WPP · WPP plc

Track WPP — free Ask ALVIS about WPP

$19.56 +0.81 (+4.29%)

Market Cap

$4.04B

215.70M

Options Chain

15-min delayed Underlying $19.56 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 20 contracts

Put / call OI

0.14

Call-heavy positioning

Open interest

2,982

contracts outstanding

Volume

133

traded today

Max pain

$17.50

$2.06 below spot

ATM implied vol

65.7%

market's expected move

Open interest by strike

Calls Puts

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Nov 20 116d Dec 18 144d Feb 19 207d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
29	35	280.9%	0.952	$8.00		—	—	—	—	0
Call · $7.5 In the money Last $8.00 Breakeven $15.50 Implied vol 280.9% Delta 0.952 ≈95% ITM Gamma 0.007 Theta -0.027 Vega 0.005 Open interest 29 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	10	—	—	$8.50		—	-0.069	212.7%	—	0
Call · $10 In the money Last $8.50 Breakeven $18.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $10 Last — Breakeven — Implied vol 212.7% Delta -0.069 ≈7% ITM Gamma 0.012 Theta -0.029 Vega 0.006 Open interest 0 Model this put
1	1	—	—	$6.40		$0.05	-0.095	156.1%	10	13
Call · $12.5 In the money Last $6.40 Breakeven $18.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $12.5 Last $0.05 Breakeven $12.45 Implied vol 156.1% Delta -0.095 ≈9% ITM Gamma 0.022 Theta -0.028 Vega 0.011 Open interest 13 Model this put
2	2	52%	0.983	$1.49		$0.30	-0.156	117.6%	10	156
Call · $15 In the money Last $1.49 Breakeven $16.49 Implied vol 52% Delta 0.983 ≈98% ITM Gamma 0.021 Theta -0.002 Vega 0.002 Open interest 2 Model this call Put · $15 Last $0.30 Breakeven $14.70 Implied vol 117.6% Delta -0.156 ≈16% ITM Gamma 0.04 Theta -0.029 Vega 0.012 Open interest 156 Model this put
2.3k	2	46.4%	0.832	$1.75		$0.84	-0.244	69.7%	2	201
Call · $17.5 In the money Last $1.75 Breakeven $19.25 Implied vol 46.4% Delta 0.832 ≈83% ITM Gamma 0.108 Theta -0.011 Vega 0.013 Open interest 2.3k Model this call Put · $17.5 Last $0.84 Breakeven $16.66 Implied vol 69.7% Delta -0.244 ≈24% ITM Gamma 0.089 Theta -0.023 Vega 0.017 Open interest 201 Model this put
Underlying $19.56
212	10	49.2%	0.45	$1.00		$4.35	-0.5	82.2%	1	0
Call · $20 Last $1.00 Breakeven $21.00 Implied vol 49.2% Delta 0.45 ≈45% ITM Gamma 0.159 Theta -0.02 Vega 0.02 Open interest 212 Model this call Put · $20 In the money Last $4.35 Breakeven $15.65 Implied vol 82.2% Delta -0.5 ≈50% ITM Gamma 0.096 Theta -0.034 Vega 0.02 Open interest 0 Model this put
89	32	52.5%	0.166	$0.20		$5.52	-0.746	71.8%	1	0
Call · $22.5 Last $0.20 Breakeven $22.70 Implied vol 52.5% Delta 0.166 ≈17% ITM Gamma 0.093 Theta -0.013 Vega 0.014 Open interest 89 Model this call Put · $22.5 In the money Last $5.52 Breakeven $16.98 Implied vol 71.8% Delta -0.746 ≈75% ITM Gamma 0.088 Theta -0.024 Vega 0.014 Open interest 0 Model this put
13	14	87.4%	0.163	$0.25		—	-0.888	71.6%	—	0
Call · $25 Last $0.25 Breakeven $25.25 Implied vol 87.4% Delta 0.163 ≈16% ITM Gamma 0.056 Theta -0.022 Vega 0.015 Open interest 13 Model this call Put · $25 In the money Last — Breakeven — Implied vol 71.6% Delta -0.888 ≈89% ITM Gamma 0.051 Theta -0.014 Vega 0.01 Open interest 0 Model this put
3	3	133.9%	0.146	$0.75		—	-0.864	128.6%	—	0
Call · $30 Last $0.75 Breakeven $30.75 Implied vol 133.9% Delta 0.146 ≈15% ITM Gamma 0.033 Theta -0.031 Vega 0.011 Open interest 3 Model this call Put · $30 In the money Last — Breakeven — Implied vol 128.6% Delta -0.864 ≈86% ITM Gamma 0.033 Theta -0.028 Vega 0.011 Open interest 0 Model this put
0	—	—	—	—		—	-0.915	143.7%	—	0
Call · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 In the money Last — Breakeven — Implied vol 143.7% Delta -0.915 ≈91% ITM Gamma 0.021 Theta -0.022 Vega 0.007 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 806968 CUSIP 92937A102 13F (30d) 25 filings 25 filers Visit website Investor relations