WMT Options History — December 2023

In December 2023, WMT traded between $50.27 and $52.59. ATM implied volatility averaged 14.5%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 7.8% (HV 20d: 22.3%). Max pain ranged from $50.00 to $52.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.40.

Notable Days

  • 2023-12-01: Highest Volume — 473,790 contracts
  • 2023-12-14: Largest IV spike — 12.2% change
  • 2023-12-14: Highest IV Rank — 27.8%
  • 2023-12-14: Largest Expected Move — 4.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.47$50.27$52.59$51.40$52.59
Max Pain$50.21$50.00$52.50$52.50$50.00
ATM IV14.5%13.7%15.4%14.1%14.0%
Expected Move4.2%3.9%4.3%4.3%4.1%
HV 20d22.3%13.0%31.0%30.7%13.0%
HV 60d20.9%20.5%21.3%20.5%21.0%
IV Rank21.7%17.0%27.8%19.6%18.8%
IV Percentile24.7%19.4%30.6%21.8%22.2%
Term Structure0.1%-0.3%0.7%-0.0%0.0%
VWIV14.7%12.5%15.9%15.5%14.3%
Skew 25d1.3%0.8%1.8%0.9%1.5%
Skew 10d2.8%1.5%3.7%2.2%3.4%
Call IV 25d14.4%13.9%15.1%14.4%14.1%
Put IV 25d15.8%15.1%16.3%15.4%15.6%
Bid-Ask Spread %2.401.632.991.952.26
Gamma HHI0.180.150.260.160.21
Net GEX71.8M-21.8M142.7M36.3M142.7M
Net DEX-495.5M-1.25B410.2M43.9M-1.23B
Net VEX-9.6M-10.0M-9.1M-9.6M-9.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.180.770.520.45
Total Volume255,888.3112,641473,790473,790114,879
Total OI1,941,120.61,779,2132,151,8192,025,5551,825,692

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-12-01$51.40$52.5014.1%4.3%30.7%19.6%15.5%0.9%-0.0%36.3M43.9M-9.6M0.521.95310,782163,0081,197,789827,766
2023-12-04$51.44$50.0014.1%4.2%30.7%19.3%14.9%1.3%0.5%48.6M-115.3M-9.6M0.402.48128,53251,8821,132,920819,393
2023-12-05$51.87$50.0014.2%4.2%31.0%19.8%15.2%1.5%0.4%80.2M-417.3M-9.7M0.222.64173,03438,4601,139,667833,775
2023-12-06$51.33$50.0014.6%4.2%30.8%22.9%15.9%1.1%0.5%13.2M-12.3M-9.5M0.332.66238,57278,0451,145,751846,429
2023-12-07$50.86$51.6714.4%4.1%30.7%21.6%14.9%1.3%0.4%-21.8M267.8M-9.7M0.181.63249,29745,0901,186,209884,301
2023-12-08$50.27$50.0014.7%4.3%30.9%23.4%14.7%1.4%0.7%-19.2M410.2M-9.2M0.512.05230,268117,3241,244,811849,735
2023-12-11$50.34$50.0015.1%4.3%30.2%25.7%14.9%1.5%-0.3%-5.0M145.6M-9.1M0.492.09210,231103,4161,167,420802,572
2023-12-12$50.39$50.0014.8%4.2%29.8%24.2%14.5%1.5%-0.1%12.7M64.4M-9.3M0.522.09145,09275,9661,212,585816,594
2023-12-13$51.15$50.0013.7%3.9%30.7%17.0%12.5%1.4%-0.2%99.8M-564.4M-9.6M0.772.14237,207182,7451,239,660833,565
2023-12-14$50.77$50.0015.4%4.3%30.3%27.8%14.8%1.0%-0.3%14.4M-158.1M-9.5M0.431.78235,095101,8201,224,057847,185
2023-12-15$51.01$50.0014.1%4.0%13.5%19.6%13.9%0.8%-0.2%77.5M-477.1M-9.8M0.532.91188,844100,9801,278,225873,594
2023-12-18$51.61$50.0014.1%4.0%14.1%19.8%14.0%1.1%-0.0%120.6M-835.8M-9.9M0.262.53248,34665,2681,008,228783,681
2023-12-19$51.84$50.0014.6%4.2%14.2%23.0%14.3%1.3%0.0%139.8M-992.8M-10.0M0.342.97162,08754,8491,034,040786,732
2023-12-20$51.39$50.0014.8%4.2%14.5%24.1%15.0%1.5%0.0%97.7M-668.4M-10.0M0.372.98150,76555,1521,050,855799,137
2023-12-21$51.63$50.0014.9%4.3%14.2%24.5%15.1%1.4%0.1%108.8M-786.8M-10.0M0.412.3393,69938,6431,049,514812,418
2023-12-22$52.29$50.0014.5%4.1%14.8%22.1%14.9%1.4%0.7%129.0M-1.21B-10.0M0.262.99288,86176,2691,056,405826,530
2023-12-26$52.15$50.0015.0%4.1%14.5%25.4%14.8%1.8%0.2%95.7M-952.9M-9.7M0.342.7183,85928,782960,636818,577
2023-12-27$52.58$50.0013.9%4.1%14.4%18.3%14.5%1.6%0.3%141.0M-1.25B-9.6M0.392.5696,67237,491977,391826,224
2023-12-28$52.53$50.0013.9%4.0%13.0%18.1%14.4%1.4%0.2%123.6M-1.17B-9.5M0.332.2387,57328,881967,914834,435
2023-12-29$52.59$50.0014.0%4.1%13.0%18.8%14.3%1.5%0.0%142.7M-1.23B-9.4M0.452.2679,36235,517988,452837,240