WTW · Willis Towers Watson PLC

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$315.93 -0.23 (-0.07%) At close · Jul 29 Earnings today

Market Cap

$29.86B

94.45M

Options Chain

15-min delayed Underlying $315.93 · at close Jul 29, 2026 Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 56 contracts

Put / call OI

1.71

Put-heavy positioning

Open interest

contracts outstanding

Volume

147

traded today

Max pain

$300.00

$15.93 below spot

ATM implied vol

39.3%

market's expected move

Open interest by strike

Calls Puts

160

165

170

175

180

185

190

195

200

210

220

230

240

250

260

270

280

290

300

310

320

330

340

350

360

370

380

390

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

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

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	125.3%	0.991	—		—	-0.011	129.1%	—	0
Call · $160 In the money Last — Breakeven — Implied vol 125.3% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.057 Vega 0.028 Open interest 0 Model this call Put · $160 Last — Breakeven — Implied vol 129.1% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.063 Vega 0.028 Open interest 0 Model this put
0	—	119.6%	0.991	—		—	-0.012	125.5%	—	0
Call · $165 In the money Last — Breakeven — Implied vol 119.6% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.055 Vega 0.029 Open interest 0 Model this call Put · $165 Last — Breakeven — Implied vol 125.5% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.068 Vega 0.028 Open interest 0 Model this put
0	—	115.8%	0.989	—		—	-0.012	118.5%	—	0
Call · $170 In the money Last — Breakeven — Implied vol 115.8% Delta 0.989 ≈99% ITM Gamma 0 Theta -0.06 Vega 0.029 Open interest 0 Model this call Put · $170 Last — Breakeven — Implied vol 118.5% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.062 Vega 0.029 Open interest 0 Model this put
0	—	110.4%	0.989	—		—	-0.012	113.4%	—	0
Call · $175 In the money Last — Breakeven — Implied vol 110.4% Delta 0.989 ≈99% ITM Gamma 0 Theta -0.058 Vega 0.029 Open interest 0 Model this call Put · $175 Last — Breakeven — Implied vol 113.4% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.061 Vega 0.029 Open interest 0 Model this put
0	—	113.5%	0.983	—		—	-0.013	108.5%	—	0
Call · $180 In the money Last — Breakeven — Implied vol 113.5% Delta 0.983 ≈98% ITM Gamma 0 Theta -0.085 Vega 0.03 Open interest 0 Model this call Put · $180 Last — Breakeven — Implied vol 108.5% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.061 Vega 0.03 Open interest 0 Model this put
0	—	108.3%	0.983	—		—	-0.013	103.7%	—	0
Call · $185 In the money Last — Breakeven — Implied vol 108.3% Delta 0.983 ≈98% ITM Gamma 0 Theta -0.084 Vega 0.03 Open interest 0 Model this call Put · $185 Last — Breakeven — Implied vol 103.7% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.06 Vega 0.03 Open interest 0 Model this put
0	—	103.2%	0.982	—		$0.80	-0.014	99.1%	1	1
Call · $190 In the money Last — Breakeven — Implied vol 103.2% Delta 0.982 ≈98% ITM Gamma 0.001 Theta -0.083 Vega 0.031 Open interest 0 Model this call Put · $190 Last $0.80 Breakeven $189.20 Implied vol 99.1% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.06 Vega 0.031 Open interest 1 Model this put
0	—	98.3%	0.982	—		—	-0.014	94.5%	—	0
Call · $195 In the money Last — Breakeven — Implied vol 98.3% Delta 0.982 ≈98% ITM Gamma 0.001 Theta -0.082 Vega 0.031 Open interest 0 Model this call Put · $195 Last — Breakeven — Implied vol 94.5% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.06 Vega 0.031 Open interest 0 Model this put
