WMT Options History — March 2024

In March 2024, WMT traded between $58.75 and $61.53. ATM implied volatility averaged 13.9%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 0.6% (HV 20d: 14.5%). Max pain ranged from $55.00 to $58.33. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2024-03-13: Highest Volume — 439,313 contracts
  • 2024-03-25: Largest IV spike — 6.3% change
  • 2024-03-07: Highest IV Rank — 34.1%
  • 2024-03-07: Largest Expected Move — 4.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.56$58.75$61.53$58.75$60.33
Max Pain$57.08$55.00$58.33$55.00$58.33
ATM IV13.9%12.8%15.5%14.0%13.0%
Expected Move4.0%3.7%4.5%4.2%3.7%
HV 20d14.5%10.4%16.7%16.3%10.4%
HV 60d13.2%12.8%13.8%13.8%13.1%
IV Rank21.7%12.9%34.1%22.3%14.9%
IV Percentile24.8%10.7%43.3%23.8%15.9%
Term Structure0.3%-0.8%1.2%-0.1%0.1%
VWIV14.3%12.6%15.8%15.2%12.6%
Skew 25d1.1%0.5%1.7%1.5%1.4%
Skew 10d2.9%1.9%4.9%3.5%3.8%
Call IV 25d13.8%12.5%15.4%13.6%12.5%
Put IV 25d14.9%13.8%16.1%15.0%13.9%
Bid-Ask Spread %4.352.0113.763.263.53
Gamma HHI0.180.140.240.180.15
Net GEX119.3M86.9M163.2M99.4M94.0M
Net DEX-1.98B-2.79B-1.51B-1.75B-1.51B
Net VEX-8.6M-9.0M-8.3M-8.9M-8.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.061.010.300.35
Total Volume105,649.648,561439,313123,95948,561
Total OI1,251,912.41,081,4751,456,5941,456,5941,176,882

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$58.75$55.0014.0%4.2%16.3%22.3%15.2%1.5%-0.1%99.4M-1.75B-8.9M0.303.2695,61028,349857,235599,359
2024-03-04$59.25$56.6714.5%4.2%16.2%26.0%15.0%0.9%1.2%123.5M-1.94B-8.6M0.397.3270,62027,609764,921566,120
2024-03-05$60.00$56.6715.2%4.4%16.3%31.5%15.8%0.9%0.2%135.5M-2.23B-8.5M0.334.18133,99243,824766,272577,090
2024-03-06$60.45$56.6715.3%4.4%16.3%32.7%15.7%0.5%-0.8%135.2M-2.39B-8.6M0.382.4064,67124,729762,227588,989
2024-03-07$60.41$56.6715.5%4.5%16.3%34.1%15.7%0.7%0.3%128.6M-2.38B-8.4M0.222.3996,42921,144766,367588,426
2024-03-08$60.20$56.6714.9%4.3%16.4%29.5%15.3%0.9%1.1%130.9M-2.32B-8.7M0.632.7069,07043,663787,699594,336
2024-03-11$60.55$56.6714.5%4.3%16.3%26.4%15.0%1.7%0.9%121.9M-2.37B-8.4M0.242.6499,39124,234755,978569,133
2024-03-12$61.41$56.6714.1%4.1%16.7%23.0%14.8%1.2%0.1%163.2M-2.79B-8.5M0.408.0697,00038,827799,748575,780
2024-03-13$61.08$56.6714.1%4.1%16.4%22.7%14.7%1.3%0.2%149.3M-2.63B-8.5M0.062.37415,22724,086807,854588,766
2024-03-14$60.97$56.6713.8%4.0%16.5%20.7%14.5%1.2%0.1%130.5M-1.86B-8.6M0.642.2443,60027,934683,376592,157
2024-03-15$60.73$56.6714.1%4.1%16.7%23.0%14.3%1.2%0.4%116.2M-1.70B-9.0M0.922.4238,71035,474687,996594,171
2024-03-18$60.86$56.6713.5%3.8%16.7%18.3%14.1%1.3%0.4%104.9M-1.74B-8.8M0.926.6935,19932,508625,361456,114
2024-03-19$60.86$56.6713.4%3.8%13.2%17.6%13.8%1.2%0.1%105.7M-1.77B-8.5M0.422.0139,97916,695632,986470,191
2024-03-20$61.14$56.6712.8%3.7%11.8%13.2%13.5%1.1%0.3%123.7M-1.87B-8.4M1.012.2228,03628,208641,271474,182
2024-03-21$61.53$58.3313.0%3.7%11.5%14.4%13.1%1.1%0.1%144.6M-2.00B-8.3M0.492.2046,85023,015643,186479,610
2024-03-22$61.00$58.3313.0%3.7%12.2%14.4%13.3%0.7%-0.0%109.3M-1.74B-8.7M0.414.8040,00716,430644,915485,174
2024-03-25$60.42$58.3313.8%3.9%11.1%20.7%13.9%1.0%0.3%86.9M-1.53B-8.8M0.579.6649,85328,497641,092480,569
2024-03-26$60.63$58.3313.2%3.9%11.1%16.4%13.4%1.4%0.4%94.5M-1.59B-9.0M0.5313.7634,93818,509660,031491,129
2024-03-27$60.55$58.3312.8%3.8%11.1%12.9%12.7%1.2%0.3%88.6M-1.58B-8.7M0.342.2046,04215,472667,137494,418
2024-03-28$60.33$58.3313.0%3.7%10.4%14.9%12.6%1.4%0.1%94.0M-1.51B-8.7M0.353.5336,05812,503679,556497,326