WMT Options History — August 2018

In August 2018, WMT traded between $29.45 and $32.99. ATM implied volatility averaged 18.4%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 5.1% (HV 20d: 23.5%). Max pain ranged from $29.17 to $30.83. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.47.

Notable Days

2018-08-16: Highest Volume — 775,113 contracts
2018-08-16: Largest IV drop — 33.4% change
2018-08-15: Highest IV Rank — 43.6%
2018-08-03: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.02	$29.45	$32.99	$29.45	$31.95
Max Pain	$29.64	$29.17	$30.83	$29.17	$30.83
ATM IV	18.4%	14.2%	23.7%	22.6%	14.3%
Expected Move	5.3%	4.0%	8.2%	7.8%	4.0%
HV 20d	23.5%	9.3%	35.9%	11.7%	35.7%
HV 60d	19.9%	15.0%	24.2%	17.4%	23.1%
IV Rank	20.1%	1.3%	43.6%	38.7%	1.7%
IV Percentile	39.8%	0.4%	84.1%	82.9%	0.8%
Term Structure	-0.6%	-1.6%	0.6%	-1.3%	0.2%
VWIV	18.7%	14.2%	28.3%	28.0%	14.2%
Skew 25d	1.1%	0.2%	2.3%	2.3%	0.4%
Skew 10d	2.0%	0.0%	4.5%	4.1%	0.1%
Call IV 25d	18.3%	14.5%	23.3%	21.7%	14.5%
Put IV 25d	19.4%	14.8%	24.8%	24.0%	14.8%
Bid-Ask Spread %	5.19	0.97	8.44	6.83	4.66
Gamma HHI	0.14	0.11	0.21	0.14	0.17
Net GEX	73.5M	45.9M	133.7M	50.2M	133.7M
Net DEX	-1.03B	-2.47B	-476.0M	-476.0M	-1.26B
Net VEX	-6.2M	-6.7M	-5.4M	-6.7M	-6.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.19	0.96	0.70	0.37
Total Volume	216,769.043	80,124	775,113	101,187	180,078
Total OI	1,872,607.174	1,696,986	2,095,905	1,834,866	1,975,674

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2018-08-01	$29.45	$29.17	22.6%	7.8%	11.7%	38.7%	28.0%	2.3%	-1.3%	50.2M	-476.0M	-6.7M	0.70	6.83	59,406	41,781	1,059,825	775,041
2018-08-02	$29.60	$29.17	22.5%	8.0%	11.7%	38.2%	28.3%	2.1%	-1.4%	57.9M	-573.9M	-6.6M	0.96	6.71	40,821	39,303	1,075,599	786,444
2018-08-03	$29.92	$29.17	22.2%	8.2%	12.1%	37.2%	28.3%	2.3%	-1.2%	72.3M	-766.4M	-6.6M	0.38	8.40	118,311	45,306	1,082,724	789,174
2018-08-06	$29.88	$29.17	22.0%	5.5%	10.8%	36.1%	20.0%	1.7%	-1.3%	62.1M	-682.6M	-6.4M	0.54	6.63	63,978	34,578	1,057,809	778,824
2018-08-07	$29.94	$29.17	22.0%	5.5%	9.9%	36.2%	19.6%	2.1%	-1.6%	66.6M	-725.2M	-6.3M	0.55	8.44	60,123	33,309	1,079,442	786,069
2018-08-08	$30.06	$29.17	22.1%	5.6%	9.3%	36.4%	20.4%	2.1%	-1.6%	70.8M	-798.0M	-6.3M	0.29	6.65	144,669	42,270	1,083,462	794,553
2018-08-09	$29.71	$29.17	22.3%	5.7%	10.5%	37.5%	20.5%	1.4%	-1.4%	45.9M	-504.4M	-6.3M	0.59	3.94	68,982	40,707	1,042,737	808,818
2018-08-10	$30.08	$29.17	22.3%	5.8%	10.0%	37.3%	20.4%	1.4%	-1.6%	83.2M	-739.8M	-6.4M	0.54	5.48	119,937	64,410	1,053,051	815,628
2018-08-13	$29.93	$29.17	22.3%	6.0%	10.2%	37.3%	21.0%	1.3%	-1.1%	56.1M	-632.1M	-6.1M	0.49	4.95	89,349	43,488	1,035,282	782,304
2018-08-14	$30.32	$29.17	21.5%	5.9%	10.7%	34.0%	20.4%	1.0%	-0.7%	68.0M	-870.8M	-6.2M	0.26	5.78	166,131	42,375	1,063,086	791,976
2018-08-15	$30.10	$29.17	23.7%	6.3%	11.0%	43.6%	22.4%	1.4%	-1.6%	62.2M	-747.2M	-6.3M	0.54	6.53	159,615	86,097	1,099,059	800,142
2018-08-16	$32.99	$29.17	15.8%	4.4%	33.8%	8.2%	16.7%	0.9%	-0.4%	69.5M	-2.47B	-5.4M	0.44	2.27	537,993	237,120	1,159,254	831,801
2018-08-17	$32.61	$30.00	16.1%	4.5%	34.4%	9.7%	16.1%	1.1%	-0.5%	51.8M	-2.03B	-5.6M	0.38	4.25	336,606	127,176	1,192,545	903,360
2018-08-20	$32.06	$30.00	15.2%	4.4%	35.0%	5.6%	15.5%	0.9%	0.5%	65.2M	-1.22B	-5.7M	0.44	4.82	209,193	91,401	1,007,490	689,496
2018-08-21	$32.03	$30.00	14.8%	4.2%	35.1%	3.9%	15.0%	0.8%	0.6%	69.8M	-1.22B	-5.9M	0.49	4.76	152,319	74,856	1,066,683	715,050
2018-08-22	$31.93	$30.00	14.9%	4.3%	35.2%	4.4%	15.2%	0.5%	0.3%	75.7M	-1.19B	-6.2M	0.63	4.12	144,066	91,068	1,113,843	731,589
2018-08-23	$31.71	$30.00	14.5%	4.2%	35.4%	2.7%	14.7%	0.5%	0.3%	71.8M	-1.07B	-6.1M	0.52	0.97	106,083	54,897	1,144,086	727,683
2018-08-24	$31.71	$30.00	14.4%	4.1%	35.4%	1.9%	14.5%	0.3%	0.3%	76.2M	-1.07B	-6.1M	0.40	4.33	140,016	56,355	1,171,692	737,706
2018-08-27	$31.47	$30.00	14.5%	4.1%	35.6%	2.7%	14.6%	0.6%	0.3%	70.7M	-921.7M	-6.1M	0.36	3.89	129,207	46,725	1,079,439	697,278
2018-08-28	$32.03	$30.00	14.7%	4.2%	35.9%	3.4%	14.9%	0.3%	0.3%	94.1M	-1.29B	-6.2M	0.19	4.26	264,840	50,688	1,134,300	710,940
2018-08-29	$31.91	$30.33	14.2%	4.0%	35.7%	1.3%	14.3%	0.3%	0.3%	102.5M	-1.23B	-6.5M	0.44	3.28	116,517	50,886	1,175,628	723,366
2018-08-30	$32.01	$30.67	14.6%	4.1%	35.7%	3.1%	14.6%	0.2%	-0.1%	112.9M	-1.30B	-6.5M	0.35	7.32	135,774	46,878	1,204,950	735,063
2018-08-31	$31.95	$30.83	14.3%	4.0%	35.7%	1.7%	14.2%	0.4%	0.2%	133.7M	-1.26B	-6.6M	0.37	4.66	131,847	48,231	1,233,090	742,584