thetaOwl

WCC

WESCO International, Inc.Close $349.16EOD only
Max Pain
$320.00
Next expiry Aug 21, 2026
Expected Move
±$11.45
3.3% from close
Price Gap
-29.16
Distance to max pain
IV Rank
43
Middle-high premium
P/C OI
0.62
Slightly call-heavy
Consensus
No reports available
Published snapshot: Aug 18, 2026 close
End-of-day snapshot

This page reflects WCC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Aug 18, 2026 close
WCC Options Chain
Data as of market close Aug 18, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 3)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
110.00259.600.000.000.00000.0%1.0000.0000-0.0130.0000.009
115.00160.00175.10179.100.00020.0%1.0000.0000-0.0140.0000.009
120.00249.700.000.000.00000.0%1.0000.0000-0.0140.0000.010
125.00244.800.000.000.00000.0%1.0000.0000-0.0150.0000.010
130.00239.800.000.000.00000.0%1.0000.0000-0.0150.0000.011
135.00234.900.000.000.00000.0%1.0000.0000-0.0160.0000.011
140.00229.900.000.000.00000.0%1.0000.0000-0.0160.0000.012
160.00210.200.000.000.00000.0%1.0000.0000-0.0190.0000.013
170.0057.4893.0096.600.00010.0%1.0000.0000-0.0200.0000.014
180.00190.500.000.000.00100.0%1.0000.0000-0.0210.0000.015
185.00185.600.000.000.00000.0%1.0000.0000-0.0220.0000.015
220.00126.50128.70131.300.0012237.3%0.9880.0004-0.4170.0100.018
230.0079.840.000.000.0010300.0%1.0000.0000-0.0270.0000.019
240.00128.0490.6094.400.00110.0%1.0000.0000-0.0280.0000.020
260.0086.8588.0090.700.0012127.3%0.9960.0003-0.1180.0040.021
270.00104.100.000.000.00200.0%1.0000.0000-0.0320.0000.022
280.0056.9068.8071.300.0024128.6%0.9750.0015-0.4330.0190.022
290.0033.4558.8061.300.00111111.7%0.9700.0019-0.4290.0210.023
300.0045.3548.8051.300.0012195.0%0.9650.0026-0.4230.0250.024
310.0071.5038.5041.300.004375.2%0.9630.0034-0.3570.0260.024
320.0052.4028.4031.500.0030012660.0%0.9490.0055-0.3660.0330.025
330.0024.5519.6022.10-21.4511555.0%0.8780.0116-0.6220.0640.024
340.0012.5010.9013.50-18.4011456.4%0.7100.0192-1.0460.1080.019
350.0014.004.707.300.00920852.8%0.4920.0238-1.1310.1260.014
360.007.131.004.400.0033559.3%0.2960.0184-1.0930.1090.008
370.001.000.002.25-4.0046860.8%0.1540.0123-0.7680.0750.004
380.002.200.002.250.00429162.9%0.0740.0070-0.4660.0440.002
390.000.050.051.10-1.0027365.6%0.0340.0036-0.2630.0240.001
400.000.250.000.450.00104165.3%0.0120.0015-0.1080.0100.000
410.003.300.002.150.00131100.0%0.0430.0029-0.4800.0290.001
420.001.300.002.150.0013111.4%0.0380.0023-0.4860.0260.001
430.007.500.002.150.001020122.2%0.0340.0020-0.4910.0240.001
440.001.600.002.150.0034132.5%0.0310.0017-0.4940.0220.001
450.000.410.002.150.00115142.4%0.0290.0015-0.4960.0210.001
460.007.500.000.000.000050.0%0.0000.00000.0000.0000.000
520.001.500.000.000.001050.0%0.0000.00000.0000.0000.000

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
135.000.630.002.250.00158474.5%-0.0080.0001-0.5280.007-0.000
170.002.603.506.500.0012504.6%-0.0360.0005-2.0900.025-0.001
210.000.470.002.150.00315269.4%-0.0140.0004-0.4980.011-0.000
220.000.270.002.150.00118247.9%-0.0150.0005-0.4960.012-0.000
230.000.550.002.150.00412227.3%-0.0170.0006-0.4940.013-0.001
240.000.050.002.150.00426207.5%-0.0180.0007-0.4920.014-0.001
250.001.790.002.150.0013188.3%-0.0200.0008-0.4890.016-0.001
260.002.580.002.150.00138138169.7%-0.0230.0010-0.4860.017-0.001
270.001.080.002.150.00112151.5%-0.0260.0013-0.4820.019-0.001
280.007.300.002.150.001227133.8%-0.0300.0016-0.4770.021-0.001
290.000.180.002.050.00118115.2%-0.0330.0020-0.4500.024-0.001
300.001.200.002.150.00132099.2%-0.0410.0028-0.4610.028-0.001
310.000.430.002.150.00114082.1%-0.0510.0040-0.4490.033-0.001
320.000.220.002.150.18224665.0%-0.0650.0061-0.4310.040-0.002
330.000.380.052.500.001850.0%-0.1010.0112-0.4630.056-0.003
340.001.750.453.301.1518548.2%-0.2620.0213-0.8170.103-0.008
350.003.204.106.801.1912643.6%-0.5130.0289-0.8960.126-0.015
360.006.0011.0013.000.001541.3%-0.7850.0224-0.6030.093-0.024
370.0014.0019.7022.207.951851.1%-0.8890.0117-0.4710.060-0.027
380.0017.0028.9032.100.002464.9%-0.9200.0073-0.4680.047-0.029
390.0051.7050.3054.400.0012176.6%-0.7290.0059-3.0520.105-0.025
400.00103.600.000.000.00000.0%-1.0000.00000.0470.000-0.033
410.0042.5058.7061.700.000095.4%-0.9650.0026-0.3440.025-0.033
430.00106.5079.3082.000.0010124.1%-0.9630.0020-0.4760.025-0.034
450.00110.0099.40102.000.0010144.6%-0.9690.0015-0.4800.022-0.036
460.00121.50108.80111.600.0000142.7%-0.9800.0011-0.3040.015-0.037
490.00151.50139.40142.000.0000181.3%-0.9760.0010-0.4840.018-0.040
540.00182.000.000.000.00100.0%-1.0000.00000.0640.000-0.044
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.