WMT Options History — November 2023 In November 2023, WMT traded between $51.57 and $56.44. ATM implied volatility averaged 17.1%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 4.6% (HV 20d: 21.7%). Max pain ranged from $52.50 to $53.33. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2023-11-16 : Highest Volume — 1,004,913 contracts2023-11-16 : Largest IV drop — 17.1% change2023-11-07 : Highest IV Rank — 49.7%2023-11-01 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $53.78 $51.57 $56.44 $55.04 $51.85 Max Pain $53.29 $52.50 $53.33 $53.33 $53.33 ATM IV 17.1% 12.2% 20.9% 20.7% 13.3% Expected Move 4.9% 3.7% 7.1% 7.1% 3.9% HV 20d 21.7% 12.1% 31.6% 15.1% 30.7% HV 60d 16.5% 12.5% 20.6% 13.2% 20.6% IV Rank 31.9% 6.8% 49.7% 48.5% 13.9% IV Percentile 43.6% 2.8% 77.4% 75.4% 15.5% Term Structure -0.5% -1.2% 0.3% -0.7% 0.2% VWIV 17.4% 13.0% 24.9% 24.9% 14.2% Skew 25d 2.6% 1.3% 3.9% 3.9% 1.6% Skew 10d 5.4% 2.5% 8.4% 8.2% 2.8% Call IV 25d 16.2% 12.1% 19.7% 18.7% 13.0% Put IV 25d 18.8% 13.5% 23.5% 22.6% 14.6% Bid-Ask Spread % 2.44 1.86 4.25 2.45 2.93 Gamma HHI 0.20 0.14 0.32 0.21 0.16 Net GEX 77.8M -77.8M 201.4M 104.0M 49.6M Net DEX -886.3M -1.99B 421.5M -1.49B -232.5M Net VEX -9.0M -9.4M -8.0M -9.2M -9.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.18 1.41 1.23 0.26 Total Volume 263,577.857 86,052 1,004,913 129,396 278,478 Total OI 1,702,882.714 1,492,260 2,059,416 1,492,260 1,959,285
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 2023-11-01 $55.04 $53.33 20.7% 7.1% 15.1% 48.5% 24.9% 3.9% -0.7% 104.0M -1.49B -9.2M 1.23 2.45 58,071 71,325 776,667 715,593 2023-11-02 $55.25 $53.33 20.3% 5.5% 14.7% 46.6% 19.9% 3.6% -0.6% 112.5M -1.55B -9.4M 0.47 1.98 112,308 52,671 787,041 734,109 2023-11-03 $54.93 $53.33 19.7% 5.3% 12.5% 43.5% 19.0% 3.5% -0.7% 144.9M -1.41B -9.0M 0.83 2.04 66,267 55,278 817,569 746,310 2023-11-06 $54.89 $53.33 20.2% 5.5% 12.3% 46.0% 19.5% 3.9% -1.0% 94.8M -1.35B -9.1M 1.41 1.93 36,414 51,456 806,865 716,460 2023-11-07 $55.41 $53.33 20.9% 5.6% 12.1% 49.7% 20.2% 3.7% -1.2% 115.4M -1.58B -9.0M 1.18 2.64 64,974 76,443 810,828 726,198 2023-11-08 $54.85 $53.33 20.8% 5.7% 12.8% 49.0% 20.1% 3.8% -0.9% 70.9M -1.19B -9.2M 1.32 2.15 47,838 63,150 818,946 770,154 2023-11-09 $54.69 $53.33 20.8% 5.7% 12.9% 48.8% 20.5% 3.8% -1.2% 58.2M -1.12B -9.1M 1.21 2.30 38,919 47,133 822,978 780,540 2023-11-10 $55.46 $53.33 20.2% 5.6% 13.6% 46.0% 19.4% 3.4% -1.2% 88.6M -1.57B -8.9M 0.77 2.30 63,636 49,284 830,763 789,498 2023-11-13 $55.95 $53.33 18.8% 5.3% 13.4% 38.9% 19.3% 3.4% -0.8% 105.4M -1.70B -8.7M 0.70 1.99 66,702 47,013 787,332 764,538 2023-11-14 $55.94 $53.33 18.7% 5.3% 13.4% 38.5% 19.6% 3.1% -0.8% 106.3M -1.69B -8.7M 0.71 2.25 82,989 59,058 809,682 782,388 2023-11-15 $56.44 $53.33 19.8% 5.7% 13.6% 44.0% 20.5% 2.4% -1.1% 117.3M -1.99B -8.7M 0.49 2.40 261,135 127,977 835,683 804,096 2023-11-16 $52.20 $53.33 16.4% 4.7% 31.6% 34.6% 16.8% 2.1% -0.4% -77.8M 421.5M -8.0M 0.72 2.13 583,419 421,494 953,589 852,180 2023-11-17 $51.89 $53.33 15.0% 4.3% 31.5% 25.4% 15.9% 1.6% -0.3% 4.3M 326.0M -8.6M 0.47 4.25 354,333 166,926 1,154,013 905,403 2023-11-20 $51.85 $53.33 13.6% 3.9% 30.9% 15.8% 14.3% 1.9% -0.2% 23.7M -2.5M -8.6M 0.38 2.40 247,551 94,044 933,609 749,439 2023-11-21 $52.04 $53.33 13.5% 3.9% 30.5% 15.3% 13.5% 1.8% -0.3% 54.6M -187.8M -8.8M 0.29 3.95 273,336 78,705 997,551 766,887 2023-11-22 $51.57 $53.33 13.3% 3.8% 30.6% 14.0% 13.9% 1.3% -0.2% 17.8M -16.1M -8.8M 0.25 2.59 221,277 55,287 1,063,251 768,879 2023-11-24 $51.91 $53.33 12.8% 3.7% 30.7% 10.9% 13.3% 1.6% -0.2% 71.3M -348.9M -9.1M 0.28 2.37 117,294 32,424 1,144,770 776,124 2023-11-27 $52.32 $53.33 13.5% 3.9% 30.9% 15.7% 13.8% 1.3% 0.0% 109.7M -606.4M -9.2M 0.18 1.86 313,848 56,100 1,027,773 743,238 2023-11-28 $52.84 $52.50 12.2% 3.8% 30.7% 6.8% 13.0% 1.4% 0.3% 201.4M -1.03B -9.4M 0.31 2.01 216,759 66,789 1,100,472 768,246 2023-11-29 $51.97 $53.33 13.9% 4.2% 31.2% 17.8% 14.8% 1.9% -0.2% 60.7M -278.9M -9.3M 0.36 2.21 261,735 95,295 1,076,862 784,728 2023-11-30 $51.85 $53.33 13.3% 3.9% 30.7% 13.9% 14.2% 1.6% 0.2% 49.6M -232.5M -9.3M 0.26 2.93 221,841 56,637 1,150,062 809,223
« Oct 2023 | All History | Dec 2023 » Home WMT History November 2023