Home Options WTWChain

WTW

Willis Towers Watson Public LimClose $335.46EOD only

Max Pain

$320.00

Next expiry Aug 21, 2026

Expected Move

±$7.62

2.3% from close

Price Gap

-15.46

Distance to max pain

IV Rank

Low premium

P/C OI

0.95

Balanced positioning

Consensus

—

No reports available

Published snapshot: Aug 19, 2026 close

End-of-day snapshot

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

Published Snapshot

Aug 19, 2026 close

WTW Options Chain

Data as of market close Aug 19, 2026

Expiration

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

Control Row

Next expiry (DTE 2)

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

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
260.00	60.22	73.60	77.00	0.00	0	1	189.5%	0.971	0.0014	-0.818	0.017	0.014
280.00	10.10	53.60	57.00	0.00	1	2	144.5%	0.959	0.0024	-0.812	0.022	0.015
290.00	15.91	43.60	47.60	0.00	1	1	76.6%	0.995	0.0007	-0.098	0.003	0.016
300.00	29.40	34.30	37.00	0.00	2	11	64.0%	0.992	0.0014	-0.126	0.006	0.016
310.00	6.16	23.60	26.90	0.00	3	3	76.8%	0.922	0.0076	-0.726	0.036	0.016
320.00	21.32	13.70	17.00	0.00	23	7	55.4%	0.880	0.0145	-0.721	0.050	0.015
330.00	3.50	5.70	8.50	0.00	3	11	44.3%	0.700	0.0316	-0.983	0.086	0.012
340.00	0.30	0.05	3.50	-1.06	1	6	44.8%	0.351	0.0333	-1.045	0.092	0.006
350.00	3.50	0.00	2.15	0.00	3	4	58.1%	0.169	0.0174	-0.915	0.063	0.003
360.00	2.10	0.00	2.15	0.00	0	1	63.7%	0.071	0.0086	-0.540	0.034	0.001

Puts

Strike	Last	Bid	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
190.00	0.80	0.00	2.15	0	1	345.4%	-0.009	0.0003	-0.538	0.006	-0.000
200.00	1.16	0.00	2.15	1	1	318.1%	-0.010	0.0003	-0.539	0.007	-0.000
220.00	3.50	0.00	2.55	0	1	275.9%	-0.015	0.0006	-0.649	0.009	-0.000
230.00	2.75	0.00	2.15	15	14	242.9%	-0.014	0.0006	-0.545	0.009	-0.000
240.00	1.25	0.00	2.15	1	3	219.6%	-0.016	0.0007	-0.547	0.010	-0.000
250.00	1.50	0.00	2.15	1	1	197.1%	-0.018	0.0009	-0.548	0.011	-0.000
260.00	1.53	0.00	2.15	0	1	175.1%	-0.021	0.0012	-0.549	0.013	-0.000
270.00	5.11	0.00	2.15	3	5	153.7%	-0.025	0.0015	-0.549	0.014	-0.000
280.00	0.22	0.00	2.15	1	2	132.7%	-0.029	0.0020	-0.549	0.017	-0.001
290.00	3.85	0.00	2.15	16	21	112.0%	-0.036	0.0028	-0.546	0.020	-0.001
300.00	1.50	0.00	2.15	1	20	91.3%	-0.045	0.0042	-0.540	0.024	-0.001
310.00	3.50	0.00	2.15	0	0	70.5%	-0.061	0.0069	-0.529	0.030	-0.001
320.00	1.00	0.00	2.40	1	20	50.8%	-0.100	0.0139	-0.551	0.044	-0.002
340.00	9.00	4.60	7.10	1	4	36.6%	-0.682	0.0393	-0.782	0.089	-0.013
350.00	12.09	13.20	15.90	0	0	48.8%	-0.875	0.0170	-0.586	0.051	-0.017
370.00	33.90	32.90	35.90	0	0	85.8%	-0.934	0.0060	-0.642	0.032	-0.019

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.