Options Skew Analytics

PLD option chain

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

Data as of 23 September 2026 (end of day)

2026-11-20(58 days)ATM 23.26%±12.55skew +2.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$20.20$22.20—$115.00—————
—————$120.0026.71%$0.80$0.956323
09$11.30$12.70—$125.0024.92%$1.45$1.651,7879
04$7.70$8.60—$130.0023.99%$2.65$3.003,49110
12155$4.70$5.60—$135.0023.42%$4.60$5.102216
16124$2.70$3.1022.46%$140.00—$7.60$8.101640
5389$1.35$1.7022.19%$145.00—$10.60$11.9090
262,439$0.65$0.9022.39%$150.00—$14.40$16.40160

Forward $135.30. The 25-delta put carries +2.73 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 23.42%±15.37skew +2.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$43.90$47.10—$90.00—————
04$29.70$32.20—$105.00—————
02$24.90$27.60—$110.00—————
01$20.50$22.70—$115.0027.28%$0.80$0.95312
012$16.20$18.10—$120.0025.72%$1.35$1.506393
056$12.10$13.90—$125.0024.93%$2.30$2.559644
042$8.70$10.10—$130.0023.93%$3.60$4.101992
091$5.80$6.60—$135.0023.56%$5.70$6.301872
274$3.60$4.3022.87%$140.00—$7.90$9.20460
9114$2.15$2.6522.56%$145.00—$11.40$13.101490
4455$1.20$1.5022.17%$150.00—$14.90$17.10250
1209$0.70$0.9022.59%$155.00—$19.30$22.3010

Forward $135.20. The 25-delta put carries +2.38 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 22.64%±17.13skew +4.15
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$67.90$72.00—$65.00—————
022$62.90$66.80—$70.00—————
03$58.00$62.10—$75.00—————
010$53.30$57.20—$80.00—————
013$48.00$52.20—$85.00—————
058$43.20$47.40—$90.00—————
052$39.60$42.30—$95.00—————
02,076$34.70$37.30—$100.00—————
023$29.90$32.80—$105.00—————
065$25.30$27.90—$110.00—————
0189$21.00$23.20—$115.0027.54%$1.10$1.709380
01,957$16.60$18.90—$120.0025.23%$1.75$2.102760
0295$12.60$14.90—$125.0025.88%$2.75$4.009870
0466$9.20$10.90—$130.0023.08%$4.10$4.701,29932
6119$6.50$7.50—$135.0022.87%$6.20$7.0044217
17547$4.30$5.0022.04%$140.00—$8.80$9.802324
5294$2.70$3.5022.11%$145.00—$11.80$13.70970
0691$1.65$2.1521.73%$150.00—$15.60$17.20692669
11316$0.95$1.3521.67%$155.00—————
01,154$0.60$0.9522.44%$160.00—$23.90$26.2020

Forward $135.41. The 25-delta put carries +4.15 volatility points over the 25-delta call.

2027-02-19(149 days)ATM 22.82%±19.79skew +2.24
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$105.0028.84%$0.70$0.90251
—————$110.0028.25%$1.05$1.5541
—————$115.0026.79%$1.55$2.1501
—————$120.0025.22%$2.35$2.80472
01$13.50$15.90—$125.0024.54%$3.40$4.202890
0261$10.20$12.50—$130.0023.64%$4.90$5.8040
02$7.70$8.70—$135.0023.08%$7.00$7.9050
019$5.40$6.4022.62%$140.00—$9.10$11.10950
2446$4.00$4.6022.88%$145.00—$12.00$14.3020
077$2.70$3.0022.30%$150.00—$16.20$18.103,0690
080$1.75$2.0522.18%$155.00—————
012$0.90$1.5021.92%$160.00—————

Forward $135.76. The 25-delta put carries +2.24 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 23.58%±22.24skew +3.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
03$35.50$38.00—$100.00—————
—————$105.0029.57%$0.95$1.55280
05$26.10$28.90—$110.0027.84%$1.35$2.00560
—————$115.0026.52%$1.95$2.701080
020$18.10$20.50—$120.0025.80%$2.90$3.803242
011$14.10$16.00—$125.0024.64%$4.00$5.1035122
079$11.00$13.30—$130.0023.10%$5.50$6.402016
041$8.30$9.50—$135.0023.67%$8.40$8.603260
094$6.20$7.2023.42%$140.00—$9.90$11.50160
073$4.60$5.3023.28%$145.00—$12.60$14.901830
117$3.10$3.9022.90%$150.00—$16.20$18.601170
054$2.25$2.5522.55%$155.00—————
036$1.20$1.9522.13%$160.00—————

Forward $135.41. The 25-delta put carries +3.25 volatility points over the 25-delta call.

2027-06-17(267 days)ATM 23.10%±26.97skew +3.18
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$31.50$34.30—$105.0028.28%$1.65$2.30420
—————$110.0026.72%$2.35$2.65440
—————$115.0026.31%$3.00$4.00340
06$19.90$22.20—$120.0025.45%$4.00$5.204280
08$16.10$18.70—$125.0024.59%$5.30$6.606440
01$13.20$15.40—$130.0023.88%$7.00$8.30634
—————$135.0023.34%$9.10$10.402644
426$8.30$9.5023.04%$140.00—$11.70$12.90170
123$6.10$7.5022.41%$145.00—$14.00$16.30380
035$4.70$5.9022.40%$150.00—————
06$3.90$4.5022.69%$155.00—$21.20$24.0010
165$2.75$3.4022.27%$160.00—$25.20$28.6020
0166$1.95$2.7022.29%$165.00—————
0824$1.35$2.1022.25%$170.00—————

Forward $136.49. The 25-delta put carries +3.18 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.