Arthur J. Gallagher & Co. options tape
Read from CBOE's delayed chain on 23 September 2026, with Arthur J. Gallagher & Co. at $230.45: open interest within 90 days was 6,417 call and 4,104 put contracts, a put/call ratio of 0.64; the day's volume was 2,851 calls and 329 puts (0.12). The most call open interest sits at the $250.00 strike (1,145 contracts) and the most put open interest at $240.00 (1,032). The at-the-money straddle for 16 October 2026, 23 days out, was priced at 6.6% of spot. For 16 October 2026, implied volatility was 35.1% at the put 5% below spot and 32.6% at the call 5% above, +2.4 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $250.00 | 1,145 |
| Puts | $240.00 | 1,032 |
The strike with the most open interest on each side, across expiries within 90 days.
Strikes where the day's volume was at least twice the open interest
| Contract | Volume | Open interest before | Premium traded |
|---|---|---|---|
| 16 October 2026 call at $250.00 | 1,383 | 376 | $259,312 |
| 16 October 2026 call at $260.00 | 1,238 | 349 | $99,040 |
Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.
Source
CBOE delayed quotes for AJG, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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