WMT Options History — February 2024

In February 2024, WMT traded between $56.03 and $59.70. ATM implied volatility averaged 19.0%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 5.5% (HV 20d: 13.4%). Max pain ranged from $53.33 to $80.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.43.

Notable Days

  • 2024-02-20: Highest Volume — 968,724 contracts
  • 2024-02-20: Largest IV drop — 28.9% change
  • 2024-02-13: Highest IV Rank — 78.0%
  • 2024-02-16: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.42$56.03$59.70$56.03$58.89
Max Pain$55.00$53.33$80.00$53.33$55.00
ATM IV19.0%14.0%23.1%20.6%14.1%
Expected Move5.4%4.1%6.7%5.5%4.1%
HV 20d13.4%11.2%17.1%12.6%17.1%
HV 60d16.6%12.2%20.7%20.6%13.7%
IV Rank52.3%22.4%78.0%61.9%23.1%
IV Percentile66.0%24.2%97.2%78.6%25.8%
Term Structure-0.8%-1.7%-0.1%-1.1%-0.1%
VWIV19.3%14.7%24.1%20.4%14.7%
Skew 25d1.7%0.8%2.6%2.1%1.5%
Skew 10d3.8%1.8%5.3%4.8%3.8%
Call IV 25d18.6%13.6%22.6%20.3%13.6%
Put IV 25d20.3%14.9%25.0%22.4%15.1%
Bid-Ask Spread %3.612.335.434.082.75
Gamma HHI0.260.180.550.210.18
Net GEX141.1M-485.7K289.2M152.3M151.0M
Net DEX-1.72B-2.33B24.7M-1.79B-1.82B
Net VEX-8.5M-9.2M-81.9K-9.1M-8.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.191.030.380.30
Total Volume216,085.887,199968,724186,186114,240
Total OI1,309,105.95,6991,608,3061,264,7281,444,281

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-02-01$56.03$53.3320.6%5.5%12.6%61.9%20.4%2.1%-1.1%152.3M-1.79B-9.1M0.384.08135,35450,832716,670548,058
2024-02-02$56.66$53.3321.1%5.7%12.2%65.2%20.3%1.6%-1.0%289.2M-2.10B-8.9M0.302.97196,21559,187717,870566,391
2024-02-05$56.32$53.3321.3%5.8%11.7%66.0%21.2%1.8%-0.9%116.2M-1.66B-9.2M0.603.7872,69943,338691,833538,197
2024-02-06$56.60$53.3321.1%5.8%11.6%65.2%21.2%1.5%-0.9%133.3M-1.82B-9.0M0.483.0269,82833,621715,071560,703
2024-02-07$56.48$53.3320.8%5.8%11.7%63.4%20.6%1.6%-0.8%131.4M-1.79B-9.0M0.373.4384,35431,026731,103576,531
2024-02-08$56.48$53.3321.1%5.8%11.2%64.9%20.5%1.4%-1.0%134.3M-1.77B-9.1M0.443.1262,61027,555751,584586,065
2024-02-09$56.33$53.3321.3%5.9%11.3%66.0%21.1%1.4%-1.0%100.8M-1.67B-9.2M0.404.1382,48533,162757,236593,934
2024-02-12$56.69$53.3321.9%6.2%11.3%70.5%21.9%2.4%-1.3%118.4M-1.74B-8.9M0.374.1368,49325,203718,050571,254
2024-02-13$56.21$53.3323.1%6.6%12.0%78.0%23.6%2.5%-1.5%100.8M-1.52B-9.1M0.594.5490,81953,574738,603576,099
2024-02-14$56.20$53.3322.9%6.6%12.0%76.7%24.1%2.3%-1.4%102.5M-1.52B-9.1M1.035.4375,89778,309755,238593,904
2024-02-15$56.47$53.3322.9%6.7%11.4%77.0%23.5%2.6%-1.6%112.9M-1.60B-9.1M0.304.1690,45026,973768,747645,405
2024-02-16$56.78$53.3323.0%6.7%11.2%77.5%23.4%2.2%-1.7%241.0M-1.85B-9.1M0.444.29215,21194,035786,819653,286
2024-02-20$58.57$53.3316.4%4.9%15.1%34.1%17.3%1.7%-0.4%133.0M-2.00B-8.2M0.453.64667,977300,747692,757590,514
2024-02-21$57.78$53.3315.3%4.7%16.3%27.5%16.3%1.7%-0.2%101.5M-1.43B-8.8M0.463.03251,643116,331853,692662,454
2024-02-22$58.42$53.3314.6%4.3%15.6%26.9%15.3%1.5%-0.2%165.7M-1.83B-8.8M0.433.53161,71569,858925,215667,581
2024-02-23$58.59$55.0014.5%4.3%15.4%26.0%14.9%1.4%-0.3%141.6M-1.93B-8.7M0.264.10295,86976,857926,889681,417
2024-02-26$59.70$80.0014.9%4.5%16.2%29.1%15.9%1.5%-0.1%-485.7K24.7M-81.9K0.193.35213,11540,3183545,345
2024-02-27$59.58$55.0014.3%4.3%16.3%24.4%15.2%1.0%-0.1%192.2M-2.33B-8.7M0.272.3398,05926,558842,490589,708
2024-02-28$59.53$55.0014.0%4.2%16.4%22.4%15.0%0.8%-0.1%204.6M-2.26B-8.8M0.532.4657,01430,185847,213593,557
2024-02-29$58.89$55.0014.1%4.1%17.1%23.1%14.7%1.5%-0.1%151.0M-1.82B-8.8M0.302.7587,85026,390844,894599,387