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Willis Towers Watson plc options tape

Read from CBOE's delayed chain on 23 September 2026, with Willis Towers Watson plc at $306.82: open interest within 90 days was 881 call and 861 put contracts, a put/call ratio of 0.98; the day's volume was 110 calls and 4 puts (0.04). The most call open interest sits at the $320.00 strike (404 contracts) and the most put open interest at $290.00 (402). The at-the-money straddle for 16 October 2026, 23 days out, was priced at 5.3% of spot. For 16 October 2026, implied volatility was 28.6% at the put 5% below spot and 26.0% at the call 5% above, +2.6 points.

Spot$306.82-1.03% on the day
Put/call, open interest0.98861 puts, 881 calls
Put/call, volume0.044 puts, 110 calls
Priced move5.3%straddle to 16 October 2026, 23 days
30-day implied volatility24.8%
Put minus call IV, 5% out+2.6 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$320.00404
Puts$290.00402

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

Source

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

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