WMT Options History — October 2022

In October 2022, WMT traded between $42.80 and $47.58. ATM implied volatility averaged 28.6%, placing in the 68.5% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 5.7% (HV 20d: 22.9%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.82.

Notable Days

2022-10-11: Highest Volume — 223,911 contracts
2022-10-17: Largest IV spike — 5.3% change
2022-10-17: Highest IV Rank — 82.7%
2022-10-13: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.99	$42.80	$47.58	$44.20	$47.58
Max Pain	$45.00	$45.00	$45.00	$45.00	$45.00
ATM IV	28.6%	25.4%	31.3%	25.9%	27.8%
Expected Move	8.8%	7.3%	9.5%	7.4%	9.1%
HV 20d	22.9%	20.2%	25.3%	22.4%	20.2%
HV 60d	27.3%	22.7%	30.3%	29.1%	22.7%
IV Rank	68.5%	52.0%	82.7%	54.8%	64.2%
IV Percentile	91.4%	74.6%	99.6%	77.8%	87.3%
Term Structure	0.3%	-2.2%	4.3%	0.0%	-0.5%
VWIV	30.9%	25.9%	33.8%	26.5%	31.9%
Skew 25d	5.4%	4.7%	6.0%	5.4%	4.7%
Skew 10d	11.4%	9.6%	13.2%	11.2%	9.6%
Call IV 25d	26.3%	23.1%	29.2%	23.7%	25.2%
Put IV 25d	31.7%	28.4%	35.3%	29.1%	30.0%
Bid-Ask Spread %	2.17	1.71	2.83	2.31	2.03
Gamma HHI	0.07	0.06	0.11	0.07	0.11
Net GEX	17.9M	-31.6M	73.6M	-7.5M	63.0M
Net DEX	-386.6M	-1.44B	626.9M	-12.8M	-1.26B
Net VEX	-9.7M	-10.0M	-9.4M	-10.0M	-9.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.82	0.52	1.34	1.02	0.75
Total Volume	159,523.429	94,914	223,911	122,955	130,554
Total OI	1,803,003.286	1,580,127	1,941,252	1,728,012	1,683,093

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
2022-10-03	$44.20	$45.00	25.9%	7.4%	22.4%	54.8%	26.5%	5.4%	0.0%	-7.5M	-12.8M	-10.0M	1.02	2.31	60,825	62,130	883,851	844,161
2022-10-04	$44.67	$45.00	25.4%	7.3%	22.7%	52.0%	25.9%	5.4%	0.0%	9.2M	-256.5M	-10.0M	0.76	2.01	77,016	58,872	902,670	857,112
2022-10-05	$44.36	$45.00	25.5%	7.3%	21.1%	52.6%	26.3%	5.1%	-0.0%	858.0K	-99.7M	-10.0M	0.76	2.21	75,393	57,297	926,565	871,182
2022-10-06	$43.93	$45.00	26.3%	8.7%	21.3%	56.8%	30.4%	5.2%	0.1%	-16.4M	96.9M	-9.8M	0.76	2.06	82,656	62,922	939,525	876,855
2022-10-07	$42.80	$45.00	27.7%	8.7%	22.7%	63.8%	30.2%	5.8%	0.0%	-31.6M	626.9M	-9.4M	1.34	2.35	84,144	112,428	952,785	891,402
2022-10-10	$43.22	$45.00	27.5%	8.8%	22.9%	62.9%	30.2%	5.4%	3.2%	-28.3M	378.2M	-9.4M	0.64	1.94	74,412	47,265	921,612	873,090
2022-10-11	$44.29	$45.00	28.0%	8.9%	23.6%	65.6%	32.2%	5.3%	3.0%	793.6K	-134.4M	-9.9M	0.92	2.36	116,724	107,187	943,794	886,221
2022-10-12	$43.77	$45.00	29.0%	9.5%	23.9%	70.7%	31.9%	5.3%	3.9%	-17.9M	137.4M	-9.8M	0.61	1.95	119,499	73,080	962,223	916,083
2022-10-13	$44.11	$45.00	29.6%	9.5%	24.0%	73.7%	33.8%	5.3%	4.3%	-6.8M	-25.1M	-9.9M	0.82	2.83	121,353	99,849	976,074	921,981
2022-10-14	$43.53	$45.00	29.7%	9.3%	24.4%	74.5%	32.6%	5.5%	4.3%	-18.7M	232.3M	-9.7M	0.89	2.27	85,494	75,711	1,006,149	931,872
2022-10-17	$43.94	$45.00	31.3%	9.3%	24.6%	82.7%	32.8%	6.0%	-2.1%	-5.8M	-35.8M	-9.5M	0.86	2.68	67,065	57,402	967,893	877,893
2022-10-18	$44.64	$45.00	30.5%	8.9%	25.3%	78.6%	32.0%	5.6%	-0.8%	20.7M	-371.9M	-9.5M	0.94	2.29	85,575	80,619	978,555	899,319
2022-10-19	$44.47	$45.00	30.8%	8.8%	25.0%	79.8%	32.5%	5.7%	-0.8%	10.3M	-266.3M	-9.6M	0.98	2.20	47,838	47,076	986,007	917,355
2022-10-20	$44.71	$45.00	30.7%	8.9%	24.9%	79.6%	31.1%	5.9%	-1.3%	23.7M	-401.9M	-9.5M	0.90	1.71	58,620	52,656	997,791	927,744
2022-10-21	$45.65	$45.00	30.3%	8.9%	22.6%	77.6%	30.1%	5.7%	-2.2%	71.1M	-902.3M	-9.6M	0.58	2.18	131,694	76,137	1,005,918	935,334
2022-10-24	$46.58	$45.00	30.1%	9.1%	23.0%	76.2%	32.8%	5.4%	-1.0%	51.6M	-979.4M	-9.6M	0.74	2.44	114,153	84,198	846,954	733,173
2022-10-25	$46.73	$45.00	29.3%	8.9%	22.8%	72.1%	31.9%	5.4%	-0.7%	55.4M	-1.07B	-9.6M	0.87	1.92	69,138	60,468	881,736	771,276
2022-10-26	$46.97	$45.00	28.7%	8.9%	22.0%	69.0%	30.3%	5.2%	-0.8%	66.3M	-1.15B	-9.7M	0.52	1.81	132,441	68,295	896,802	785,472
2022-10-27	$47.03	$45.00	28.7%	9.0%	21.7%	69.3%	32.0%	5.2%	-0.9%	73.6M	-1.18B	-9.7M	0.67	2.19	106,914	72,009	918,744	799,929
2022-10-28	$47.53	$45.00	27.5%	8.6%	20.7%	63.0%	31.3%	4.7%	-1.0%	62.7M	-1.44B	-9.7M	0.86	1.85	82,107	70,776	943,299	823,575
2022-10-31	$47.58	$45.00	27.8%	9.1%	20.2%	64.2%	31.9%	4.7%	-0.5%	63.0M	-1.26B	-9.6M	0.75	2.03	74,490	56,064	897,735	785,358