WMT Options History — May 2022

In May 2022, WMT traded between $39.64 and $51.51. ATM implied volatility averaged 27.3%, placing in the 79.3% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 7.0% (HV 20d: 34.3%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2022-05-17: Highest Volume — 1,232,280 contracts
  • 2022-05-18: Largest IV spike — 25.3% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-18: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.99$39.64$51.51$50.63$43.01
Max Pain$47.30$45.00$50.00$50.00$45.00
ATM IV27.3%20.9%34.6%27.8%22.6%
Expected Move7.9%6.1%9.9%8.5%6.7%
HV 20d34.3%17.7%53.3%21.0%53.3%
HV 60d26.4%18.8%35.1%19.1%34.7%
IV Rank79.3%36.2%100.0%96.2%43.9%
IV Percentile93.0%68.3%100.0%99.6%75.8%
Term Structure-0.4%-1.0%0.5%-0.7%-0.5%
VWIV28.2%21.3%33.3%29.9%23.1%
Skew 25d4.3%2.9%6.1%3.2%4.0%
Skew 10d8.8%5.6%13.0%6.5%8.5%
Call IV 25d25.8%19.5%32.0%26.3%21.1%
Put IV 25d30.0%23.0%37.1%29.5%25.1%
Bid-Ask Spread %4.912.2215.483.832.96
Gamma HHI0.110.060.230.100.07
Net GEX5.1M-58.6M50.6M29.7M22.1M
Net DEX456.9M-922.5M2.27B-534.5M376.4M
Net VEX-8.9M-10.2M-7.0M-10.2M-9.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.341.261.260.34
Total Volume395,017.571115,3471,232,280129,564336,552
Total OI1,775,451.7141,523,5502,425,1551,523,5501,860,507

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$50.63$50.0027.8%8.5%21.0%96.2%29.9%3.2%-0.7%29.7M-534.5M-10.2M1.263.8357,25272,312795,279728,271
2022-05-03$50.74$50.0026.5%8.1%21.0%87.8%29.0%2.9%-0.6%29.8M-573.5M-10.0M0.903.4760,70554,642798,459747,849
2022-05-04$51.51$50.0024.4%7.7%21.6%73.7%28.1%4.2%-0.4%50.6M-922.5M-9.7M0.443.6184,81036,912807,498759,279
2022-05-05$50.72$48.3326.9%7.5%20.9%90.3%27.6%4.0%-0.6%28.2M-483.6M-10.1M0.6211.6096,89460,327786,927768,189
2022-05-06$49.90$48.3327.3%7.6%21.1%93.0%26.1%4.9%-0.7%-6.4M-149.8M-9.9M0.968.74118,788114,117790,998780,825
2022-05-09$50.42$48.3328.6%8.0%21.4%100.0%28.7%3.7%-0.3%28.7M-447.8M-9.8M0.654.80116,23575,084780,741750,072
2022-05-10$49.64$48.3329.1%8.1%20.8%100.0%30.2%3.6%-0.9%8.1M-83.0M-9.8M0.767.07119,45791,002798,243770,568
2022-05-11$49.09$48.3329.9%8.5%21.0%100.0%31.1%4.3%-0.3%1.4M81.0M-9.6M0.864.48106,34491,071803,664759,528
2022-05-12$49.12$48.3330.2%8.6%17.7%100.0%30.2%4.2%0.1%-4.8M94.5M-9.6M1.006.5889,03189,328812,520787,098
2022-05-13$49.40$48.3327.8%7.9%18.0%85.9%29.1%6.1%-0.3%-22.2M5.8M-9.5M1.1715.4899,339116,160816,486809,838
2022-05-16$49.30$48.3328.2%8.0%17.7%88.1%29.9%4.1%-0.9%6.0M-75.0M-9.4M1.033.35203,898210,327773,931772,416
2022-05-17$43.97$48.3327.7%7.9%42.8%85.0%27.5%3.6%-0.3%-58.6M1.80B-7.6M1.003.23617,241615,039854,988854,883
2022-05-18$40.70$46.6734.6%9.9%48.3%100.0%33.3%5.2%-1.0%-47.0M2.27B-7.1M0.832.22620,451517,6891,062,459929,493
2022-05-19$39.82$46.6731.2%9.0%48.0%84.1%32.0%5.0%-0.5%-41.9M2.27B-7.0M0.572.72547,083310,0951,218,132977,154
2022-05-20$39.64$45.0029.6%8.5%48.2%76.3%30.2%5.5%-0.1%-33.6M2.23B-7.0M0.442.47431,031189,4591,407,2971,017,858
2022-05-23$40.69$45.0026.5%7.8%50.1%62.1%27.7%4.2%-0.3%5.9M1.13B-7.3M0.403.45399,039159,3901,058,703774,759
2022-05-24$41.51$45.0025.7%7.5%51.4%58.3%26.1%5.1%0.1%14.7M845.5M-8.3M0.383.15242,28992,4931,124,361827,202
2022-05-25$41.13$45.0025.2%7.4%51.4%55.8%25.7%4.6%0.1%11.0M992.1M-8.1M0.353.12207,69972,8551,137,303844,938
2022-05-26$42.05$45.0023.5%6.9%52.3%48.0%24.5%3.5%-0.0%38.0M545.5M-8.4M0.453.98235,692106,6291,183,473853,449
2022-05-27$42.78$45.0020.9%6.1%53.1%36.2%21.3%3.5%0.5%46.6M218.3M-8.7M0.362.82315,723114,8851,210,062888,786
2022-05-31$43.01$45.0022.6%6.7%53.3%43.9%23.1%4.0%-0.5%22.1M376.4M-9.0M0.342.96250,87285,6801,050,150810,357