WMT Options History — October 2018

In October 2018, WMT traded between $31.07 and $34.09. ATM implied volatility averaged 24.0%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 8.2% (HV 20d: 15.8%). Max pain ranged from $31.67 to $32.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.57.

Notable Days

2018-10-09: Highest Volume — 353,064 contracts
2018-10-11: Largest IV spike — 15.8% change
2018-10-29: Highest IV Rank — 69.3%
2018-10-29: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.19	$31.07	$34.09	$31.46	$33.48
Max Pain	$31.86	$31.67	$32.50	$31.67	$32.50
ATM IV	24.0%	17.3%	29.5%	17.3%	28.0%
Expected Move	7.8%	5.7%	10.0%	5.7%	9.8%
HV 20d	15.8%	10.4%	20.6%	10.4%	20.6%
HV 60d	23.2%	22.1%	24.5%	22.4%	24.5%
IV Rank	44.3%	14.1%	69.3%	14.1%	62.3%
IV Percentile	76.6%	35.7%	97.2%	35.7%	91.3%
Term Structure	0.2%	-1.9%	5.6%	0.2%	-1.3%
VWIV	27.1%	19.7%	34.5%	19.7%	33.9%
Skew 25d	2.8%	1.3%	4.5%	1.3%	4.5%
Skew 10d	5.6%	2.4%	8.9%	2.4%	8.9%
Call IV 25d	22.8%	16.7%	27.4%	16.7%	25.8%
Put IV 25d	25.6%	18.1%	31.4%	18.1%	30.2%
Bid-Ask Spread %	5.76	3.29	11.72	4.11	4.91
Gamma HHI	0.17	0.10	0.73	0.14	0.17
Net GEX	102.0M	32.4M	548.9M	59.3M	73.8M
Net DEX	-1.02B	-1.74B	-409.6M	-622.0M	-1.39B
Net VEX	-6.5M	-6.9M	-6.0M	-6.3M	-6.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.24	1.00	0.24	0.78
Total Volume	158,319.783	94,362	353,064	140,046	126,237
Total OI	1,910,349.391	1,645,470	2,099,967	1,813,956	1,859,016

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
2018-10-01	$31.46	$31.67	17.3%	5.7%	10.4%	14.1%	19.7%	1.3%	0.2%	59.3M	-622.0M	-6.3M	0.24	4.11	112,830	27,216	1,092,492	721,464
2018-10-02	$31.71	$31.67	18.3%	6.2%	10.9%	18.3%	21.6%	1.3%	-0.3%	81.1M	-844.4M	-6.5M	0.45	4.24	107,280	48,807	1,135,857	728,847
2018-10-03	$31.37	$31.67	18.6%	6.3%	10.8%	19.9%	22.0%	1.4%	-0.4%	73.9M	-635.4M	-6.5M	0.58	6.17	59,685	34,677	1,178,835	746,643
2018-10-04	$31.39	$31.67	20.6%	7.1%	10.8%	28.8%	25.2%	1.5%	-0.5%	79.0M	-662.1M	-6.7M	0.68	5.97	82,791	56,241	1,193,073	755,526
2018-10-05	$31.07	$31.67	20.5%	7.3%	11.1%	28.4%	25.1%	1.9%	-0.6%	32.4M	-409.6M	-6.5M	1.00	3.67	66,021	66,198	1,206,936	772,080
2018-10-08	$31.64	$31.67	20.0%	7.1%	12.4%	26.2%	24.9%	2.0%	5.0%	70.8M	-786.6M	-6.6M	0.80	3.73	62,250	49,827	1,160,034	767,988
2018-10-09	$32.39	$31.67	20.8%	7.3%	15.1%	29.7%	25.3%	2.0%	4.9%	94.3M	-1.31B	-6.6M	0.29	3.51	272,916	80,148	1,175,313	783,117
2018-10-10	$32.01	$31.67	22.4%	8.0%	15.5%	37.2%	27.4%	2.4%	5.6%	84.4M	-1.06B	-6.9M	0.51	9.31	109,689	56,469	1,224,363	805,008
2018-10-11	$31.45	$31.67	26.0%	8.4%	16.5%	53.3%	28.9%	2.8%	4.0%	54.0M	-668.0M	-6.9M	0.75	11.72	80,286	59,970	1,232,310	811,275
2018-10-12	$31.63	$31.67	25.7%	8.2%	16.4%	52.2%	29.7%	2.9%	4.4%	61.6M	-796.1M	-6.9M	0.66	8.87	103,725	68,139	1,251,132	818,634
2018-10-15	$31.39	$31.67	26.6%	8.0%	16.6%	56.0%	28.1%	3.8%	-1.3%	65.7M	-624.6M	-6.5M	0.54	9.47	85,116	46,047	1,220,325	782,724
2018-10-16	$31.95	$31.67	25.0%	7.4%	17.6%	48.6%	25.9%	3.2%	-1.8%	136.8M	-1.00B	-6.3M	0.58	9.33	134,970	78,570	1,253,718	797,199
2018-10-17	$32.07	$31.67	25.5%	7.3%	17.6%	51.0%	24.5%	3.3%	-1.9%	160.3M	-1.15B	-6.3M	0.52	4.02	93,897	49,224	1,275,747	803,157
2018-10-18	$32.06	$31.67	26.0%	7.5%	17.6%	53.3%	26.1%	3.2%	-1.7%	165.0M	-1.11B	-6.3M	0.64	8.93	77,874	49,965	1,282,413	810,939
2018-10-19	$32.49	$31.67	24.1%	7.1%	18.2%	44.7%	25.1%	2.6%	-1.7%	548.9M	-1.57B	-6.0M	0.48	4.83	120,210	57,132	1,286,250	813,717
2018-10-22	$32.35	$31.67	24.0%	7.3%	17.7%	44.5%	25.4%	2.8%	-0.7%	65.8M	-959.1M	-6.0M	0.48	3.45	78,129	37,680	959,208	686,262
2018-10-23	$32.58	$31.67	24.8%	7.7%	17.8%	48.0%	26.8%	3.1%	-1.2%	71.7M	-1.09B	-6.2M	0.66	3.70	74,928	49,425	999,009	702,048
2018-10-24	$32.81	$32.33	26.1%	8.2%	17.8%	53.7%	28.6%	3.3%	-1.6%	72.5M	-1.20B	-6.5M	0.49	4.01	74,667	36,531	1,021,563	721,359
2018-10-25	$33.04	$32.33	25.9%	8.3%	17.5%	53.0%	29.4%	3.0%	-1.4%	77.8M	-1.32B	-6.3M	0.64	3.29	65,223	41,730	1,023,627	731,298
2018-10-26	$32.87	$32.33	28.6%	9.3%	17.6%	65.4%	32.5%	4.0%	-1.6%	74.5M	-1.21B	-6.5M	0.51	6.10	143,031	72,252	1,038,222	739,761
2018-10-29	$33.14	$32.50	29.5%	10.0%	17.7%	69.3%	34.5%	3.9%	-1.2%	65.3M	-1.27B	-6.5M	0.42	5.06	130,689	55,176	1,028,391	736,038
2018-10-30	$34.09	$32.50	27.5%	9.5%	19.8%	60.3%	33.2%	4.1%	-1.0%	77.0M	-1.74B	-6.2M	0.29	4.13	199,200	58,287	1,052,724	752,394
2018-10-31	$33.48	$32.50	28.0%	9.8%	20.6%	62.3%	33.9%	4.5%	-1.3%	73.8M	-1.39B	-6.5M	0.78	4.91	70,803	55,434	1,084,488	774,528