Real Estate Real Estate Reference Data Updated 2026-05-31

PLD Gamma Exposure, IV Rank & Implied Volatility

Prologis Inc. (PLD) options data — GEX, IV rank, options chain & Greeks

PLD options trade with implied volatility typically in the 18% - 45% range, averaging 20K+ contracts in daily volume with moderate liquidity. Next earnings: Check earnings calendar. Weekly options and LEAPS are available.

As of 2026-06-18, PLD's 30-day implied volatility is 24.7%, placing its IV rank at 17.0 — the 17.0th percentile of its 52-week range, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.

Comprehensive options market data for Prologis Inc.

PLD Options at a Glance

Daily Volume: 20K+ contracts
Bid-Ask Spread: Varies by strike
Open Interest: 200K+ contracts
IV Range: 18% - 45%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: Check earnings calendar
Avg Volume
20K+ contracts
Open Interest
200K+ contracts
IV Range
18% - 45%
Liquidity
Moderate
Weeklies
Yes
LEAPS
Yes

1 About Prologis Inc. (PLD)

Prologis Inc. trades on NYSE. Options on PLD are actively traded by retail and institutional investors.

Company Profile

Sector Real Estate
Industry REIT - Industrial
Market Cap Large Cap
Exchange NYSE

Key Dates

Next Earnings Check earnings calendar
Earnings Frequency Quarterly
Dividend Schedule Varies
Fiscal Year End December

PLD is an actively traded options name in the REIT - Industrial space.

2 PLD Options Market Overview

PLD options offer moderate liquidity for traders seeking exposure to REIT - Industrial.

Average Daily Volume 20K+ contracts
Total Open Interest 200K+ contracts
Put/Call Ratio 0.6 - 1.0 typical
Typical ATM Spread Varies by strike
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Moderate

PLD options provide moderate liquidity for most trading strategies.

3 PLD Implied Volatility & IV Rank

PLD implied volatility reflects market expectations for Prologis Inc. price movement.

Low IV Environment
18% - 25%
Below average volatility
Typical IV Range
25% - 35%
Normal conditions
Elevated IV
35% - 45%
Above average volatility

Earnings Impact

IV typically increases before earnings and contracts afterward (IV crush).

The post-earnings volatility drop is known as IV crush. Holders of short PLD options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

Compare IV to historical volatility to assess option pricing relative to realized moves.

Term Structure

Term structure varies with market conditions and upcoming events.

View PLD Volatility Lab

PLD Gamma Exposure (GEX)

Gamma Exposure (GEX) analysis for PLD shows how dealer hedging may impact price behavior.

Typical GEX Profile: GEX profile varies based on market conditions and option positioning.

Key Levels: Major put and call walls at round number strikes may act as support/resistance.

Dealer Hedging: Dealer hedging activity can influence price behavior at key gamma levels.

View Live PLD GEX

4 Common PLD Options Strategies

These are strategies commonly used by traders on PLD options, based on typical market characteristics. This is not investment advice.

Used by PLD traders for income exposure. Moderate liquidity supports efficient execution.

Used by PLD traders for income exposure. Moderate liquidity supports efficient execution.

Vertical Spreads Directional

Used by PLD traders for directional exposure. Moderate liquidity supports efficient execution.

Used by PLD traders for neutral exposure. Moderate liquidity supports efficient execution.

Used by PLD traders for time-based exposure. Moderate liquidity supports efficient execution.

Key Considerations for PLD Options

  • PLD options liquidity: Moderate - affects execution quality
  • IV range: 18% - 45% - important for premium selling strategies
  • Earnings events can significantly impact IV and option prices
  • Consider position sizing based on underlying volatility
  • Weekly options available for short-term strategies
  • LEAPS available for longer-term positioning

Frequently Asked Questions: PLD Options

What are PLD options?

PLD options are derivative contracts that give you the right to buy (call) or sell (put) Prologis Inc. shares at a specific price before expiration.

How do I analyze PLD implied volatility?

PLD IV typically ranges from 18% - 25% during quiet periods to 35% - 45% around earnings and major events. Compare current IV to historical ranges to assess relative value.

What is the typical bid-ask spread for PLD options?

PLD options have moderate liquidity with typical spreads varying by strike and expiration. ATM options generally have tighter spreads.

When does PLD report earnings?

Prologis Inc. typically reports earnings quarterly. Check the earnings calendar for exact dates as IV tends to increase before announcements.

What strategies work best for PLD options?

Popular PLD strategies include covered calls, cash-secured puts, and vertical spreads. Strategy selection depends on market outlook and risk tolerance.

What is the best time to trade PLD options?

The most liquid trading hours for PLD options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.

How do I calculate PLD option Greeks?

Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for PLD options across all strikes and expirations.

What happens to PLD options at expiration?

In-the-money PLD options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.

What is PLD's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence PLD's intraday price action. GEX profile varies based on market conditions and option positioning. Dealer hedging activity can influence price behavior at key gamma levels. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live PLD GEX levels and the gamma-flip point on ApexVol.

What is PLD's IV rank?

PLD's IV rank shows where PLD's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. PLD implied volatility typically ranges from 18% - 45%. Check PLD's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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