WMT Options History — July 2019

In July 2019, WMT traded between $36.82 and $38.28. ATM implied volatility averaged 18.1%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 9.3% (HV 20d: 8.8%). Max pain ranged from $35.00 to $36.67. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.77.

Notable Days

2019-07-17: Highest Volume — 143,742 contracts
2019-07-15: Largest IV spike — 23.8% change
2019-07-31: Highest IV Rank — 58.6%
2019-07-31: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.61	$36.82	$38.28	$36.82	$36.91
Max Pain	$36.44	$35.00	$36.67	$35.00	$36.67
ATM IV	18.1%	13.3%	22.8%	13.6%	22.8%
Expected Move	5.8%	3.6%	8.0%	3.8%	8.0%
HV 20d	8.8%	7.8%	11.4%	11.3%	9.4%
HV 60d	13.4%	12.5%	14.0%	13.9%	12.7%
IV Rank	29.5%	0.0%	58.6%	0.0%	58.6%
IV Percentile	37.8%	0.0%	74.2%	0.0%	74.2%
Term Structure	0.5%	-1.4%	5.8%	0.6%	-1.4%
VWIV	20.7%	12.4%	27.9%	13.2%	27.9%
Skew 25d	2.8%	1.9%	3.4%	1.9%	2.8%
Skew 10d	5.8%	4.0%	7.2%	4.4%	6.1%
Call IV 25d	16.8%	11.8%	21.5%	12.7%	21.5%
Put IV 25d	19.6%	14.1%	24.4%	14.7%	24.4%
Bid-Ask Spread %	3.16	2.08	5.62	2.29	4.08
Gamma HHI	0.25	0.18	0.36	0.22	0.22
Net GEX	55.9M	33.9M	81.2M	48.3M	33.9M
Net DEX	-1.01B	-1.41B	-502.4M	-868.8M	-502.4M
Net VEX	-5.1M	-5.4M	-4.9M	-5.0M	-5.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.35	2.33	0.75	0.53
Total Volume	91,165.636	57,444	143,742	73,563	93,282
Total OI	1,273,953.682	1,185,066	1,405,872	1,185,066	1,331,721

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
2019-07-01	$36.82	$35.00	13.6%	3.8%	11.3%	0.0%	13.2%	1.9%	0.6%	48.3M	-868.8M	-5.0M	0.75	2.29	41,949	31,614	640,371	544,695
2019-07-02	$37.13	$35.00	13.3%	3.6%	11.4%	0.0%	12.4%	2.0%	0.6%	61.9M	-1.01B	-5.1M	1.03	2.83	40,071	41,262	654,828	553,278
2019-07-03	$37.39	$35.00	13.6%	3.7%	9.2%	1.8%	13.1%	2.0%	0.6%	66.9M	-1.12B	-5.2M	1.01	3.50	29,004	29,301	667,269	568,656
2019-07-05	$37.37	$36.67	13.7%	5.4%	9.3%	2.4%	18.5%	2.0%	0.5%	81.2M	-1.12B	-5.0M	1.01	4.32	37,329	37,722	670,737	577,530
2019-07-08	$37.63	$36.67	13.8%	5.1%	9.1%	3.0%	19.5%	2.4%	4.0%	56.7M	-1.18B	-4.9M	0.40	2.54	91,635	36,579	652,098	557,010
2019-07-09	$37.56	$36.67	14.1%	5.2%	8.4%	5.1%	19.3%	2.3%	4.0%	56.3M	-1.15B	-5.0M	1.08	2.57	33,957	36,654	670,497	571,047
2019-07-10	$37.62	$36.67	13.8%	5.2%	8.4%	3.0%	19.2%	2.3%	4.4%	57.6M	-1.16B	-4.9M	0.97	2.65	30,630	29,865	677,037	578,358
2019-07-11	$37.91	$36.67	14.3%	5.3%	8.4%	6.5%	17.9%	2.2%	5.1%	66.8M	-1.28B	-5.0M	0.61	3.16	61,974	37,806	683,382	584,064
2019-07-12	$38.20	$36.67	14.9%	5.3%	8.3%	9.8%	19.1%	2.3%	5.8%	61.7M	-1.41B	-4.9M	0.54	2.95	86,307	46,254	693,624	593,976
2019-07-15	$38.25	$36.67	18.4%	5.7%	8.0%	31.6%	20.5%	3.0%	-1.1%	59.5M	-1.33B	-5.0M	0.60	5.62	53,223	31,698	673,632	581,019
2019-07-16	$38.28	$36.67	19.4%	5.8%	7.8%	37.8%	21.2%	3.2%	-1.0%	57.0M	-1.30B	-5.0M	0.35	3.68	94,917	33,333	669,636	589,482
2019-07-17	$38.25	$36.67	20.0%	5.7%	7.8%	41.1%	21.1%	3.1%	-1.1%	71.1M	-1.31B	-5.1M	2.33	3.05	43,164	100,578	707,094	598,329
2019-07-18	$38.20	$36.67	19.8%	5.7%	7.8%	39.9%	21.2%	3.4%	-1.2%	70.2M	-1.30B	-5.1M	0.40	3.62	77,970	31,521	716,940	675,870
2019-07-19	$38.08	$36.67	20.2%	5.9%	8.0%	42.3%	21.0%	3.3%	-0.8%	47.7M	-1.22B	-5.3M	1.00	2.73	49,212	49,104	729,240	676,632
2019-07-22	$37.51	$36.67	21.1%	6.4%	8.8%	48.3%	22.5%	3.2%	-0.9%	41.4M	-727.6M	-5.3M	0.71	2.48	53,163	37,758	629,223	589,359
2019-07-23	$37.37	$36.67	21.5%	6.6%	8.8%	50.9%	23.0%	3.2%	-1.0%	41.6M	-693.4M	-5.2M	0.69	2.50	53,976	37,005	649,059	602,280
2019-07-24	$37.35	$36.67	21.4%	6.7%	8.5%	50.3%	23.2%	3.0%	-1.0%	45.6M	-694.4M	-5.2M	0.69	2.08	33,975	23,469	664,284	613,893
2019-07-25	$37.34	$36.67	21.6%	6.8%	8.5%	51.2%	23.4%	3.2%	-1.1%	45.4M	-677.6M	-5.4M	0.50	2.71	41,541	20,667	673,455	619,884
2019-07-26	$37.62	$36.67	21.8%	7.0%	8.7%	52.2%	24.6%	3.4%	-1.3%	67.6M	-824.9M	-5.4M	0.42	3.40	88,857	37,080	690,630	627,420
2019-07-29	$37.44	$36.67	22.3%	7.5%	9.0%	55.5%	26.0%	3.1%	-1.2%	46.3M	-711.4M	-5.2M	0.61	2.91	44,961	27,561	662,736	610,050
2019-07-30	$37.29	$36.67	22.7%	7.8%	9.2%	57.7%	27.3%	3.1%	-1.2%	44.7M	-661.5M	-5.3M	0.64	3.89	41,376	26,340	681,105	625,551
2019-07-31	$36.91	$36.67	22.8%	8.0%	9.4%	58.6%	27.9%	2.8%	-1.4%	33.9M	-502.4M	-5.4M	0.53	4.08	60,882	32,400	694,236	637,485