WMT Options History — January 2019

In January 2019, WMT traded between $30.97 and $32.85. ATM implied volatility averaged 21.3%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 0.4% (HV 20d: 21.7%). Max pain ranged from $30.83 to $31.67. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2019-01-30: Highest Volume — 177,786 contracts
  • 2019-01-22: Largest IV spike — 30.9% change
  • 2019-01-30: Highest IV Rank — 53.4%
  • 2019-01-02: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.94$30.97$32.85$30.97$32.19
Max Pain$31.55$30.83$31.67$31.67$31.67
ATM IV21.3%16.1%26.0%23.0%25.1%
Expected Move5.4%4.3%6.8%6.8%6.5%
HV 20d21.7%11.9%27.8%27.8%15.1%
HV 60d22.4%21.4%23.6%23.6%22.1%
IV Rank31.9%8.5%53.4%39.8%49.2%
IV Percentile50.6%11.1%79.4%69.0%77.0%
Term Structure0.8%-1.6%6.3%-0.5%-1.0%
VWIV18.8%15.3%23.9%23.9%23.4%
Skew 25d3.4%2.4%5.1%3.5%3.8%
Skew 10d6.8%4.7%9.8%8.0%7.5%
Call IV 25d19.7%14.3%23.8%21.6%23.6%
Put IV 25d23.1%16.7%27.8%25.1%27.4%
Bid-Ask Spread %3.191.904.833.102.41
Gamma HHI0.110.070.350.070.10
Net GEX33.6M18.8M57.5M18.8M33.6M
Net DEX-348.2M-717.3M-80.6M-84.1M-450.0M
Net VEX-4.3M-4.6M-4.1M-4.4M-4.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.351.310.620.60
Total Volume85,999.28622,917177,78655,470159,705
Total OI1,396,904.571919,1851,690,2691,554,2821,184,721

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-01-02$30.97$31.6723.0%6.8%27.8%39.8%23.9%3.5%-0.5%18.8M-84.1M-4.4M0.623.1034,17321,297836,127718,155
2019-01-03$31.06$30.8324.0%6.7%26.2%44.4%22.9%3.5%-0.5%21.8M-129.5M-4.4M0.843.5955,94746,971845,826723,768
2019-01-04$31.09$30.8321.6%6.2%26.3%33.3%21.4%3.0%0.2%21.8M-115.3M-4.3M0.543.8156,39730,393857,784732,819
2019-01-07$31.59$30.8321.1%5.9%26.7%31.1%20.7%3.2%-0.6%31.5M-284.3M-4.3M0.974.1514,90714,475840,408717,411
2019-01-08$31.86$31.6720.3%5.8%26.0%27.5%20.5%2.5%0.2%36.5M-387.1M-4.4M0.983.0132,34331,698859,551735,519
2019-01-09$31.67$31.6720.0%5.6%26.0%26.2%19.5%2.9%-0.6%34.2M-316.9M-4.3M0.573.4337,11621,273861,804729,180
2019-01-10$31.59$31.6719.4%5.5%26.0%23.7%19.4%3.0%-0.4%31.5M-259.4M-4.2M1.312.7146,33860,819863,127732,717
2019-01-11$31.64$31.6717.7%5.1%25.9%15.6%17.7%3.1%0.0%38.1M-279.6M-4.2M0.793.8643,58134,224882,699749,655
2019-01-14$31.65$31.6717.8%5.1%25.7%16.3%17.9%3.3%5.0%29.3M-261.4M-4.1M0.913.0238,00734,680862,539741,543
2019-01-15$32.11$31.6716.1%4.6%25.5%8.6%17.1%3.0%5.6%39.0M-488.0M-4.2M0.682.5237,79725,560883,527756,642
2019-01-16$32.16$31.6716.1%4.6%24.7%8.5%16.8%2.9%5.9%37.9M-498.7M-4.2M0.562.9329,31616,284897,696767,310
2019-01-17$32.23$31.6717.1%4.5%24.6%13.1%16.4%2.9%6.3%41.0M-547.8M-4.1M0.642.7038,87124,957902,061767,994
2019-01-18$32.53$31.6717.2%4.3%24.5%13.6%15.3%2.4%5.9%57.5M-717.3M-4.1M0.391.9080,85631,245914,292775,977
2019-01-22$32.42$31.6722.6%4.8%18.3%37.7%16.8%4.1%-0.9%27.4M-368.1M-4.1M0.354.8376,02326,619510,918408,267
2019-01-23$32.85$31.6724.1%5.0%18.5%44.8%17.7%3.3%-1.6%40.6M-524.2M-4.3M0.363.3382,15829,919563,091421,896
2019-01-24$32.77$31.6723.9%4.8%17.3%43.9%17.1%3.6%-1.6%42.2M-508.8M-4.4M0.403.1175,24330,018593,187436,170
2019-01-25$32.32$31.6723.9%4.9%12.2%43.8%17.2%4.0%-1.5%33.9M-335.2M-4.4M0.442.8592,50540,977605,958441,054
2019-01-28$32.29$31.6724.3%5.1%12.1%45.8%17.7%5.1%-0.9%34.5M-347.0M-4.4M0.723.4413,3209,597610,197442,014
2019-01-29$32.22$31.6725.1%5.1%11.9%49.0%17.7%4.2%-1.0%34.8M-328.3M-4.4M0.773.3029,73022,860620,157450,255
2019-01-30$31.60$31.6726.0%5.4%13.8%53.4%18.7%3.9%-1.3%20.6M-80.6M-4.4M0.522.91117,09660,690630,504460,476
2019-01-31$32.19$31.6725.1%6.5%15.1%49.2%23.4%3.8%-1.0%33.6M-450.0M-4.6M0.602.41100,11059,595692,466492,255