0	—	99.8%	0.977	—		$1.16	-0.015	90.1%	1	1
Call · $200 In the money Last — Breakeven — Implied vol 99.8% Delta 0.977 ≈98% ITM Gamma 0.001 Theta -0.103 Vega 0.031 Open interest 0 Model this call Put · $200 Last $1.16 Breakeven $198.84 Implied vol 90.1% Delta -0.015 ≈2% ITM Gamma 0.001 Theta -0.059 Vega 0.031 Open interest 1 Model this put
0	—	89.9%	0.975	—		—	-0.018	83.2%	—	0
Call · $210 In the money Last — Breakeven — Implied vol 89.9% Delta 0.975 ≈98% ITM Gamma 0.001 Theta -0.1 Vega 0.064 Open interest 0 Model this call Put · $210 Last — Breakeven — Implied vol 83.2% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.064 Vega 0.032 Open interest 0 Model this put
0	—	80.4%	0.973	—		$3.50	-0.018	73.6%	1	1
Call · $220 In the money Last — Breakeven — Implied vol 80.4% Delta 0.973 ≈97% ITM Gamma 0.001 Theta -0.096 Vega 0.066 Open interest 0 Model this call Put · $220 Last $3.50 Breakeven $216.50 Implied vol 73.6% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.057 Vega 0.033 Open interest 1 Model this put
0	—	74.2%	0.965	—		$2.75	-0.029	71.4%	15	14
Call · $230 In the money Last — Breakeven — Implied vol 74.2% Delta 0.965 ≈97% ITM Gamma 0.001 Theta -0.109 Vega 0.068 Open interest 0 Model this call Put · $230 Last $2.75 Breakeven $227.25 Implied vol 71.4% Delta -0.029 ≈3% ITM Gamma 0.001 Theta -0.081 Vega 0.067 Open interest 14 Model this put
0	—	66.1%	0.96	—		$1.25	-0.047	70.3%	1	3
Call · $240 In the money Last — Breakeven — Implied vol 66.1% Delta 0.96 ≈96% ITM Gamma 0.002 Theta -0.109 Vega 0.069 Open interest 0 Model this call Put · $240 Last $1.25 Breakeven $238.75 Implied vol 70.3% Delta -0.047 ≈5% ITM Gamma 0.002 Theta -0.119 Vega 0.069 Open interest 3 Model this put
0	—	66.1%	0.936	—		$1.50	-0.066	66.8%	1	2
Call · $250 In the money Last — Breakeven — Implied vol 66.1% Delta 0.936 ≈94% ITM Gamma 0.002 Theta -0.157 Vega 0.122 Open interest 0 Model this call Put · $250 Last $1.50 Breakeven $248.50 Implied vol 66.8% Delta -0.066 ≈7% ITM Gamma 0.002 Theta -0.148 Vega 0.122 Open interest 2 Model this put
1	1	58.4%	0.922	$60.22		$1.53	-0.077	58.3%	1	1
Call · $260 In the money Last $60.22 Breakeven $320.22 Implied vol 58.4% Delta 0.922 ≈92% ITM Gamma 0.003 Theta -0.161 Vega 0.124 Open interest 1 Model this call Put · $260 Last $1.53 Breakeven $258.47 Implied vol 58.3% Delta -0.077 ≈8% ITM Gamma 0.003 Theta -0.144 Vega 0.124 Open interest 1 Model this put
0	—	55.4%	0.89	—		$5.11	-0.091	49.9%	3	5
Call · $270 In the money Last — Breakeven — Implied vol 55.4% Delta 0.89 ≈89% ITM Gamma 0.004 Theta -0.197 Vega 0.127 Open interest 0 Model this call Put · $270 Last $5.11 Breakeven $264.89 Implied vol 49.9% Delta -0.091 ≈9% ITM Gamma 0.004 Theta -0.14 Vega 0.126 Open interest 5 Model this put
2	1	48.4%	0.858	$10.10		$7.80	-0.124	45.2%	1	2
Call · $280 In the money Last $10.10 Breakeven $290.10 Implied vol 48.4% Delta 0.858 ≈86% ITM Gamma 0.006 Theta -0.203 Vega 0.194 Open interest 2 Model this call Put · $280 Last $7.80 Breakeven $272.20 Implied vol 45.2% Delta -0.124 ≈12% ITM Gamma 0.006 Theta -0.16 Vega 0.193 Open interest 2 Model this put
1	1	46.9%	0.792	$15.91		$3.85	-0.191	42.7%	16	5
Call · $290 In the money Last $15.91 Breakeven $305.91 Implied vol 46.9% Delta 0.792 ≈79% ITM Gamma 0.008 Theta -0.251 Vega 0.198 Open interest 1 Model this call Put · $290 Last $3.85 Breakeven $286.15 Implied vol 42.7% Delta -0.191 ≈19% ITM Gamma 0.008 Theta -0.2 Vega 0.198 Open interest 5 Model this put
