Vulcan Materials Co. options tape
Read from CBOE's delayed chain on 23 September 2026, with Vulcan Materials Co. at $246.20: open interest within 90 days was 3,423 call and 890 put contracts, a put/call ratio of 0.26; the day's volume was 940 calls and 39 puts (0.04). The most call open interest sits at the $280.00 strike (768 contracts) and the most put open interest at $280.00 (230). The at-the-money straddle for 16 October 2026, 23 days out, was priced at 5.7% of spot. For 16 October 2026, implied volatility was 28.5% at the put 5% below spot and 29.2% at the call 5% above, -0.7 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $280.00 | 768 |
| Puts | $280.00 | 230 |
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 $270.00 | 857 | 6 | $92,128 |
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 VMC, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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