PLD
Q2 2026 Earnings
Reports in
-2days
Thu, Jul 16 · Before open
Options-implied move
±1.6%
$147.57 · $152.43 · via ATM straddle
ATM IV
62.1%
Δ term slope 1.0 v/30d
IV-based EM
±3.3%
σ 62% · 1d
ATM Straddle
$2.42
Strike $150.00
IV Rank
14%
52w 20–33%
Expected move
Probability density around spot
Log-normal model with ATM IV 62.1% over 1 days. Range $147.57–$152.43.
$142.68 · -4.9%Spot $150.00$157.32 · +4.9%
Spot
−1.6%
+1.6%
Straddle bandIV bandLog-normal density
Hover for probability · click to pinTerm structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
3 expiries
Historical
Realized moves · last 8 quarters
Close-to-close moves; implied range pending historical option chains.
EPS beat 8/8
EPS surprisevs sell-side consensus
Realized (up)Realized (down)
ATM greeks
Greeks by expiry
ATM call · delta hedge ratios, sensitivity to vol and time.
| Expiry | DTE | ATM IV | Δ Delta | Γ Gamma | 𝜈 Vega | Θ Theta | Straddle |
|---|---|---|---|---|---|---|---|
Jul 17Earnings K $150 | 1d | 62.13% | 0.430 | 0.0805 | 0.03 | -0.75 | $2.42 |
Aug 21 K $150 | 36d | 22.29% | 0.518 | 0.0378 | 0.19 | -0.07 | $8.40 |
Sep 18 K $150 | 64d | 23.02% | 0.517 | 0.0274 | 0.25 | -0.05 | $11.50 |
Options data · as of 2026-07-16Method: options math baseline