thetaOwl

WSO

Watsco, Inc.Close $386.57EOD only
Max Pain
$400.00
Next expiry Jun 18, 2026
Expected Move
±$16.30
4.2% from close
Price Gap
+13.43
Distance to max pain
IV Rank
21
Low premium
P/C OI
0.08
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

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

Published Snapshot
May 20, 2026 close
WSO Options Chain
Data as of market close May 20, 2026

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

Control Row
Next expiry (DTE 29)

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
330.0090.6756.2063.600.000164.0%0.8380.0035-0.3250.2670.206
400.0011.608.8010.801.00134337.1%0.4040.0096-0.2870.4220.115
410.0016.605.807.700.001237.1%0.3160.0088-0.2620.3880.091
420.0015.933.505.400.005437.3%0.2410.0077-0.2280.3390.070
430.004.352.053.900.0011038.1%0.1830.0064-0.1980.2890.053
440.003.721.303.200.00101240.6%0.1480.0052-0.1820.2520.043
450.000.960.552.15-1.22103440.4%0.1060.0042-0.1440.2000.031
460.007.160.004.800.0010015056.0%0.1590.0040-0.2610.2640.045
470.007.500.004.800.0001060.5%0.1490.0035-0.2700.2530.042
480.006.300.004.800.008853.7%0.0920.0028-0.1700.1790.026
500.002.500.004.800.003461.0%0.0820.0023-0.1770.1650.023
510.002.420.004.800.000164.5%0.0780.0021-0.1810.1600.022
520.002.950.004.800.001267.8%0.0750.0019-0.1840.1540.021
530.002.000.004.800.001171.0%0.0720.0018-0.1870.1500.020

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
310.000.820.004.800.000157.6%-0.0720.0022-0.1450.149-0.024
340.001.561.903.500.001743.3%-0.1270.0044-0.1630.227-0.041
350.005.502.904.800.0011041.0%-0.1720.0057-0.1880.278-0.056
360.003.854.406.900.002439.8%-0.2350.0071-0.2190.335-0.077
370.006.286.709.300.001437.6%-0.3090.0086-0.2340.384-0.102
380.0011.8410.0013.300.0011937.4%-0.4020.0095-0.2520.422-0.133
390.0018.0014.6018.000.0011736.6%-0.5000.0100-0.2490.435-0.167
400.0014.3620.4023.100.001134.4%-0.6060.0103-0.2190.419-0.204
410.0028.3227.5030.800.001736.3%-0.6880.0089-0.2060.385-0.235
420.0019.2132.8039.300.001338.7%-0.7500.0075-0.1920.346-0.261
430.0018.6241.2048.100.001140.7%-0.8000.0063-0.1730.305-0.283
500.0079.81109.00117.700.000070.5%-0.8810.0026-0.2100.217-0.363
530.0089.00139.00147.700.000081.4%-0.8940.0021-0.2230.200-0.390
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.