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Diageo plc options tape

Read from CBOE's delayed chain on 26 September 2026, with Diageo plc at $87.52: open interest within 90 days was 5,063 call and 4,160 put contracts, a put/call ratio of 0.82; the day's volume was 24 calls and 43 puts (1.79). The most call open interest sits at the $90.00 strike (1,213 contracts) and the most put open interest at $60.00 (797). The at-the-money straddle for 16 October 2026, 20 days out, was priced at 5.9% of spot. For 16 October 2026, implied volatility was 24.9% at the put 5% below spot and 23.9% at the call 5% above, +1.0 points.

Spot$87.52+0.79% on the day
Put/call, open interest0.824,160 puts, 5,063 calls
Put/call, volume1.7943 puts, 24 calls
Priced move5.9%straddle to 16 October 2026, 20 days
30-day implied volatility24.5%
Put minus call IV, 5% out+1.0 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$90.001,213
Puts$60.00797

The strike with the most open interest on each side, across expiries within 90 days.

Open-interest builds against the previous day appear from the second daily read of this name.

Source

CBOE delayed quotes for DEO, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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