WMT Options History — February 2022

In February 2022, WMT traded between $44.63 and $47.06. ATM implied volatility averaged 24.4%, placing in the 68.8% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 6.8% (HV 20d: 17.7%). Max pain ranged from $46.67 to $48.33. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.66.

Notable Days

  • 2022-02-17: Highest Volume — 614,367 contracts
  • 2022-02-17: Largest IV drop — 16.8% change
  • 2022-02-15: Highest IV Rank — 90.4%
  • 2022-02-02: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.68$44.63$47.06$46.99$44.95
Max Pain$47.14$46.67$48.33$46.67$46.67
ATM IV24.4%20.6%27.7%23.7%21.8%
Expected Move7.1%6.1%7.9%7.7%6.9%
HV 20d17.7%15.1%18.8%18.4%18.4%
HV 60d17.8%17.4%18.4%17.8%17.6%
IV Rank68.8%49.0%90.4%58.6%56.6%
IV Percentile88.3%66.3%98.8%86.5%74.6%
Term Structure-0.6%-1.9%1.8%-1.1%0.7%
VWIV25.1%22.0%27.9%27.2%25.1%
Skew 25d4.2%3.0%5.5%4.0%4.5%
Skew 10d7.9%6.6%10.5%7.7%6.6%
Call IV 25d23.0%19.2%26.1%22.2%19.4%
Put IV 25d27.2%23.0%30.9%26.2%24.0%
Bid-Ask Spread %7.813.5014.655.456.69
Gamma HHI0.090.080.110.100.09
Net GEX3.8M-30.4M54.8M27.7M-2.2M
Net DEX311.5M-358.4M917.3M-272.4M401.4M
Net VEX-9.0M-9.7M-8.2M-9.7M-8.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.341.170.450.69
Total Volume200,373.31692,748614,367111,951115,848
Total OI1,727,453.3681,529,8322,046,5101,605,8731,535,943

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$46.99$46.6723.7%7.7%18.4%58.6%27.2%4.0%-1.1%27.7M-272.4M-9.7M0.455.4577,26834,683927,426678,447
2022-02-02$47.06$46.6723.8%7.9%17.9%59.0%27.9%3.7%-0.9%36.3M-350.7M-9.6M0.875.1749,72243,026944,733683,208
2022-02-03$47.02$46.6725.3%7.0%17.4%67.9%24.1%4.1%-1.9%40.0M-358.4M-9.7M0.6814.0999,47167,185950,088677,922
2022-02-04$46.56$46.6725.2%6.9%17.6%67.0%24.1%4.3%-1.4%16.3M-81.9M-9.6M0.7111.5798,73070,356977,646705,828
2022-02-07$46.01$46.6724.7%6.9%17.6%64.5%24.2%4.5%-0.2%614.9K125.9M-9.3M0.6712.9584,87656,559945,519679,431
2022-02-08$46.00$46.6724.6%6.6%17.6%63.5%24.9%3.6%-1.5%1.3M164.2M-9.1M0.838.5865,77554,432957,111688,062
2022-02-09$45.88$48.3324.1%6.5%17.6%60.8%23.7%3.0%-1.2%-5.1M508.4M-9.2M0.5314.6582,67743,8571,035,765775,737
2022-02-10$45.31$48.3325.6%7.3%17.9%76.3%25.4%3.6%-0.4%-27.7M746.6M-9.1M1.1711.17102,702120,1231,050,114791,226
2022-02-11$45.14$48.3327.7%7.8%16.8%88.9%26.8%4.4%-0.7%-8.6M783.9M-9.2M0.6011.23119,55972,2791,068,057815,460
2022-02-14$44.63$46.6727.7%7.9%17.0%89.0%27.9%5.2%-1.3%-18.9M917.3M-8.8M0.624.98133,91182,9891,028,772773,052
2022-02-15$44.64$46.6726.9%7.7%16.2%90.4%26.9%4.2%-1.1%-14.6M851.9M-8.9M0.3411.60170,72458,2871,057,101794,376
2022-02-16$44.75$46.6726.8%7.7%15.1%89.6%26.8%4.5%-0.7%-8.5M809.8M-8.8M0.554.45271,635150,0571,104,840806,703
2022-02-17$46.16$46.6722.3%6.4%18.6%60.0%22.9%4.0%-1.0%54.8M125.4M-9.3M0.403.92438,912175,4551,181,955864,555
2022-02-18$46.12$48.3322.5%6.5%18.3%61.3%23.1%3.9%0.1%20.1M116.1M-8.9M0.743.76171,534127,3201,170,801838,383
2022-02-22$45.47$48.3323.1%6.9%18.8%65.4%23.8%5.2%-1.1%762.6K266.2M-8.4M0.665.5284,48655,986889,077640,755
2022-02-23$45.03$47.3323.8%7.2%18.5%69.9%24.9%4.8%0.2%-16.3M426.4M-8.4M0.504.0897,19448,237905,499657,579
2022-02-24$44.83$46.6723.8%7.0%17.7%70.2%25.2%5.5%1.8%-30.4M523.8M-8.2M0.585.0998,61057,579917,388667,887
2022-02-25$45.38$46.6720.6%6.1%18.2%49.0%22.0%3.8%0.1%5.9M214.3M-8.3M0.863.5067,26357,786958,464676,704
2022-02-28$44.95$46.6721.8%6.9%18.4%56.6%25.1%4.5%0.7%-2.2M401.4M-8.2M0.696.6968,58647,262912,867623,076