.609222
011$9.60$11.50—$125.0024.25%$4.60$5.104472
0200$6.70$8.50—$130.0023.98%$6.80$7.301880
0269$5.30$5.8024.22%$135.00—$8.80$10.603380
0118$3.50$4.1023.85%$140.00—$12.10$14.00160
1174$2.05$2.8523.30%$145.00—$15.60$18.001830
038$1.15$1.9022.92%$150.00—$19.90$22.301170
1764$0.80$1.0022.52%$155.00—————

Forward $130.56. The 25-delta put carries +2.19 volatility points over the 25-delta call.

2027-05-21(193 days)ATM 23.51%±22.43skew +2.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$105.0027.92%$1.25$1.95380
—————$110.0027.04%$1.95$2.70370
—————$115.0025.83%$2.70$3.7010
—————$120.0025.29%$4.00$5.1040
04$11.20$13.30—$125.00—————
01$8.50$10.30—$130.0023.74%$7.50$8.9030
06$6.40$7.8023.39%$135.00—————
—————$140.00—$13.20$15.2010
013$2.10$3.2022.63%$150.00—————
017$1.60$2.1522.67%$155.00—————
04$0.95$1.5522.41%$160.00—————

Forward $131.23. The 25-delta put carries +2.66 volatility points over the 25-delta call.

2027-06-17(220 days)ATM 24.26%±24.72skew +3.76
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$26.40$29.20—$105.0027.35%$1.40$2.25430
—————$110.0027.31%$2.50$3.10450
015$18.40$20.90—$115.0026.47%$3.50$4.202940
012$15.40$17.30—$120.0025.41%$4.60$5.604560
09$12.10$13.90—$125.0024.60%$6.10$7.406520
02$9.10$11.10—$130.0024.02%$8.20$9.502310
050$7.60$8.5024.31%$135.00—$10.60$12.102850
031$5.70$6.5023.89%$140.00—$13.70$15.80830
022$4.10$4.9023.46%$145.00—$17.30$19.20380
3233$2.65$3.6022.71%$150.00—————
077$1.75$2.8522.81%$155.00—$25.10$27.7010
066$1.20$2.0022.57%$160.00—$29.50$31.9020
0174$0.85$1.4022.54%$165.00—————
0836$0.70$0.9022.64%$170.00—————
151,600$0.50$0.7523.22%$175.00—————

Forward $131.28. The 25-delta put carries +3.76 volatility points over the 25-delta call.

2027-09-17(312 days)ATM 23.46%±28.64skew +3.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$100.0027.94%$1.60$2.50140
—————$105.0027.03%$2.20$3.3020
—————$110.0026.65%$3.30$4.30210
—————$115.0026.00%$4.40$5.60330
03$17.20$19.10—$120.0025.33%$5.80$7.1070
02$14.00$15.90—$125.0024.82%$7.60$8.9010
079$11.40$13.30—$130.0024.42%$9.70$11.10730
0152$8.80$10.7023.49%$135.00—$12.00$13.6010
086$6.80$8.5022.95%$140.00—$14.90$17.201600
024$5.20$6.8022.71%$145.00—$18.10$20.601420
039$3.90$5.4022.52%$150.00—$21.70$24.10320
028$2.95$4.3022.53%$155.00—$25.70$28.5080
012$2.20$3.5022.67%$160.00—————

Forward $132.02. The 25-delta put carries +3.47 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.