thetaOwl

WTW

Willis Towers Watson Public LimClose $286.22EOD only
Max Pain
$260.00
Next expiry Jul 17, 2026
Expected Move
±$37.90
13.2% from close
Price Gap
-26.22
Distance to max pain
IV Rank
23
Low premium
P/C OI
0.71
Slightly call-heavy
Consensus
No reports available
Published snapshot: Jul 2, 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
Jul 2, 2026 close
WTW Options Chain
Data as of market close Jul 2, 2026

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

Control Row
Next expiry (DTE 15)

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
175.0091.0381.6085.700.00210.0%1.0000.0000-0.0210.0000.067
200.0064.1084.4088.400.0066479.7%0.9910.0005-0.0600.0130.076
220.0038.0038.4042.000.00430.0%1.0000.0000-0.0260.0000.084
240.0026.6021.6024.500.00040.0%1.0000.0000-0.0280.0000.092
250.0033.0035.0038.6016.9912161.7%0.8840.0057-0.2670.1100.082
260.0016.5026.2029.000.0013751.7%0.8450.0082-0.2710.1330.082
270.003.0016.8019.900.00111343.2%0.7740.0124-0.2840.1690.077
280.007.718.3012.103.71213437.7%0.6390.0177-0.3030.2100.066
290.000.653.206.700.0025936.3%0.4500.0195-0.3020.2220.047
300.0013.480.102.900.0023833.6%0.2560.0171-0.2250.1800.027
310.009.300.002.500.0016617542.8%0.1870.0112-0.2360.1500.020
320.001.900.002.300.0051651.5%0.1490.0081-0.2440.1300.016
330.001.400.002.200.0012259.8%0.1270.0062-0.2530.1160.013
340.000.700.002.150.002557.0%0.0700.0042-0.1560.0760.007
350.001.050.002.150.0030564.1%0.0630.0035-0.1610.0700.007
360.000.350.002.150.0011470.8%0.0580.0029-0.1660.0650.006
370.001.400.000.000.001025.0%0.0000.00000.0000.0000.000
390.001.200.000.000.000025.0%0.0000.00000.0000.0000.000
400.002.350.053.400.0001104.3%0.0630.0021-0.2610.0700.006
440.000.710.002.150.0001115.5%0.0370.0013-0.1900.0460.004
450.000.150.002.150.0056120.2%0.0360.0012-0.1920.0440.004
460.000.450.002.250.0011125.8%0.0360.0011-0.2010.0450.004

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
175.000.450.002.150.0012140.3%-0.0270.0008-0.1720.034-0.003
180.000.600.002.150.0076133.4%-0.0280.0009-0.1700.036-0.003
185.000.700.002.200.0011127.2%-0.0300.0010-0.1720.038-0.004
190.000.600.002.200.0013120.6%-0.0310.0010-0.1700.040-0.004
195.000.160.002.200.0018114.2%-0.0330.0012-0.1680.041-0.004
200.000.260.002.250.0017108.3%-0.0360.0013-0.1690.044-0.004
210.000.200.002.300.0021596.4%-0.0410.0016-0.1670.049-0.005
220.000.300.002.450.001585.6%-0.0480.0021-0.1700.056-0.006
230.000.250.002.60-1.4111374.9%-0.0570.0027-0.1710.065-0.007
240.001.500.002.800.00192764.4%-0.0700.0037-0.1710.076-0.008
250.001.610.002.40-1.59210050.6%-0.0760.0050-0.1420.080-0.009
260.002.080.003.30-0.5219355.2%-0.1690.0081-0.2720.141-0.020
270.0010.950.053.800.001343.9%-0.2290.0123-0.2580.170-0.026
280.0015.272.106.000.0015838.3%-0.3620.0175-0.2740.210-0.042
290.0015.3731.1034.800.0016133.6%-0.4650.0053-1.0430.223-0.063
300.0045.8814.0017.400.0030637.4%-0.7200.0161-0.2260.189-0.085
310.0050.6022.3026.100.001141.7%-0.8210.0112-0.1880.147-0.100
320.0069.7031.8035.800.001049.4%-0.8620.0080-0.1850.124-0.108
360.0037.6865.2068.500.00030.0%-1.0000.00000.0420.000-0.138
370.0040.2087.9092.100.0000122.1%-0.8280.0037-0.5850.143-0.125
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.