WESCO International (WCC) Options Chain

NYSE: WCCConsumer DiscretionaryTelecommunications EquipmentUSD

365.69+9.76 (+2.74%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Dec 18, 2026
Days to expiration: 68
Share price: $365.69
Put/call ratio (OI): 0.56
Put/call ratio (volume): 0.11
ATM implied volatility: 48.7%
Expected move: ±$76.84
Open interest (C / P): 273 / 152

WCC options summary

The WCC options chain for the December 18, 2026 expiration lists 25 call and 29 put contracts, with 68 days until expiration. Open interest stands at 273 calls and 152 puts, a put/call ratio of 0.56, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $370.00 strike is 48.7%, which implies the market expects a move of about ±$76.84 (21.0%) in WESCO International stock by expiration.

The most open interest sits at the $400.00 call (59 contracts) and the $380.00 put (100 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

WCC options chain · December 18, 2026

WCC calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
—	—	—	—	—	—	130.00	0.00	2.75	0.55	126.8%	—	1
—	—	—	—	—	—	140.00	0.00	0.00	2.10	50.0%	—	0
0	—	—	224.20	0.00	0.00	145.00	0.00	2.95	1.10	115.9%	—	1
3	—	98.8%	208.50	204.80	208.70	160.00	0.00	0.00	3.90	50.0%	—	0
0	1	—	192.52	0.00	0.00	175.00	0.00	0.00	0.57	25.0%	—	0
—	—	—	—	—	—	190.00	0.00	3.10	1.75	85.8%	—	1
—	—	—	—	—	—	200.00	0.00	2.65	0.50	77.6%	—	2
1	—	—	136.00	142.80	146.50	210.00	0.00	0.00	3.90	25.0%	—	0
—	—	—	—	—	—	220.00	3.70	7.20	8.20	92.1%	—	1
—	—	—	—	—	—	230.00	4.80	8.60	9.50	90.9%	—	1
—	—	—	—	—	—	250.00	0.45	3.40	2.20	56.4%	1	1
—	—	—	—	—	—	260.00	0.75	3.70	2.90	53.3%	—	1
1	1	83.0%	71.95	106.40	110.10	270.00	1.60	4.10	3.31	51.6%	1	0
—	—	—	—	—	—	280.00	2.60	5.50	4.00	51.5%	1	1
2	1	54.0%	81.21	80.40	84.00	290.00	3.80	6.30	6.90	53.4%	—	1
2	1	—	59.00	55.50	58.80	300.00	5.10	7.80	4.42	51.9%	1	24
9	—	72.1%	51.50	74.20	77.00	310.00	6.80	9.80	9.09	50.9%	1	0
10	20	20.0%	46.80	42.90	46.50	320.00	9.00	12.00	15.50	49.5%	—	1
24	2	52.3%	50.00	49.70	52.50	330.00	—	—	—	—	—	—
2	4	33.6%	50.25	32.60	35.90	340.00	15.20	18.00	16.28	47.6%	—	1
4	4	50.4%	29.50	36.90	39.70	350.00	19.00	22.00	19.72	47.1%	2	5
5	3	49.6%	32.20	30.90	34.10	360.00	—	—	—	—	—	—
WCC $365.69
6	1	48.7%	38.95	25.90	28.90	370.00	—	—	—	—	—	—
—	—	—	—	—	—	380.00	55.90	59.30	63.20	77.9%	—	100
2	1	47.1%	30.70	17.30	20.20	390.00	39.60	42.70	40.00	44.2%	2	3
59	1	46.8%	24.10	13.90	16.80	400.00	46.20	48.90	36.80	43.0%	2	3
57	50	46.1%	20.75	10.90	13.70	410.00	—	—	—	—	—	—
18	15	46.0%	7.00	8.10	11.30	420.00	73.90	77.70	78.20	63.9%	1	1
5	1	46.1%	13.10	6.00	9.40	430.00	—	—	—	—	—	—
13	1	45.8%	11.50	5.00	7.60	440.00	76.80	80.70	84.30	43.1%	—	1
12	4	45.1%	4.70	3.70	5.90	450.00	—	—	—	—	—	—
16	2	44.3%	4.50	2.65	4.50	460.00	94.70	98.50	103.80	43.4%	—	1
—	—	—	—	—	—	470.00	103.90	107.70	132.50	43.6%	—	1
7	1	47.9%	2.60	0.55	3.90	480.00	—	—	—	—	—	—
5	5	49.0%	0.74	0.30	3.50	490.00	—	—	—	—	—	—
10	—	51.8%	6.50	0.50	3.60	500.00	160.70	165.00	176.50	105.6%	1	0
—	—	—	—	—	—	540.00	186.90	190.60	201.50	90.1%	—	0

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the WCC put/call ratio?

For the December 18, 2026 expiration, the WCC put/call ratio based on open interest is 0.56 (152 puts vs 273 calls), and 0.11 based on today's volume. A ratio above 1 means more puts than calls.

What is WCC's implied volatility?

At-the-money implied volatility for WCC options expiring December 18, 2026 is about 48.7%, an annualized estimate of how much the market expects WESCO International stock to move.

How many WCC option expiration dates are there?

WCC has 9 listed expiration dates, from Oct 16, 2026 to Jul 16, 2027.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.