WMT Options History — June 2022

In June 2022, WMT traded between $39.57 and $42.39. ATM implied volatility averaged 24.2%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 14.0% (HV 20d: 38.2%). Max pain ranged from $41.67 to $45.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.62.

Notable Days

2022-06-16: Highest Volume — 326,229 contracts
2022-06-13: Largest IV spike — 16.5% change
2022-06-13: Highest IV Rank — 67.8%
2022-06-13: Largest Expected Move — 7.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.81	$39.57	$42.39	$41.93	$40.55
Max Pain	$42.62	$41.67	$45.00	$45.00	$41.67
ATM IV	24.2%	22.2%	27.8%	23.7%	24.4%
Expected Move	6.9%	6.4%	7.9%	7.0%	6.8%
HV 20d	38.2%	20.6%	53.5%	53.5%	20.6%
HV 60d	35.0%	34.5%	35.6%	35.1%	35.3%
IV Rank	50.7%	42.2%	67.8%	49.2%	51.1%
IV Percentile	80.3%	71.4%	96.8%	79.8%	80.2%
Term Structure	0.2%	-0.6%	1.2%	-0.5%	0.1%
VWIV	24.2%	21.9%	28.3%	24.6%	25.1%
Skew 25d	4.3%	3.0%	5.3%	4.3%	4.7%
Skew 10d	8.7%	6.7%	11.3%	8.4%	9.5%
Call IV 25d	22.7%	20.8%	26.3%	22.3%	23.0%
Put IV 25d	27.0%	24.7%	31.5%	26.5%	27.7%
Bid-Ask Spread %	3.04	2.02	5.81	3.25	3.64
Gamma HHI	0.10	0.07	0.14	0.09	0.08
Net GEX	-9.6M	-36.1M	33.3M	-7.0M	2.0M
Net DEX	904.5M	237.1M	1.58B	863.7M	555.9M
Net VEX	-8.2M	-8.8M	-7.4M	-8.6M	-8.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.32	1.00	0.61	0.84
Total Volume	205,692.714	109,845	326,229	242,868	109,845
Total OI	1,869,891.714	1,544,958	2,100,966	1,922,379	1,664,805

Daily Data (21 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
2022-06-01	$41.93	$45.00	23.7%	7.0%	53.5%	49.2%	24.6%	4.3%	-0.5%	-7.0M	863.7M	-8.6M	0.61	3.25	150,603	92,265	1,089,333	833,046
2022-06-02	$42.39	$41.67	22.2%	6.6%	53.3%	42.2%	24.0%	4.2%	-0.3%	6.7M	645.4M	-8.8M	0.93	2.26	155,919	145,629	1,119,069	851,049
2022-06-03	$41.73	$43.33	22.7%	6.6%	53.3%	44.2%	22.9%	3.0%	-0.6%	-26.1M	958.2M	-8.8M	0.52	2.48	143,283	74,793	1,155,978	907,533
2022-06-06	$41.59	$43.33	22.6%	6.4%	53.3%	44.0%	22.6%	3.7%	-0.1%	-18.3M	1.00B	-8.5M	0.44	2.04	119,856	52,932	1,076,316	879,603
2022-06-07	$41.10	$43.33	22.7%	6.4%	52.8%	44.3%	22.3%	4.1%	-0.2%	-28.8M	1.21B	-8.3M	0.42	2.08	217,440	91,224	1,109,799	890,976
2022-06-08	$40.82	$43.33	22.5%	6.8%	52.8%	43.6%	22.5%	3.8%	1.2%	-29.7M	1.26B	-8.2M	0.32	2.40	133,386	43,335	1,151,079	905,955
2022-06-09	$40.50	$43.33	22.9%	6.7%	52.8%	45.2%	23.1%	3.3%	0.6%	-35.7M	1.36B	-8.0M	0.53	2.02	141,222	75,153	1,170,021	906,792
2022-06-10	$40.72	$43.33	23.9%	7.0%	52.9%	49.9%	23.8%	3.9%	0.9%	-24.8M	1.23B	-8.1M	0.97	2.21	146,520	141,420	1,192,164	908,802
2022-06-13	$39.78	$43.33	27.8%	7.9%	52.8%	67.8%	28.3%	5.2%	0.4%	-28.7M	1.42B	-8.0M	1.00	3.39	92,697	92,553	1,131,171	869,808
2022-06-14	$39.80	$43.33	26.8%	7.7%	52.9%	63.2%	26.7%	4.9%	0.5%	-34.4M	1.44B	-7.8M	0.84	4.20	80,712	67,593	1,137,987	882,258
2022-06-15	$39.87	$43.33	24.9%	7.2%	36.1%	54.3%	25.3%	5.0%	0.5%	-36.1M	1.44B	-7.8M	0.73	5.81	101,361	73,626	1,144,980	892,683
2022-06-16	$40.20	$43.33	26.9%	7.7%	24.1%	63.3%	26.8%	5.3%	-0.6%	-14.4M	1.25B	-8.0M	0.60	4.16	204,462	121,767	1,174,098	885,057
2022-06-17	$39.57	$41.67	25.2%	7.2%	23.5%	55.7%	24.8%	4.4%	0.8%	-27.8M	1.58B	-7.4M	0.54	2.37	194,193	104,364	1,189,524	906,546
2022-06-21	$40.78	$41.67	24.7%	7.0%	25.8%	53.2%	24.4%	4.3%	0.2%	11.5M	444.1M	-8.0M	0.47	3.22	139,020	65,922	878,382	666,576
2022-06-22	$40.30	$41.67	24.7%	7.1%	24.4%	53.2%	25.2%	4.3%	0.3%	-873.0K	621.4M	-7.9M	0.52	3.22	102,450	53,718	891,474	682,182
2022-06-23	$41.21	$41.67	24.0%	6.8%	24.7%	49.9%	24.4%	4.2%	0.1%	22.8M	266.0M	-8.5M	0.49	2.73	144,147	70,560	915,018	694,761
2022-06-24	$41.28	$41.67	23.3%	6.5%	24.5%	46.6%	22.5%	3.8%	0.4%	33.3M	237.1M	-8.4M	0.38	2.66	164,016	61,794	934,623	717,051
2022-06-27	$41.36	$41.67	23.3%	6.5%	23.1%	46.4%	21.9%	4.5%	-0.1%	21.4M	257.5M	-8.3M	0.43	3.76	82,794	35,835	901,956	689,874
2022-06-28	$40.83	$41.67	23.7%	6.7%	22.5%	47.7%	22.8%	4.3%	-0.2%	9.5M	448.0M	-8.1M	0.60	3.06	74,859	44,712	923,700	700,209
2022-06-29	$40.66	$41.67	24.3%	6.8%	22.3%	50.7%	24.4%	4.4%	-0.1%	4.7M	498.9M	-8.0M	0.77	2.90	63,210	48,357	935,334	710,154
2022-06-30	$40.55	$41.67	24.4%	6.8%	20.6%	51.1%	25.1%	4.7%	0.1%	2.0M	555.9M	-8.0M	0.84	3.64	59,637	50,208	946,176	718,629