WMT Options History — August 2022

In August 2022, WMT traded between $41.94 and $46.54. ATM implied volatility averaged 23.4%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 12.7% (HV 20d: 36.0%). Max pain ranged from $41.67 to $45.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.84.

Notable Days

2022-08-16: Highest Volume — 1,419,150 contracts
2022-08-16: Largest IV drop — 25.9% change
2022-08-04: Highest IV Rank — 69.5%
2022-08-03: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.27	$41.94	$46.54	$44.30	$44.23
Max Pain	$43.77	$41.67	$45.00	$41.67	$43.33
ATM IV	23.4%	18.8%	28.3%	26.7%	22.3%
Expected Move	6.7%	5.3%	8.8%	8.5%	6.3%
HV 20d	36.0%	28.1%	42.9%	35.1%	29.2%
HV 60d	33.1%	28.0%	39.7%	39.1%	28.6%
IV Rank	46.0%	24.0%	69.5%	61.9%	41.0%
IV Percentile	62.5%	30.2%	96.4%	86.9%	53.2%
Term Structure	-0.3%	-1.3%	0.6%	-1.1%	-0.2%
VWIV	23.7%	19.2%	31.2%	30.5%	22.0%
Skew 25d	3.8%	2.5%	4.8%	4.7%	3.5%
Skew 10d	7.9%	5.3%	10.5%	9.2%	7.8%
Call IV 25d	21.9%	17.9%	26.8%	24.6%	21.0%
Put IV 25d	25.7%	20.8%	31.4%	29.3%	24.5%
Bid-Ask Spread %	2.84	1.50	5.72	5.54	2.86
Gamma HHI	0.09	0.06	0.19	0.07	0.08
Net GEX	30.5M	-55.1M	125.1M	50.0M	5.4M
Net DEX	-483.6M	-2.17B	633.9M	-701.3M	-91.7M
Net VEX	-9.6M	-10.0M	-9.1M	-10.0M	-9.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.39	2.47	0.67	0.58
Total Volume	365,636.348	125,571	1,419,150	255,318	176,001
Total OI	2,032,598.348	1,821,783	2,678,619	1,867,083	1,936,191

Daily Data (23 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
2022-08-01	$44.30	$41.67	26.7%	8.5%	35.1%	61.9%	30.5%	4.7%	-1.1%	50.0M	-701.3M	-10.0M	0.67	5.54	152,715	102,603	988,731	878,352
2022-08-02	$44.38	$41.67	26.5%	8.6%	34.8%	61.0%	30.6%	4.5%	-1.2%	56.2M	-708.4M	-10.0M	0.76	5.72	118,614	89,577	1,014,210	894,264
2022-08-03	$43.62	$41.67	26.6%	8.8%	35.3%	61.3%	31.2%	4.7%	-0.8%	30.7M	-297.2M	-9.9M	1.16	2.89	139,119	161,625	1,032,204	905,493
2022-08-04	$41.94	$45.00	28.3%	7.7%	38.2%	69.5%	26.7%	4.7%	-1.2%	-22.4M	633.9M	-9.4M	1.23	2.04	214,578	263,349	1,053,207	936,591
2022-08-05	$42.13	$45.00	27.0%	7.4%	38.2%	63.5%	25.3%	4.2%	-1.0%	-279.0K	446.7M	-9.3M	0.91	1.72	209,733	190,020	1,106,643	941,130
2022-08-08	$42.50	$45.00	26.8%	7.2%	38.3%	62.6%	26.4%	4.8%	-1.3%	19.2M	208.8M	-9.3M	0.63	2.10	117,891	74,811	1,031,286	873,051
2022-08-09	$42.89	$45.00	26.8%	7.3%	38.4%	62.5%	25.3%	4.8%	-1.3%	39.1M	-17.5M	-9.5M	0.39	1.81	122,622	47,502	1,048,485	891,987
2022-08-10	$43.04	$45.00	25.4%	7.0%	38.4%	55.7%	24.7%	4.2%	-0.9%	52.5M	-97.4M	-9.3M	0.43	1.77	174,087	75,414	1,056,513	907,695
2022-08-11	$43.33	$45.00	25.8%	7.2%	37.9%	57.8%	25.7%	4.2%	-0.6%	75.6M	-239.8M	-9.6M	0.47	2.56	153,885	71,571	1,047,723	926,667
2022-08-12	$44.12	$45.00	25.6%	7.3%	38.3%	56.5%	24.3%	3.9%	-0.0%	91.2M	-783.9M	-9.5M	0.49	4.52	232,155	113,151	1,042,827	934,443
2022-08-15	$44.27	$45.00	26.3%	7.4%	38.3%	60.0%	28.1%	3.8%	-0.5%	44.4M	-666.8M	-9.5M	1.01	2.06	428,145	431,124	994,830	880,488
2022-08-16	$46.54	$45.00	19.5%	5.6%	42.0%	27.4%	20.1%	2.7%	0.2%	125.1M	-2.00B	-9.1M	0.59	2.09	893,571	525,579	1,132,413	1,110,183
2022-08-17	$46.50	$43.33	19.4%	5.6%	41.9%	27.0%	20.0%	2.5%	0.5%	118.6M	-2.17B	-9.4M	0.55	3.14	572,034	313,977	1,260,855	1,231,314
2022-08-18	$46.38	$43.33	18.8%	5.3%	41.9%	24.0%	19.2%	2.9%	0.6%	70.8M	-1.91B	-9.6M	0.90	1.50	273,831	245,094	1,309,212	1,297,539
2022-08-19	$45.76	$43.33	19.8%	5.7%	42.2%	29.0%	19.4%	3.1%	-0.4%	-19.8M	-1.40B	-9.6M	1.73	1.85	140,196	242,187	1,329,666	1,348,953
2022-08-22	$44.86	$43.33	20.8%	5.9%	42.9%	33.8%	21.2%	3.3%	0.4%	-1.9M	-267.1M	-9.4M	2.47	2.84	73,899	182,295	946,905	874,878
2022-08-23	$44.75	$43.33	20.6%	5.8%	31.4%	32.8%	20.3%	3.2%	0.1%	-13.7M	-187.9M	-9.6M	1.00	2.26	89,763	89,940	969,045	929,451
2022-08-24	$45.04	$43.33	20.0%	5.6%	29.0%	29.8%	19.4%	3.0%	0.1%	3.3M	-384.9M	-9.6M	0.73	2.75	102,891	75,510	988,920	938,655
2022-08-25	$45.26	$43.33	19.1%	5.3%	28.1%	25.7%	19.2%	3.0%	0.3%	23.6M	-546.1M	-9.6M	0.49	2.60	101,499	49,770	1,020,447	949,368
2022-08-26	$43.86	$43.33	21.1%	5.9%	29.6%	35.0%	20.7%	3.4%	0.2%	-55.1M	266.4M	-9.6M	0.68	3.46	170,406	115,698	1,041,243	965,994
2022-08-29	$44.39	$43.33	21.7%	6.2%	29.8%	38.1%	22.5%	3.5%	0.3%	7.1M	-158.6M	-9.9M	0.82	2.74	90,888	74,745	991,875	877,623
2022-08-30	$44.14	$43.33	22.4%	6.3%	29.9%	41.5%	22.2%	3.7%	0.2%	2.5M	-53.0M	-9.9M	0.74	4.48	72,081	53,490	1,015,131	897,081
2022-08-31	$44.23	$43.33	22.3%	6.3%	29.2%	41.0%	22.0%	3.5%	-0.2%	5.4M	-91.7M	-9.9M	0.58	2.86	111,546	64,455	1,028,373	907,818