Royal Bank of Canada options tape
Read from CBOE's delayed chain on 26 September 2026, with Royal Bank of Canada at $199.50: open interest within 90 days was 6,108 call and 9,586 put contracts, a put/call ratio of 1.57; the day's volume was 667 calls and 522 puts (0.78). The most call open interest sits at the $220.00 strike (2,503 contracts) and the most put open interest at $155.00 (3,010). The at-the-money straddle for 16 October 2026, 20 days out, was priced at 4.0% of spot. For 16 October 2026, implied volatility was 23.1% at the put 5% below spot and 17.3% at the call 5% above, +5.8 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $220.00 | 2,503 |
| Puts | $155.00 | 3,010 |
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 |
|---|---|---|---|
| 20 November 2026 call at $190.00 | 500 | 0 | $622,500 |
| 20 November 2026 put at $190.00 | 500 | 23 | $141,250 |
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.
Open-interest builds against the previous day appear from the second daily read of this name.
Source
CBOE delayed quotes for RY, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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