Prologis, Inc. (PLD) Options History
Historical options analytics archive for PLD with monthly max pain, implied volatility, gamma exposure, and put/call data.
235 months of complete options data available.
PLD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PLD. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 19 | 27.3% | 27.6% | $140.00 | $5.8M | -$128.4M | 1.32 |
| 2026-06 | 16 | 26.2% | 24.3% | $145.00 | $433.1K | -$50.6M | 0.68 |
| 2026-05 | 16 | 24.2% | 18.4% | $140.00 | $9.1M | -$197.8M | 0.48 |
| 2026-04 | 18 | 26.3% | 18.1% | $135.00 | $9.2M | -$195.3M | 0.84 |
| 2026-03 | 21 | 29.4% | 17.9% | $130.00 | $2.9M | -$91.8M | 1.14 |
| 2026-02 | 19 | 24.7% | 10.4% | $125.00 | $8.7M | -$248.7M | 0.67 |
This archive aggregates PLD's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how PLD option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 27.3%, a month-end max-pain strike around $140.00, an average put/call ratio of 1.32.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked PLD history questions
- How much options history is available for PLD?
- This archive holds 235 months of PLD options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of PLD's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the PLD archive.
- What data does each monthly PLD aggregate contain?
- Every monthly row summarizes that month of PLD option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 27.3%, an average IV rank of 27.6%, a month-end max-pain strike around $140.00, an average put/call ratio of 1.32.
- How is the PLD options-history archive built and how often does it update?
- The archive is derived from PLD's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how PLD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.