WMT Options History — May 2019

In May 2019, WMT traded between $33.22 and $34.23. ATM implied volatility averaged 20.0%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 3.5% (HV 20d: 16.5%). Max pain ranged from $33.33 to $33.33. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.69.

Notable Days

2019-05-16: Highest Volume — 472,401 contracts
2019-05-16: Largest IV drop — 31.5% change
2019-05-13: Highest IV Rank — 76.5%
2019-05-03: Largest Expected Move — 8.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.79	$33.22	$34.23	$33.83	$33.86
Max Pain	$33.33	$33.33	$33.33	$33.33	$33.33
ATM IV	20.0%	15.1%	25.8%	21.9%	17.6%
Expected Move	5.8%	4.3%	8.3%	7.8%	5.0%
HV 20d	16.5%	14.0%	18.5%	14.0%	16.1%
HV 60d	14.2%	13.6%	15.5%	14.5%	13.7%
IV Rank	39.6%	8.6%	76.5%	51.8%	24.4%
IV Percentile	49.8%	10.3%	87.7%	65.9%	39.7%
Term Structure	-0.5%	-1.6%	0.5%	-1.0%	0.0%
VWIV	20.3%	15.1%	28.8%	26.6%	18.4%
Skew 25d	2.7%	2.0%	3.2%	2.5%	2.9%
Skew 10d	5.3%	3.8%	6.8%	4.7%	6.0%
Call IV 25d	18.9%	14.1%	24.4%	20.6%	16.7%
Put IV 25d	21.6%	16.5%	27.3%	23.1%	19.6%
Bid-Ask Spread %	4.44	2.41	8.65	5.02	4.25
Gamma HHI	0.19	0.12	0.28	0.22	0.24
Net GEX	38.8M	20.2M	62.6M	47.7M	31.6M
Net DEX	-361.9M	-578.6M	-94.1M	-464.2M	-323.7M
Net VEX	-4.7M	-5.0M	-4.2M	-4.6M	-4.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.39	1.15	0.53	0.99
Total Volume	139,410.409	70,776	472,401	131,451	96,588
Total OI	1,309,270.5	1,132,857	1,561,668	1,285,035	1,259,925

Daily Data (22 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
2019-05-01	$33.83	$33.33	21.9%	7.8%	14.0%	51.8%	26.6%	2.5%	-1.0%	47.7M	-464.2M	-4.6M	0.53	5.02	85,923	45,528	722,658	562,377
2019-05-02	$33.65	$33.33	22.9%	8.2%	14.3%	58.2%	28.4%	2.6%	-1.2%	39.2M	-326.6M	-4.8M	0.60	4.79	65,877	39,801	755,097	591,756
2019-05-03	$34.02	$33.33	22.7%	8.3%	14.4%	56.5%	28.8%	2.5%	-1.0%	55.0M	-548.4M	-4.9M	0.56	4.85	82,557	46,050	774,447	601,800
2019-05-06	$34.14	$33.33	23.4%	6.3%	14.2%	60.8%	21.3%	3.1%	-0.8%	54.1M	-522.4M	-4.8M	0.85	5.09	43,113	36,507	714,234	593,445
2019-05-07	$33.70	$33.33	25.5%	6.6%	15.1%	74.2%	22.8%	3.2%	-1.2%	38.4M	-302.7M	-5.0M	0.81	8.06	58,470	47,457	721,041	611,196
2019-05-08	$33.57	$33.33	24.6%	6.6%	15.0%	68.7%	25.2%	3.2%	-1.1%	31.0M	-226.0M	-5.0M	0.54	4.22	75,381	41,064	720,684	633,966
2019-05-09	$33.24	$33.33	25.7%	6.8%	15.0%	75.5%	24.9%	3.0%	-1.6%	22.4M	-94.1M	-4.9M	1.15	3.25	65,964	75,633	714,762	648,585
2019-05-10	$33.93	$33.33	23.8%	6.4%	16.3%	63.8%	22.4%	3.2%	-1.3%	62.6M	-406.5M	-4.9M	0.57	4.06	75,507	43,173	713,379	684,765
2019-05-13	$33.22	$33.33	25.8%	6.9%	17.7%	76.5%	22.9%	2.7%	-1.3%	23.2M	-176.3M	-4.7M	0.51	4.22	72,162	36,993	662,976	640,164
2019-05-14	$33.50	$33.33	24.0%	6.7%	17.6%	65.1%	23.3%	3.1%	-0.2%	29.5M	-283.4M	-4.6M	1.04	3.83	46,128	48,132	678,330	662,775
2019-05-15	$33.33	$33.33	22.7%	6.2%	17.6%	56.5%	21.3%	2.6%	-0.9%	26.8M	-206.4M	-4.5M	0.67	5.00	200,511	134,379	690,123	672,213
2019-05-16	$33.69	$33.33	15.5%	4.5%	18.0%	11.1%	15.4%	2.4%	0.0%	36.4M	-356.0M	-4.3M	0.60	2.63	295,443	176,958	800,817	760,851
2019-05-17	$33.58	$33.33	15.1%	4.4%	18.0%	8.6%	15.1%	2.0%	0.3%	29.9M	-341.7M	-4.3M	0.68	2.41	103,704	70,365	802,938	737,646
2019-05-20	$33.87	$33.33	15.7%	4.5%	18.2%	12.1%	15.8%	2.4%	0.1%	27.3M	-332.6M	-4.4M	0.69	4.05	60,468	41,595	548,058	584,799
2019-05-21	$33.71	$33.33	15.2%	4.4%	18.1%	8.9%	15.1%	2.2%	0.1%	20.2M	-274.4M	-4.2M	0.46	3.03	83,511	38,514	565,188	601,791
2019-05-22	$34.07	$33.33	15.5%	4.4%	18.3%	10.6%	15.4%	2.3%	0.0%	52.3M	-478.9M	-4.5M	0.39	3.27	103,608	40,683	603,210	610,887
2019-05-23	$33.84	$33.33	17.0%	4.9%	18.5%	20.4%	17.4%	2.8%	-0.1%	39.2M	-385.1M	-4.8M	0.82	8.65	54,384	44,583	639,567	619,839
2019-05-24	$34.23	$33.33	15.3%	4.3%	17.2%	9.4%	15.7%	2.6%	0.5%	60.3M	-578.6M	-4.7M	0.64	4.88	70,599	45,042	652,956	633,687
2019-05-28	$34.21	$33.33	16.4%	4.7%	17.2%	16.6%	16.8%	2.7%	-0.1%	46.1M	-480.4M	-4.7M	0.63	4.57	61,998	39,231	599,289	571,419
2019-05-29	$34.12	$33.33	17.1%	4.9%	16.7%	20.8%	17.4%	2.8%	-0.2%	40.4M	-443.4M	-4.9M	0.84	3.62	38,535	32,241	618,447	591,663
2019-05-30	$34.04	$33.33	17.0%	4.8%	16.1%	20.5%	16.7%	2.7%	-0.1%	39.1M	-409.5M	-4.9M	0.62	3.96	63,351	39,318	630,408	599,793
2019-05-31	$33.86	$33.33	17.6%	5.0%	16.1%	24.4%	18.4%	2.9%	0.0%	31.6M	-323.7M	-4.9M	0.99	4.25	48,543	48,045	649,674	610,251