WMT Options History — January 2024

In January 2024, WMT traded between $52.17 and $55.23. ATM implied volatility averaged 16.4%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 4.8% (HV 20d: 11.6%). Max pain ranged from $50.00 to $53.33. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2024-01-10: Highest Volume — 286,920 contracts
  • 2024-01-22: Largest IV spike — 15.9% change
  • 2024-01-31: Highest IV Rank — 66.0%
  • 2024-01-05: Largest Expected Move — 4.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.80$52.17$55.23$53.00$55.07
Max Pain$51.90$50.00$53.33$50.00$53.33
ATM IV16.4%13.4%21.3%14.6%21.3%
Expected Move4.0%3.7%4.5%4.2%4.3%
HV 20d11.6%10.5%12.9%12.7%11.4%
HV 60d20.6%20.3%21.0%21.0%20.3%
IV Rank34.7%15.0%66.0%22.6%66.0%
IV Percentile43.4%16.7%84.1%27.8%84.1%
Term Structure0.7%-1.1%5.5%0.0%-0.6%
VWIV14.4%13.1%16.6%14.8%15.1%
Skew 25d2.3%1.7%3.0%1.7%2.1%
Skew 10d5.1%3.6%6.3%3.6%4.8%
Call IV 25d15.7%12.7%20.6%14.3%20.6%
Put IV 25d17.9%14.7%22.7%16.0%22.7%
Bid-Ask Spread %2.531.795.042.052.34
Gamma HHI0.230.130.370.290.17
Net GEX114.1M52.3M175.9M149.1M100.4M
Net DEX-1.25B-1.83B-677.3M-1.32B-1.26B
Net VEX-8.9M-9.3M-8.5M-9.2M-9.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.281.010.360.29
Total Volume156,149.14395,250286,920201,060237,672
Total OI1,515,3331,038,4051,799,7031,689,4831,203,708

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$53.00$50.0014.6%4.2%12.7%22.6%14.8%1.7%0.0%149.1M-1.32B-9.2M0.362.05148,11352,947910,791778,692
2024-01-03$53.14$50.0014.6%4.2%12.7%22.8%15.4%1.9%0.1%152.7M-1.36B-9.2M1.011.8775,39376,077923,304795,543
2024-01-04$52.68$51.6714.3%4.2%12.9%21.0%15.1%2.1%-0.0%97.5M-1.05B-9.0M0.761.7970,41653,301925,152808,503
2024-01-05$52.17$51.6715.3%4.5%12.9%27.5%15.3%2.5%-0.1%52.3M-677.3M-9.0M0.732.32109,85780,103938,700821,499
2024-01-08$52.66$51.6714.1%4.1%12.6%19.7%14.7%2.2%0.2%71.7M-931.3M-8.9M0.742.1063,84347,289881,961814,680
2024-01-09$53.02$51.6713.4%3.9%11.7%15.1%14.7%1.8%0.2%94.5M-1.14B-8.8M0.913.0092,84484,564893,001831,273
2024-01-10$53.67$51.6713.9%4.0%12.2%18.1%14.1%1.9%0.1%156.6M-1.64B-8.8M0.282.42224,28062,640921,147844,866
2024-01-11$53.58$51.6713.4%3.9%12.3%15.1%13.6%2.0%0.2%175.9M-1.56B-8.8M0.662.8672,50748,201945,003846,138
2024-01-12$53.64$51.6713.4%3.9%11.4%15.0%13.6%2.0%0.2%117.3M-1.54B-8.8M0.442.2866,19829,052945,711853,992
2024-01-16$53.80$51.6714.2%4.1%10.8%19.9%13.9%2.3%5.0%135.4M-1.51B-8.6M0.285.04149,54741,310889,512821,922
2024-01-17$53.72$51.6714.4%4.1%10.9%21.5%15.3%2.2%5.0%134.8M-1.45B-8.7M0.801.9859,10047,319906,789834,810
2024-01-18$54.39$51.6714.5%3.8%11.0%21.8%14.0%1.9%5.5%170.8M-1.83B-8.5M0.412.92116,98547,415914,469845,244
2024-01-19$54.10$51.6716.2%4.0%11.3%32.8%13.6%2.3%5.5%163.6M-1.63B-8.5M0.392.95113,08844,301908,979862,737
2024-01-22$54.15$51.6718.7%3.9%10.6%49.6%13.6%2.5%-0.9%72.8M-877.8M-8.7M0.521.9767,81835,031563,901474,504
2024-01-23$54.24$51.6718.3%3.7%10.5%46.6%13.1%2.7%-0.9%79.2M-941.0M-8.7M0.302.1583,03725,149583,290491,358
2024-01-24$53.61$51.6720.4%4.0%10.9%60.2%13.3%3.0%-0.9%52.9M-680.0M-8.8M0.503.78103,36251,312624,792503,118
2024-01-25$54.18$53.3319.8%4.0%11.3%56.3%14.3%2.8%-1.1%114.6M-972.5M-9.2M0.342.48106,39835,883654,474520,269
2024-01-26$54.72$53.3319.8%3.9%11.4%56.5%14.0%2.7%-1.0%93.9M-1.24B-9.2M0.382.46120,36045,243666,159528,552
2024-01-29$54.98$53.3320.1%4.1%11.4%58.7%14.4%2.6%-0.9%105.3M-1.27B-9.0M0.342.24115,34139,147640,869514,656
2024-01-30$55.23$53.3320.7%4.2%11.4%62.7%16.6%2.6%-1.0%105.1M-1.35B-9.1M0.502.0791,28145,408655,095532,830
2024-01-31$55.07$53.3321.3%4.3%11.4%66.0%15.1%2.1%-0.6%100.4M-1.26B-9.3M0.292.34184,05353,619666,411537,297