WMT Options History — October 2023

In October 2023, WMT traded between $51.84 and $54.46. ATM implied volatility averaged 19.9%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 6.5% (HV 20d: 13.4%). Max pain ranged from $51.67 to $55.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.19.

Notable Days

2023-10-06: Highest Volume — 469,515 contracts
2023-10-06: Largest IV spike — 12.4% change
2023-10-26: Highest IV Rank — 65.2%
2023-10-27: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.41	$51.84	$54.46	$53.32	$54.43
Max Pain	$52.80	$51.67	$55.00	$53.33	$52.50
ATM IV	19.9%	15.8%	24.0%	15.8%	21.0%
Expected Move	6.3%	4.6%	7.5%	4.6%	7.3%
HV 20d	13.4%	10.4%	15.8%	10.5%	15.0%
HV 60d	12.3%	11.2%	13.2%	11.2%	13.0%
IV Rank	44.2%	23.0%	65.2%	23.3%	50.0%
IV Percentile	59.7%	23.8%	86.9%	24.2%	75.8%
Term Structure	0.5%	-1.3%	4.7%	-0.1%	-0.6%
VWIV	22.4%	16.6%	27.8%	17.1%	25.0%
Skew 25d	4.0%	3.6%	4.5%	3.6%	3.9%
Skew 10d	8.4%	6.9%	10.0%	7.9%	8.5%
Call IV 25d	18.1%	14.3%	22.1%	14.3%	19.5%
Put IV 25d	22.1%	17.9%	26.1%	17.9%	23.4%
Bid-Ask Spread %	2.17	1.47	3.49	1.86	2.38
Gamma HHI	0.15	0.12	0.20	0.14	0.18
Net GEX	42.2M	-16.3M	86.0M	32.0M	72.0M
Net DEX	-809.4M	-1.25B	-95.1M	-697.3M	-1.18B
Net VEX	-9.8M	-10.1M	-9.4M	-9.9M	-9.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.19	0.57	2.69	0.83	0.92
Total Volume	108,581.864	50,658	469,515	78,843	50,658
Total OI	1,539,021.955	1,425,528	1,680,714	1,437,222	1,478,508

Daily Data (22 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
2023-10-02	$53.32	$53.33	15.8%	4.6%	10.5%	23.3%	17.1%	3.6%	-0.1%	32.0M	-697.3M	-9.9M	0.83	1.86	43,059	35,784	736,824	700,398
2023-10-03	$53.03	$53.33	16.9%	4.9%	10.4%	28.4%	18.9%	4.0%	-0.0%	25.0M	-606.8M	-9.8M	1.08	1.61	36,597	39,642	749,484	708,054
2023-10-04	$53.56	$53.33	16.5%	4.7%	10.7%	26.4%	16.6%	3.6%	-0.0%	44.9M	-883.4M	-9.9M	1.03	1.47	31,308	32,358	760,062	720,960
2023-10-05	$53.14	$55.00	16.6%	5.8%	10.4%	26.9%	20.1%	3.6%	-0.0%	11.8M	-610.2M	-10.0M	1.12	3.25	24,273	27,285	766,878	729,183
2023-10-06	$52.06	$55.00	18.6%	6.3%	12.3%	37.1%	22.9%	4.5%	-0.2%	-12.5K	-106.0M	-9.6M	1.23	3.49	210,258	259,257	772,482	732,753
2023-10-09	$51.84	$53.33	18.9%	6.5%	12.2%	38.4%	22.6%	4.2%	3.8%	-16.3M	-95.1M	-9.8M	0.87	1.98	70,992	61,917	782,010	780,675
2023-10-10	$52.49	$53.33	17.7%	6.3%	13.1%	32.6%	20.9%	3.7%	4.3%	8.8M	-440.6M	-9.7M	0.96	1.74	44,724	42,948	797,322	793,176
2023-10-11	$52.80	$53.33	15.8%	5.8%	13.4%	23.0%	21.9%	3.7%	4.5%	21.7M	-606.2M	-9.5M	0.97	2.29	41,388	40,203	797,124	801,003
2023-10-12	$53.02	$53.33	16.8%	5.9%	13.3%	27.8%	21.3%	3.7%	4.7%	40.7M	-697.4M	-9.7M	1.04	1.93	34,530	35,904	809,937	812,085
2023-10-13	$53.17	$53.33	18.6%	6.2%	13.4%	37.0%	19.9%	3.9%	4.5%	54.6M	-781.7M	-9.7M	0.57	2.08	81,723	46,722	809,262	820,374
2023-10-16	$53.77	$53.33	20.2%	6.1%	14.0%	45.1%	22.1%	4.1%	-0.8%	64.1M	-1.05B	-9.8M	0.86	2.19	97,932	84,222	818,148	771,339
2023-10-17	$53.63	$51.67	21.2%	6.2%	14.0%	49.9%	22.6%	4.2%	-1.0%	54.7M	-1.04B	-9.7M	1.17	1.95	31,632	37,080	839,436	790,278
2023-10-18	$53.82	$51.67	22.8%	6.5%	14.0%	58.0%	22.4%	4.5%	-1.3%	64.8M	-1.11B	-10.0M	1.87	2.31	41,148	76,923	847,419	802,065
2023-10-19	$53.56	$51.67	23.0%	6.7%	13.5%	60.1%	23.3%	4.3%	-1.2%	33.1M	-943.9M	-10.1M	1.74	2.21	27,657	48,012	853,899	822,396
2023-10-20	$52.97	$51.67	22.5%	6.6%	13.9%	57.5%	23.0%	4.5%	-1.3%	14.1M	-589.8M	-9.9M	1.17	2.00	49,110	57,213	859,479	821,235
2023-10-23	$53.73	$51.67	22.8%	6.9%	15.0%	59.2%	23.5%	4.4%	-0.9%	59.8M	-930.1M	-9.8M	1.19	2.35	47,553	56,397	749,568	675,960
2023-10-24	$54.46	$51.67	21.3%	6.7%	15.8%	51.7%	23.4%	4.1%	-0.7%	86.0M	-1.25B	-9.7M	1.26	1.84	39,249	49,560	763,512	691,254
2023-10-25	$54.22	$51.67	22.1%	7.1%	15.6%	55.5%	24.7%	4.1%	-0.8%	73.8M	-1.13B	-9.9M	0.99	2.43	44,487	44,199	770,532	699,837
2023-10-26	$54.02	$51.67	24.0%	7.3%	15.5%	65.2%	27.8%	4.0%	-0.8%	69.5M	-1.05B	-9.8M	2.69	1.96	28,323	76,122	779,991	706,137
2023-10-27	$53.67	$52.50	23.9%	7.5%	14.5%	64.7%	26.5%	4.0%	-0.9%	46.6M	-869.0M	-9.7M	1.33	2.10	35,820	47,721	783,555	709,482
2023-10-30	$54.37	$53.33	21.8%	7.5%	15.2%	54.2%	26.1%	4.0%	-0.4%	67.2M	-1.14B	-9.6M	1.19	2.20	35,073	41,838	753,972	690,435
2023-10-31	$54.43	$52.50	21.0%	7.3%	15.0%	50.0%	25.0%	3.9%	-0.6%	72.0M	-1.18B	-9.4M	0.92	2.38	26,433	24,225	769,443	709,065