11	6	42.7%	0.709	$22.90		$5.81	-0.28	40%	18	6
Call · $300 In the money Last $22.90 Breakeven $322.90 Implied vol 42.7% Delta 0.709 ≈71% ITM Gamma 0.01 Theta -0.269 Vega 0.264 Open interest 11 Model this call Put · $300 Last $5.81 Breakeven $294.19 Implied vol 40% Delta -0.28 ≈28% ITM Gamma 0.011 Theta -0.229 Vega 0.264 Open interest 6 Model this put
3	3	42.2%	0.598	$6.16		$8.00	-0.397	38.1%	1	0
Call · $310 In the money Last $6.16 Breakeven $316.16 Implied vol 42.2% Delta 0.598 ≈60% ITM Gamma 0.012 Theta -0.296 Vega 0.308 Open interest 3 Model this call Put · $310 Last $8.00 Breakeven $302.00 Implied vol 38.1% Delta -0.397 ≈40% ITM Gamma 0.013 Theta -0.248 Vega 0.308 Open interest 0 Model this put
Underlying $315.93
4	22	39.9%	0.476	$11.85		$13.43	-0.528	38.7%	40	0
Call · $320 Last $11.85 Breakeven $331.85 Implied vol 39.9% Delta 0.476 ≈48% ITM Gamma 0.013 Theta -0.287 Vega 0.314 Open interest 4 Model this call Put · $320 In the money Last $13.43 Breakeven $306.57 Implied vol 38.7% Delta -0.528 ≈53% ITM Gamma 0.013 Theta -0.258 Vega 0.314 Open interest 0 Model this put
0	11	40.4%	0.357	$7.00		—	-0.656	37.9%	—	0
Call · $330 Last $7.00 Breakeven $337.00 Implied vol 40.4% Delta 0.357 ≈36% ITM Gamma 0.012 Theta -0.272 Vega 0.281 Open interest 0 Model this call Put · $330 In the money Last — Breakeven — Implied vol 37.9% Delta -0.656 ≈66% ITM Gamma 0.013 Theta -0.231 Vega 0.28 Open interest 0 Model this put
1	1	40.2%	0.25	$1.74		—	-0.771	37.2%	—	0
Call · $340 Last $1.74 Breakeven $341.74 Implied vol 40.2% Delta 0.25 ≈25% ITM Gamma 0.01 Theta -0.231 Vega 0.286 Open interest 1 Model this call Put · $340 In the money Last — Breakeven — Implied vol 37.2% Delta -0.771 ≈77% ITM Gamma 0.011 Theta -0.183 Vega 0.218 Open interest 0 Model this put
1	1	40.6%	0.172	$1.75		—	-0.834	40.4%	—	0
Call · $350 Last $1.75 Breakeven $351.75 Implied vol 40.6% Delta 0.172 ≈17% ITM Gamma 0.008 Theta -0.184 Vega 0.223 Open interest 1 Model this call Put · $350 In the money Last — Breakeven — Implied vol 40.4% Delta -0.834 ≈83% ITM Gamma 0.008 Theta -0.161 Vega 0.218 Open interest 0 Model this put
0	—	42.9%	0.124	—		—	-0.901	39.6%	—	0
Call · $360 Last — Breakeven — Implied vol 42.9% Delta 0.124 ≈12% ITM Gamma 0.006 Theta -0.156 Vega 0.151 Open interest 0 Model this call Put · $360 In the money Last — Breakeven — Implied vol 39.6% Delta -0.901 ≈90% ITM Gamma 0.006 Theta -0.105 Vega 0.145 Open interest 0 Model this put
0	—	46.7%	0.099	—		—	-0.923	44%	—	0
Call · $370 Last — Breakeven — Implied vol 46.7% Delta 0.099 ≈10% ITM Gamma 0.005 Theta -0.143 Vega 0.153 Open interest 0 Model this call Put · $370 In the money Last — Breakeven — Implied vol 44% Delta -0.923 ≈92% ITM Gamma 0.005 Theta -0.097 Vega 0.138 Open interest 0 Model this put
0	—	51%	0.081	—		—	-0.967	41.7%	—	0
Call · $380 Last — Breakeven — Implied vol 51% Delta 0.081 ≈8% ITM Gamma 0.004 Theta -0.136 Vega 0.155 Open interest 0 Model this call Put · $380 In the money Last — Breakeven — Implied vol 41.7% Delta -0.967 ≈97% ITM Gamma 0.003 Theta -0.042 Vega 0.07 Open interest 0 Model this put
0	—	44.4%	0.032	—		—	—	—	—	0
Call · $390 Last — Breakeven — Implied vol 44.4% Delta 0.032 ≈3% ITM Gamma 0.002 Theta -0.056 Vega 0.046 Open interest 0 Model this call Put · $390 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 1140536 CUSIP G96629103 13F (30d) 243 filings 218 filers Visit website Investor relations