WMT Options History — July 2022

In July 2022, WMT traded between $40.62 and $44.16. ATM implied volatility averaged 25.8%, placing in the 57.6% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 4.5% (HV 20d: 21.3%). Max pain ranged from $41.67 to $41.67. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.83.

Notable Days

  • 2022-07-26: Highest Volume — 799,842 contracts
  • 2022-07-18: Largest IV spike — 15.0% change
  • 2022-07-26: Highest IV Rank — 77.4%
  • 2022-07-26: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.53$40.62$44.16$40.79$44.05
Max Pain$41.67$41.67$41.67$41.67$41.67
ATM IV25.8%22.3%29.9%23.8%25.8%
Expected Move8.1%6.3%9.1%6.3%7.9%
HV 20d21.3%13.0%35.1%20.3%35.1%
HV 60d35.5%34.4%39.2%35.3%39.2%
IV Rank57.6%40.8%77.4%48.0%57.6%
IV Percentile84.4%63.1%98.8%75.8%83.3%
Term Structure0.8%-1.4%5.8%0.2%-1.4%
VWIV28.7%22.3%31.8%22.3%28.8%
Skew 25d4.5%3.6%5.1%4.5%4.1%
Skew 10d9.2%7.8%10.2%8.9%7.8%
Call IV 25d24.0%20.8%28.0%21.9%24.5%
Put IV 25d28.5%24.5%32.8%26.4%28.5%
Bid-Ask Spread %5.302.4410.772.756.40
Gamma HHI0.100.050.310.090.22
Net GEX32.1M-22.3M97.8M-564.1K97.8M
Net DEX-674.0K-858.2M996.9M410.7M-858.2M
Net VEX-8.6M-10.0M-7.9M-7.9M-10.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.281.990.770.84
Total Volume242,795.499,864799,842114,342384,948
Total OI1,621,280.11,346,7932,009,1691,681,7522,009,169

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$40.79$41.6723.8%6.3%20.3%48.0%22.3%4.5%0.2%-564.1K410.7M-7.9M0.772.7564,59949,743956,328725,424
2022-07-05$41.43$41.6724.7%8.2%20.5%52.2%29.3%5.1%0.5%18.0M284.5M-8.1M1.015.5658,81259,490880,035686,745
2022-07-06$42.00$41.6723.7%8.2%21.0%47.8%28.8%4.4%0.6%35.6M73.5M-8.3M0.3810.67169,63263,984891,573703,197
2022-07-07$41.79$41.6723.6%8.1%20.6%47.1%29.0%4.0%0.9%31.1M160.5M-8.2M0.6110.0379,80348,435916,971719,181
2022-07-08$41.88$41.6722.3%7.9%20.4%40.8%27.4%3.6%0.9%37.4M141.5M-8.0M0.2810.77163,19745,846922,575726,795
2022-07-11$41.78$41.6724.0%8.1%20.2%48.9%29.1%4.6%4.2%22.5M230.1M-7.9M0.629.1061,55738,307872,610687,276
2022-07-12$41.66$41.6724.3%8.3%20.2%50.6%29.7%4.7%4.3%19.4M249.2M-7.9M0.896.9964,92657,849884,244697,368
2022-07-13$41.84$41.6723.8%8.2%18.1%48.1%29.4%4.3%5.1%22.6M195.9M-8.0M1.996.0161,497122,616891,117710,664
2022-07-14$42.65$41.6724.9%8.2%19.0%53.3%29.9%4.6%4.7%52.2M-107.1M-8.3M0.802.95107,83285,782902,514743,460
2022-07-15$43.01$41.6724.4%8.1%19.0%51.0%28.0%3.7%5.8%77.0M-188.4M-8.4M0.712.44147,165104,469906,297760,107
2022-07-18$42.93$41.6728.1%8.4%19.1%68.5%29.8%4.6%-1.3%23.0M-66.8M-8.4M0.372.45190,57270,335734,592612,201
2022-07-19$43.21$41.6728.0%8.2%17.7%68.1%29.1%4.9%-0.8%37.9M-154.1M-8.6M1.062.8878,05183,061793,467628,284
2022-07-20$43.65$41.6728.4%8.1%15.1%70.0%28.7%5.0%-0.9%48.8M-279.6M-9.0M0.562.76100,57255,941817,623667,092
2022-07-21$44.16$41.6727.6%8.0%14.2%66.4%28.6%4.7%-0.8%59.1M-472.6M-9.1M0.662.80115,83976,875832,428685,590
2022-07-22$43.92$41.6727.5%8.0%13.0%65.6%29.1%4.5%-1.4%26.3M-320.8M-9.3M1.043.6883,22386,592851,745718,821
2022-07-25$43.89$41.6727.8%8.4%13.1%67.3%29.8%5.1%-1.0%26.4M-237.9M-9.4M1.792.9552,83694,638828,459692,670
2022-07-26$40.62$41.6729.9%9.1%31.4%77.4%31.8%4.8%-1.4%-22.3M996.9M-8.2M0.885.32426,591373,251847,521752,271
2022-07-27$42.14$41.6726.9%8.1%33.8%63.0%28.1%4.8%-0.9%19.1M204.0M-9.3M0.564.37273,321154,251989,814874,413
2022-07-28$43.13$41.6726.3%8.0%34.6%60.1%28.4%4.2%-1.1%10.9M-274.9M-9.8M0.805.19276,879222,5911,001,088903,873
2022-07-29$44.05$41.6725.8%7.9%35.1%57.6%28.8%4.1%-1.4%97.8M-858.2M-10.0M0.846.40209,661175,2871,042,302966,867