DEO · Diageo PLC

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$89.16 +0.26 (+0.29%) At close · Jul 29

Market Cap

$49.42B

555.90M

Options Chain

15-min delayed Underlying $89.16 · at close Jul 29, 2026 Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 32 contracts

Put / call OI

0.73

Balanced positioning

Open interest

6,152

contracts outstanding

Volume

170

traded today

Max pain

$85.00

$4.16 below spot

ATM implied vol

37%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Oct 16 78d Jan 15 169d Jan 21 540d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	229%	0.926	—		—	—	—	—	0
Call · $45 In the money Last — Breakeven — Implied vol 229% Delta 0.926 ≈93% ITM Gamma 0.003 Theta -0.151 Vega 0.026 Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	196.7%	0.917	—		$0.08	—	—	2	3
Call · $50 In the money Last — Breakeven — Implied vol 196.7% Delta 0.917 ≈92% ITM Gamma 0.004 Theta -0.142 Vega 0.028 Open interest 0 Model this call Put · $50 Last $0.08 Breakeven $49.92 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	175.8%	0.898	—		—	—	—	—	0
Call · $55 In the money Last — Breakeven — Implied vol 175.8% Delta 0.898 ≈90% ITM Gamma 0.005 Theta -0.148 Vega 0.044 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	148.5%	0.883	—		$0.05	-0.024	81.6%	1	1
Call · $60 In the money Last — Breakeven — Implied vol 148.5% Delta 0.883 ≈88% ITM Gamma 0.006 Theta -0.137 Vega 0.047 Open interest 0 Model this call Put · $60 Last $0.05 Breakeven $59.95 Implied vol 81.6% Delta -0.024 ≈2% ITM Gamma 0.003 Theta -0.023 Vega 0.009 Open interest 1 Model this put
0	—	125.5%	0.862	—		$0.08	-0.029	65.8%	1	48
Call · $65 In the money Last — Breakeven — Implied vol 125.5% Delta 0.862 ≈86% ITM Gamma 0.008 Theta -0.13 Vega 0.049 Open interest 0 Model this call Put · $65 Last $0.08 Breakeven $64.92 Implied vol 65.8% Delta -0.029 ≈3% ITM Gamma 0.005 Theta -0.021 Vega 0.019 Open interest 48 Model this put
0	1	105.2%	0.832	$10.30		$0.10	-0.029	48.6%	1	196
Call · $70 In the money Last $10.30 Breakeven $80.30 Implied vol 105.2% Delta 0.832 ≈83% ITM Gamma 0.011 Theta -0.125 Vega 0.051 Open interest 0 Model this call Put · $70 Last $0.10 Breakeven $69.90 Implied vol 48.6% Delta -0.029 ≈3% ITM Gamma 0.006 Theta -0.016 Vega 0.02 Open interest 196 Model this put
46	1	86.9%	0.788	$9.75		$0.32	-0.073	43.2%	15	994
Call · $75 In the money Last $9.75 Breakeven $84.75 Implied vol 86.9% Delta 0.788 ≈79% ITM Gamma 0.016 Theta -0.12 Vega 0.069 Open interest 46 Model this call Put · $75 Last $0.32 Breakeven $74.68 Implied vol 43.2% Delta -0.073 ≈7% ITM Gamma 0.015 Theta -0.029 Vega 0.036 Open interest 994 Model this put
201	10	70%	0.716	$10.10		$0.87	-0.171	37.8%	2	1k
Call · $80 In the money Last $10.10 Breakeven $90.10 Implied vol 70% Delta 0.716 ≈72% ITM Gamma 0.022 Theta -0.113 Vega 0.072 Open interest 201 Model this call Put · $80 Last $0.87 Breakeven $79.13 Implied vol 37.8% Delta -0.171 ≈17% ITM Gamma 0.031 Theta -0.046 Vega 0.055 Open interest 1k Model this put
2.3k	3	57.8%	0.594	$5.58		$2.20	-0.364	32.1%	79	290
Call · $85 In the money Last $5.58 Breakeven $90.58 Implied vol 57.8% Delta 0.594 ≈59% ITM Gamma 0.031 Theta -0.107 Vega 0.085 Open interest 2.3k Model this call Put · $85 Last $2.20 Breakeven $82.80 Implied vol 32.1% Delta -0.364 ≈36% ITM Gamma 0.055 Theta -0.058 Vega 0.085 Open interest 290 Model this put
Underlying $89.16
501	14	50.3%	0.421	$3.20		$3.94	-0.699	23.6%	9	38
Call · $90 Last $3.20 Breakeven $93.20 Implied vol 50.3% Delta 0.421 ≈42% ITM Gamma 0.036 Theta -0.095 Vega 0.087 Open interest 501 Model this call Put · $90 In the money Last $3.94 Breakeven $86.06 Implied vol 23.6% Delta -0.699 ≈70% ITM Gamma 0.068 Theta -0.039 Vega 0.076 Open interest 38 Model this put
446	13	46.3%	0.241	$1.30		—	—	—	—	0
Call · $95 Last $1.30 Breakeven $96.30 Implied vol 46.3% Delta 0.241 ≈24% ITM Gamma 0.032 Theta -0.07 Vega 0.06 Open interest 446 Model this call Put · $95 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
58	2	45.5%	0.122	$0.55		$11.55	—	—	1	1
Call · $100 Last $0.55 Breakeven $100.55 Implied vol 45.5% Delta 0.122 ≈12% ITM Gamma 0.021 Theta -0.044 Vega 0.041 Open interest 58 Model this call Put · $100 In the money Last $11.55 Breakeven $88.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
11	8	47.5%	0.063	$0.25		—	—	—	—	0
Call · $105 Last $0.25 Breakeven $105.25 Implied vol 47.5% Delta 0.063 ≈6% ITM Gamma 0.012 Theta -0.028 Vega 0.024 Open interest 11 Model this call Put · $105 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
7	5	47.2%	0.026	$0.10		—	—	—	—	0
Call · $110 Last $0.10 Breakeven $110.10 Implied vol 47.2% Delta 0.026 ≈3% ITM Gamma 0.006 Theta -0.014 Vega 0.012 Open interest 7 Model this call Put · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$0.05		—	—	—	—	0
Call · $115 Last $0.05 Breakeven $115.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$0.05		—	—	—	—	0
Call · $120 Last $0.05 Breakeven $120.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 835403 CUSIP 25243Q205 13F (30d) 291 filings 255 filers Visit website