WMT Options History — April 2022

In April 2022, WMT traded between $50.20 and $53.34. ATM implied volatility averaged 22.0%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 4.2% (HV 20d: 17.8%). Max pain ranged from $46.67 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.71.

Notable Days

  • 2022-04-07: Highest Volume — 606,099 contracts
  • 2022-04-18: Largest IV spike — 13.0% change
  • 2022-04-26: Highest IV Rank — 90.5%
  • 2022-04-29: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.86$50.20$53.34$50.20$51.20
Max Pain$49.42$46.67$50.00$46.67$50.00
ATM IV22.0%16.8%26.9%16.8%26.6%
Expected Move6.8%5.7%8.1%5.8%8.1%
HV 20d17.8%14.0%20.7%16.7%20.7%
HV 60d18.7%17.9%19.3%18.0%18.9%
IV Rank58.2%23.9%90.5%24.0%88.2%
IV Percentile71.2%31.7%97.2%32.1%95.2%
Term Structure0.1%-1.3%3.1%0.6%-1.3%
VWIV24.2%19.3%29.0%20.3%29.0%
Skew 25d2.7%1.8%3.9%2.0%3.7%
Skew 10d5.3%3.7%7.6%3.8%7.6%
Call IV 25d21.3%15.8%26.3%15.8%26.3%
Put IV 25d24.1%17.8%30.0%17.8%30.0%
Bid-Ask Spread %5.292.1314.275.393.61
Gamma HHI0.180.100.310.190.10
Net GEX95.4M28.0M206.4M121.8M28.0M
Net DEX-1.65B-2.64B-731.7M-1.73B-731.7M
Net VEX-9.8M-10.3M-9.1M-9.4M-10.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.221.370.490.98
Total Volume281,050.8117,888606,099246,876144,021
Total OI1,630,773.451,472,5951,851,5371,632,0421,586,916

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$50.20$46.6716.8%5.8%16.7%24.0%20.3%2.0%0.6%121.8M-1.73B-9.4M0.495.39165,42981,447925,782706,260
2022-04-04$50.25$46.6716.8%5.7%16.6%23.9%19.3%2.9%-0.1%108.6M-1.50B-9.1M0.788.55180,081140,301884,481675,714
2022-04-05$50.55$50.0018.1%6.0%14.0%32.1%20.7%2.7%-0.5%122.1M-1.51B-9.6M0.816.84118,85796,201939,702729,624
2022-04-06$51.63$48.3319.0%6.3%15.1%38.4%22.9%3.7%-0.2%153.9M-2.14B-9.5M0.7111.18263,457187,545932,046727,533
2022-04-07$52.17$48.3320.4%6.5%14.4%47.3%22.9%1.9%-0.4%144.7M-2.41B-9.5M0.372.13442,131163,968952,677775,506
2022-04-08$52.51$48.3319.6%6.3%14.0%42.4%23.0%1.8%-1.0%206.4M-2.64B-9.6M0.392.63340,809133,6771,038,876812,661
2022-04-11$51.41$50.0020.7%6.6%16.5%49.3%23.8%2.8%2.5%86.9M-1.76B-9.7M0.707.35211,677147,375962,124751,731
2022-04-12$50.97$50.0020.1%6.5%16.7%45.6%23.7%3.3%2.9%67.8M-1.46B-9.7M0.912.88137,886125,178973,974768,393
2022-04-13$52.44$50.0020.2%6.6%18.7%46.0%23.0%2.0%3.1%129.1M-2.24B-9.7M0.449.08239,517104,727995,682794,820
2022-04-14$52.43$50.0020.1%6.5%18.8%45.3%22.3%2.1%3.1%165.0M-2.19B-9.8M0.562.41183,498101,9041,007,283832,149
2022-04-18$51.85$50.0022.7%6.7%19.5%62.5%23.4%2.6%-0.5%55.8M-1.27B-9.8M0.532.54127,75867,446787,086685,509
2022-04-19$52.55$50.0022.3%6.5%19.2%59.8%23.9%2.3%-0.6%75.0M-1.59B-9.6M0.553.52130,55771,397807,804706,050
2022-04-20$53.23$50.0022.8%6.5%19.3%63.5%23.3%2.2%-0.4%105.1M-1.92B-9.5M0.224.24363,50181,762836,100722,127
2022-04-21$53.34$50.0024.0%6.9%18.1%71.3%25.0%2.3%-0.8%114.1M-1.96B-9.7M0.333.89205,41666,975860,958728,583
2022-04-22$52.55$50.0024.9%7.2%19.6%76.9%26.2%2.5%-1.1%41.1M-1.45B-10.2M0.735.66132,90997,293845,205741,864
2022-04-25$52.41$50.0026.0%7.5%19.8%84.2%27.6%3.9%-1.0%55.8M-1.31B-10.0M1.373.4471,53898,112793,734697,947
2022-04-26$51.92$50.0026.9%8.0%19.6%90.5%28.9%3.8%-0.9%45.2M-1.10B-10.3M1.243.1667,72583,949802,161718,512
2022-04-27$51.55$50.0026.7%7.9%19.7%88.7%28.3%3.3%-1.1%37.3M-939.0M-10.2M1.1814.2758,37768,727812,154727,866
2022-04-28$52.07$50.0025.9%7.6%19.5%84.0%27.2%3.4%-1.1%44.9M-1.14B-10.2M0.973.0259,82058,068817,767750,108
2022-04-29$51.20$50.0026.6%8.1%20.7%88.2%29.0%3.7%-1.3%28.0M-731.7M-10.3M0.983.6172,60671,415827,202759,714