WMT Options History — April 2019

In April 2019, WMT traded between $32.34 and $34.59. ATM implied volatility averaged 17.5%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 6.5% (HV 20d: 11.0%). Max pain ranged from $32.50 to $33.33. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.53.

Notable Days

2019-04-26: Highest Volume — 221,508 contracts
2019-04-15: Largest IV spike — 11.8% change
2019-04-29: Highest IV Rank — 52.9%
2019-04-29: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.63	$32.34	$34.59	$32.57	$34.24
Max Pain	$32.70	$32.50	$33.33	$32.50	$33.33
ATM IV	17.5%	13.8%	22.1%	14.3%	21.0%
Expected Move	6.0%	5.4%	7.5%	5.4%	7.3%
HV 20d	11.0%	9.4%	13.5%	10.6%	13.5%
HV 60d	15.8%	14.3%	16.2%	16.1%	14.3%
IV Rank	23.5%	0.0%	52.9%	2.2%	45.6%
IV Percentile	31.9%	0.0%	67.9%	1.2%	62.3%
Term Structure	1.2%	-1.7%	7.2%	0.5%	-0.9%
VWIV	20.9%	18.6%	26.2%	18.7%	25.8%
Skew 25d	2.8%	2.0%	3.7%	2.2%	2.7%
Skew 10d	5.4%	3.8%	7.3%	4.7%	5.4%
Call IV 25d	16.2%	12.2%	20.7%	13.1%	19.7%
Put IV 25d	19.0%	14.7%	23.9%	15.3%	22.3%
Bid-Ask Spread %	3.58	1.87	9.27	2.50	5.68
Gamma HHI	0.19	0.10	0.26	0.13	0.25
Net GEX	48.1M	10.7M	68.3M	19.5M	68.3M
Net DEX	-526.7M	-862.6M	-77.1M	-163.5M	-680.7M
Net VEX	-4.4M	-4.6M	-4.3M	-4.3M	-4.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.31	0.73	0.64	0.44
Total Volume	90,104.143	44,337	221,508	46,869	104,760
Total OI	1,138,407.143	1,030,344	1,268,832	1,030,344	1,268,832

Daily Data (21 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
2019-04-01	$32.57	$32.50	14.3%	5.4%	10.6%	2.2%	18.7%	2.2%	0.5%	19.5M	-163.5M	-4.3M	0.64	2.50	28,590	18,279	560,958	469,386
2019-04-02	$32.34	$32.50	14.3%	5.4%	10.6%	2.4%	18.6%	2.2%	0.7%	10.7M	-77.1M	-4.3M	0.33	1.90	45,108	14,658	572,886	475,893
2019-04-03	$32.37	$32.50	14.3%	5.5%	10.7%	2.6%	19.3%	2.0%	0.6%	12.2M	-96.0M	-4.4M	0.73	1.87	31,947	23,205	588,768	481,287
2019-04-04	$32.71	$32.50	14.0%	5.6%	10.7%	0.6%	18.7%	2.2%	0.4%	32.3M	-226.7M	-4.5M	0.41	2.34	42,516	17,634	595,869	485,835
2019-04-05	$32.98	$32.50	13.8%	5.4%	11.1%	0.0%	18.9%	2.0%	0.5%	60.5M	-352.6M	-4.5M	0.44	2.22	65,721	28,713	603,228	490,545
2019-04-08	$33.00	$32.50	14.2%	5.6%	10.5%	2.9%	19.8%	2.5%	5.0%	40.5M	-341.9M	-4.5M	0.52	2.64	33,666	17,475	599,112	484,320
2019-04-09	$32.84	$32.50	14.7%	5.8%	10.7%	5.6%	20.2%	2.6%	5.6%	34.7M	-269.2M	-4.5M	0.67	1.96	26,511	17,826	607,782	491,916
2019-04-10	$33.21	$32.50	14.6%	5.8%	11.2%	5.5%	20.5%	2.5%	5.5%	53.4M	-429.9M	-4.5M	0.64	2.33	48,504	31,113	614,337	496,257
2019-04-11	$33.58	$32.50	15.7%	6.0%	11.3%	11.9%	20.9%	2.6%	6.8%	61.7M	-584.6M	-4.6M	0.55	2.50	80,220	44,355	629,733	504,603
2019-04-12	$33.89	$32.50	16.2%	5.9%	11.6%	15.6%	20.1%	2.6%	7.2%	56.7M	-733.8M	-4.5M	0.46	3.56	100,317	46,536	647,289	521,733
2019-04-15	$34.21	$32.50	18.2%	5.5%	10.9%	27.8%	19.9%	3.5%	0.1%	59.6M	-803.5M	-4.4M	0.50	2.96	67,284	33,429	654,942	522,168
2019-04-16	$34.29	$32.50	18.4%	5.4%	10.9%	29.4%	19.0%	3.7%	0.2%	60.0M	-823.2M	-4.4M	0.56	3.00	63,438	35,655	654,774	533,916
2019-04-17	$34.44	$32.50	19.0%	5.4%	10.0%	32.9%	19.7%	3.4%	0.0%	65.9M	-862.6M	-4.3M	0.50	3.44	51,840	26,115	672,540	549,927
2019-04-18	$34.40	$32.50	19.0%	5.5%	10.1%	33.4%	19.7%	3.3%	0.2%	57.2M	-855.6M	-4.4M	0.56	2.85	44,769	25,017	683,640	555,879
2019-04-22	$34.13	$32.50	20.5%	6.2%	10.3%	42.6%	21.8%	3.3%	-1.3%	48.4M	-582.9M	-4.3M	0.66	3.90	40,062	26,241	584,940	473,535
2019-04-23	$34.32	$32.83	20.3%	6.1%	10.3%	41.2%	20.9%	3.1%	-0.9%	52.5M	-669.4M	-4.3M	0.57	9.27	48,435	27,621	605,061	490,515
2019-04-24	$34.59	$33.00	20.2%	6.3%	10.4%	40.5%	22.3%	3.3%	-1.0%	61.8M	-790.4M	-4.4M	0.51	8.65	58,812	30,009	629,019	499,542
2019-04-25	$34.56	$33.33	20.9%	6.6%	9.4%	45.1%	22.9%	3.1%	-1.1%	65.2M	-801.0M	-4.5M	0.37	4.43	88,929	33,243	653,442	514,716
2019-04-26	$33.80	$33.33	21.9%	6.9%	13.0%	51.8%	24.2%	3.2%	-1.7%	43.6M	-453.8M	-4.5M	0.70	3.73	130,572	90,936	681,252	526,950
2019-04-29	$33.83	$33.33	22.1%	7.5%	13.0%	52.9%	26.2%	2.8%	-0.8%	46.2M	-461.4M	-4.6M	0.31	3.47	77,703	24,423	685,272	543,951
2019-04-30	$34.24	$33.33	21.0%	7.3%	13.5%	45.6%	25.8%	2.7%	-0.9%	68.3M	-680.7M	-4.6M	0.44	5.68	72,756	32,004	715,413	553,419