WMT Options History — June 2023

In June 2023, WMT traded between $49.06 and $52.60. ATM implied volatility averaged 12.8%, placing in the 1.0% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 1.3% (HV 20d: 11.5%). Max pain ranged from $48.33 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.67.

Notable Days

2023-06-15: Highest Volume — 210,000 contracts
2023-06-02: Largest IV drop — 12.6% change
2023-06-01: Highest IV Rank — 6.5%
2023-06-01: Largest Expected Move — 4.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.24	$49.06	$52.60	$49.06	$52.44
Max Pain	$49.84	$48.33	$50.00	$48.33	$50.00
ATM IV	12.8%	11.6%	16.1%	16.1%	11.6%
Expected Move	3.7%	3.2%	4.7%	4.7%	3.2%
HV 20d	11.5%	10.3%	13.3%	10.3%	13.3%
HV 60d	11.3%	10.9%	11.7%	11.2%	11.4%
IV Rank	1.0%	0.0%	6.5%	6.5%	0.0%
IV Percentile	0.5%	0.0%	2.0%	1.6%	0.0%
Term Structure	0.2%	-0.5%	1.2%	-0.3%	0.0%
VWIV	13.1%	11.3%	16.3%	16.3%	11.3%
Skew 25d	2.8%	2.1%	4.0%	4.0%	2.2%
Skew 10d	5.7%	4.1%	7.7%	7.7%	4.1%
Call IV 25d	11.7%	10.8%	14.2%	14.2%	10.8%
Put IV 25d	14.6%	13.0%	18.2%	18.2%	13.0%
Bid-Ask Spread %	2.01	1.53	2.44	2.02	2.37
Gamma HHI	0.19	0.11	0.50	0.12	0.50
Net GEX	93.4M	32.3M	331.3M	51.9M	331.3M
Net DEX	-1.11B	-1.87B	-347.0M	-347.0M	-1.35B
Net VEX	-9.1M	-9.6M	-8.7M	-9.1M	-9.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.29	1.09	0.29	0.45
Total Volume	129,304.571	57,000	210,000	143,931	145,068
Total OI	1,497,385.286	1,220,103	1,732,959	1,568,148	1,408,650

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
2023-06-01	$49.06	$48.33	16.1%	4.7%	10.3%	6.5%	16.3%	4.0%	-0.3%	51.9M	-347.0M	-9.1M	0.29	2.02	111,741	32,190	806,559	761,589
2023-06-02	$49.59	$48.33	14.0%	4.0%	11.1%	0.0%	14.1%	3.6%	-0.2%	156.1M	-755.6M	-8.8M	0.54	1.87	80,343	43,377	830,784	770,742
2023-06-05	$50.01	$50.00	14.0%	4.1%	11.2%	0.0%	13.7%	3.3%	0.2%	83.2M	-905.2M	-8.9M	0.35	1.66	100,350	35,514	797,415	745,086
2023-06-06	$49.88	$50.00	13.2%	3.8%	10.8%	0.0%	13.4%	3.3%	0.2%	71.4M	-843.8M	-8.7M	0.64	2.05	58,929	37,935	809,574	759,816
2023-06-07	$50.09	$50.00	13.4%	3.8%	10.9%	1.3%	13.6%	3.2%	0.1%	79.9M	-912.9M	-8.9M	1.02	2.16	53,706	54,573	824,181	774,402
2023-06-08	$50.77	$50.00	12.6%	4.0%	12.0%	0.0%	13.0%	3.1%	0.2%	123.0M	-1.32B	-9.1M	0.62	2.25	75,270	46,521	841,281	811,818
2023-06-09	$51.15	$50.00	13.2%	3.6%	12.2%	3.3%	12.9%	3.2%	0.0%	109.8M	-1.50B	-9.0M	0.73	1.70	61,812	45,357	836,223	829,377
2023-06-12	$51.38	$50.00	12.9%	3.7%	12.3%	1.8%	13.1%	2.9%	0.1%	95.6M	-1.37B	-8.8M	1.09	1.81	58,377	63,624	781,275	799,617
2023-06-13	$51.58	$50.00	12.9%	3.7%	11.9%	1.7%	13.1%	3.0%	0.1%	103.9M	-1.49B	-8.7M	0.98	1.53	94,554	92,949	789,999	821,640
2023-06-14	$52.29	$50.00	12.5%	3.9%	11.7%	0.0%	13.5%	2.8%	1.2%	107.5M	-1.76B	-8.8M	0.65	1.90	112,152	72,810	796,029	849,387
2023-06-15	$52.60	$50.00	12.5%	3.5%	11.6%	0.3%	13.5%	2.5%	-0.5%	102.2M	-1.87B	-8.8M	0.71	1.87	122,922	87,078	814,980	880,101
2023-06-16	$52.01	$50.00	12.9%	3.7%	12.0%	2.3%	14.0%	2.7%	0.2%	39.1M	-1.60B	-9.0M	0.70	1.63	88,428	62,094	833,967	898,992
2023-06-20	$51.49	$50.00	12.7%	3.6%	12.0%	1.1%	13.7%	2.6%	0.3%	32.3M	-758.7M	-9.1M	0.62	2.33	80,265	49,641	604,779	615,324
2023-06-21	$51.42	$50.00	12.2%	3.5%	11.4%	0.0%	13.7%	2.4%	0.3%	39.2M	-794.9M	-8.9M	0.44	2.44	110,289	48,321	646,734	628,785
2023-06-22	$51.91	$50.00	12.1%	3.5%	11.6%	0.0%	12.2%	2.1%	0.4%	94.3M	-1.07B	-9.6M	0.48	2.09	85,830	40,929	700,143	641,628
2023-06-23	$51.85	$50.00	12.3%	3.5%	11.5%	1.2%	13.1%	2.6%	0.5%	78.3M	-1.04B	-9.6M	0.78	2.19	53,835	42,183	709,572	650,064
2023-06-26	$51.71	$50.00	12.3%	3.5%	10.9%	0.7%	12.1%	2.3%	0.3%	70.0M	-953.5M	-9.3M	0.94	2.16	60,285	56,514	679,329	628,641
2023-06-27	$51.60	$50.00	12.0%	3.3%	11.0%	0.0%	11.7%	2.5%	0.4%	68.3M	-892.8M	-9.5M	0.54	1.98	37,020	19,980	700,932	640,404
2023-06-28	$51.79	$50.00	12.1%	3.4%	10.9%	0.4%	11.6%	2.3%	0.2%	77.5M	-973.1M	-9.6M	0.88	1.96	34,011	29,832	705,783	646,773
2023-06-29	$51.35	$50.00	12.3%	3.4%	11.6%	1.2%	12.0%	2.6%	0.0%	47.0M	-766.9M	-9.3M	0.53	2.23	84,336	44,451	712,815	659,901
2023-06-30	$52.44	$50.00	11.6%	3.2%	13.3%	0.0%	11.3%	2.2%	0.0%	331.3M	-1.35B	-9.4M	0.45	2.37	100,149	44,919	734,061	674,589