WMT Options History — August 2023

In August 2023, WMT traded between $51.85 and $54.21. ATM implied volatility averaged 17.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 6.0% (HV 20d: 11.3%). Max pain ranged from $50.00 to $51.67. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.81.

Notable Days

2023-08-17: Highest Volume — 619,731 contracts
2023-08-17: Largest IV drop — 21.6% change
2023-08-16: Highest IV Rank — 51.0%
2023-08-02: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.04	$51.85	$54.21	$53.00	$54.21
Max Pain	$51.45	$50.00	$51.67	$51.67	$51.67
ATM IV	17.3%	11.1%	21.6%	18.6%	11.1%
Expected Move	4.9%	3.2%	6.5%	6.1%	3.2%
HV 20d	11.3%	8.7%	14.0%	11.9%	14.0%
HV 60d	12.4%	11.6%	12.8%	12.1%	12.8%
IV Rank	29.1%	0.0%	51.0%	35.4%	0.0%
IV Percentile	33.2%	0.0%	67.1%	30.6%	0.0%
Term Structure	-0.4%	-1.4%	0.5%	-0.9%	0.3%
VWIV	17.5%	11.7%	23.7%	22.7%	11.7%
Skew 25d	3.1%	2.5%	3.6%	3.0%	2.5%
Skew 10d	6.3%	5.4%	7.5%	5.7%	5.5%
Call IV 25d	16.2%	11.0%	20.5%	17.6%	11.0%
Put IV 25d	19.3%	13.5%	23.6%	20.6%	13.5%
Bid-Ask Spread %	1.77	1.55	2.02	1.82	1.74
Gamma HHI	0.15	0.12	0.22	0.13	0.22
Net GEX	61.8M	-16.5M	126.7M	66.6M	126.7M
Net DEX	-1.07B	-1.72B	-286.8M	-1.07B	-1.72B
Net VEX	-9.4M	-10.0M	-8.9M	-9.1M	-9.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.22	1.71	0.59	0.99
Total Volume	158,165.478	52,827	619,731	78,006	114,546
Total OI	1,483,145.478	1,357,527	1,787,328	1,364,613	1,539,846

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
2023-08-01	$53.00	$51.67	18.6%	6.1%	11.9%	35.4%	22.7%	3.0%	-0.9%	66.6M	-1.07B	-9.1M	0.59	1.82	48,924	29,082	721,611	643,002
2023-08-02	$52.97	$51.67	19.2%	6.5%	11.9%	38.8%	23.7%	3.1%	-1.0%	60.2M	-1.03B	-9.7M	0.69	1.88	70,479	48,615	734,550	653,475
2023-08-03	$53.13	$50.00	19.7%	5.3%	11.5%	41.4%	18.9%	3.0%	-1.0%	64.6M	-1.14B	-9.4M	0.66	1.76	43,011	28,311	733,044	660,072
2023-08-04	$52.78	$50.00	19.5%	5.2%	8.7%	40.2%	19.4%	3.1%	-1.0%	43.7M	-1.00B	-9.3M	0.79	2.02	47,733	37,635	743,688	666,618
2023-08-07	$53.40	$50.00	20.2%	5.5%	9.2%	43.6%	19.4%	3.0%	-0.7%	65.0M	-1.25B	-9.5M	0.52	1.71	76,641	40,086	709,059	648,468
2023-08-08	$53.56	$51.67	20.4%	5.6%	9.0%	44.8%	19.5%	3.4%	-0.6%	65.1M	-1.32B	-9.2M	0.49	1.62	55,491	26,976	715,503	662,634
2023-08-09	$53.68	$51.67	20.5%	5.7%	8.9%	45.5%	19.9%	3.2%	-0.7%	75.9M	-1.37B	-9.6M	0.22	1.63	188,946	42,036	731,013	664,827
2023-08-10	$53.38	$51.67	20.4%	5.6%	9.1%	44.6%	19.7%	3.2%	-0.9%	62.5M	-1.22B	-9.4M	0.81	1.70	87,177	70,518	728,109	674,514
2023-08-11	$53.70	$51.67	21.0%	5.8%	9.2%	47.9%	19.8%	3.1%	-1.4%	69.7M	-1.38B	-9.9M	1.27	1.69	68,769	87,045	770,313	709,542
2023-08-14	$53.21	$51.67	21.1%	5.9%	10.0%	48.0%	20.6%	3.6%	-0.7%	53.7M	-1.12B	-9.6M	0.59	1.82	97,368	57,417	757,011	712,344
2023-08-15	$53.01	$51.67	21.6%	6.1%	10.1%	50.6%	22.3%	3.3%	-0.7%	50.3M	-1.02B	-9.9M	0.84	1.68	56,148	47,196	786,708	738,003
2023-08-16	$52.98	$51.67	21.6%	6.2%	10.1%	51.0%	22.3%	3.1%	-0.9%	51.6M	-988.5M	-10.0M	0.82	1.72	219,228	179,607	800,775	751,602
2023-08-17	$51.85	$51.67	17.0%	4.9%	11.2%	27.4%	16.6%	3.1%	-0.0%	-16.5M	-286.8M	-9.4M	0.63	1.64	379,614	240,117	897,726	813,771
2023-08-18	$52.68	$51.67	14.7%	4.2%	12.3%	16.1%	15.9%	2.6%	0.1%	57.5M	-866.5M	-9.4M	0.85	1.68	212,376	181,077	952,317	835,011
2023-08-21	$52.56	$51.67	14.2%	4.2%	12.2%	13.3%	14.7%	3.1%	0.2%	50.9M	-818.3M	-9.3M	0.65	1.96	75,951	49,497	769,629	680,295
2023-08-22	$52.22	$51.67	15.7%	4.3%	12.4%	21.1%	15.4%	3.4%	0.0%	31.4M	-644.4M	-9.3M	0.76	1.61	55,626	42,360	785,850	690,990
2023-08-23	$52.67	$51.67	13.7%	4.1%	12.8%	10.8%	14.2%	3.1%	0.4%	63.5M	-914.2M	-9.3M	0.93	1.87	62,247	57,642	803,109	698,373
2023-08-24	$52.37	$51.67	15.8%	4.2%	12.9%	21.6%	15.0%	3.2%	0.1%	40.6M	-751.3M	-9.5M	0.77	1.86	53,253	41,217	817,800	711,507
2023-08-25	$52.63	$51.67	13.2%	3.9%	13.0%	8.3%	13.7%	2.9%	0.5%	58.0M	-916.3M	-9.2M	0.86	1.92	50,031	43,002	819,042	712,422
2023-08-28	$52.83	$51.67	13.0%	3.8%	13.0%	7.1%	13.1%	2.7%	0.3%	72.5M	-1.01B	-9.1M	1.71	1.77	19,467	33,360	786,978	683,847
2023-08-29	$53.36	$51.67	12.7%	3.5%	13.5%	5.8%	11.9%	2.9%	0.3%	94.5M	-1.30B	-9.1M	0.63	1.55	54,132	34,029	791,046	698,826
2023-08-30	$53.64	$51.67	12.7%	3.4%	13.6%	5.7%	11.7%	2.6%	-0.2%	112.5M	-1.48B	-8.9M	1.48	2.02	33,819	50,004	800,325	707,151
2023-08-31	$54.21	$51.67	11.1%	3.2%	14.0%	0.0%	11.7%	2.5%	0.3%	126.7M	-1.72B	-9.1M	0.99	1.74	57,588	56,958	806,550	733,296