WMT Options History — April 2024

In April 2024, WMT traded between $59.02 and $60.66. ATM implied volatility averaged 19.1%, placing in the 62.1% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 7.5% (HV 20d: 11.6%). Max pain ranged from $58.33 to $59.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.59.

Notable Days

2024-04-23: Highest Volume — 192,794 contracts
2024-04-15: Largest IV spike — 20.5% change
2024-04-17: Highest IV Rank — 100.0%
2024-04-30: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.80	$59.02	$60.66	$60.05	$59.41
Max Pain	$58.42	$58.33	$59.00	$58.33	$59.00
ATM IV	19.1%	13.8%	24.0%	13.8%	22.6%
Expected Move	6.2%	3.9%	7.5%	4.0%	7.5%
HV 20d	11.6%	10.4%	14.0%	10.5%	13.2%
HV 60d	13.4%	13.0%	14.0%	13.2%	13.7%
IV Rank	62.1%	20.9%	100.0%	20.9%	89.0%
IV Percentile	70.6%	25.4%	100.0%	25.4%	93.3%
Term Structure	0.9%	-1.6%	7.0%	0.4%	-0.9%
VWIV	21.8%	13.9%	25.7%	13.9%	25.7%
Skew 25d	2.1%	1.5%	2.8%	1.5%	1.8%
Skew 10d	5.0%	3.2%	6.3%	3.2%	3.5%
Call IV 25d	18.2%	13.3%	23.1%	13.4%	21.3%
Put IV 25d	20.3%	14.9%	25.5%	14.9%	23.1%
Bid-Ask Spread %	9.69	2.24	33.80	2.24	10.74
Gamma HHI	0.15	0.10	0.25	0.14	0.10
Net GEX	80.7M	34.7M	114.4M	88.2M	49.5M
Net DEX	-1.27B	-1.71B	-821.7M	-1.38B	-1.07B
Net VEX	-8.6M	-9.0M	-8.1M	-8.6M	-8.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.20	0.96	0.64	0.80
Total Volume	66,036.455	29,639	192,794	48,822	63,066
Total OI	1,159,724	1,033,040	1,215,483	1,148,838	1,094,279

Daily Data (22 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
2024-04-01	$60.05	$58.33	13.8%	4.0%	10.5%	20.9%	13.9%	1.5%	0.4%	88.2M	-1.38B	-8.6M	0.64	2.24	29,788	19,034	661,853	486,985
2024-04-02	$59.11	$58.33	14.3%	4.3%	11.7%	24.6%	14.4%	2.1%	0.1%	54.0M	-1.02B	-8.5M	0.27	5.22	124,422	33,220	663,334	496,759
2024-04-03	$59.36	$58.33	14.3%	3.9%	10.9%	25.1%	14.1%	2.8%	0.7%	90.5M	-1.17B	-8.8M	0.32	4.24	50,127	16,260	692,247	499,541
2024-04-04	$59.41	$58.33	15.0%	5.7%	10.5%	29.9%	20.1%	1.8%	0.4%	101.7M	-1.20B	-9.0M	0.43	3.59	42,688	18,526	706,112	504,872
2024-04-05	$59.73	$58.33	14.2%	5.6%	10.7%	24.1%	20.3%	1.8%	0.5%	91.5M	-1.33B	-8.7M	0.39	4.17	37,665	14,669	697,588	509,716
2024-04-08	$59.80	$58.33	14.5%	5.8%	10.7%	26.5%	20.5%	1.8%	5.5%	85.6M	-1.32B	-8.6M	0.32	3.29	22,416	7,223	674,189	507,371
2024-04-09	$59.70	$58.33	14.5%	5.8%	10.4%	26.1%	20.5%	1.7%	5.7%	87.4M	-1.26B	-8.6M	0.47	2.98	24,646	11,660	680,765	510,099
2024-04-10	$60.66	$58.33	14.5%	6.1%	10.8%	26.4%	21.5%	2.2%	7.0%	114.4M	-1.71B	-8.3M	0.64	8.29	45,037	29,003	681,957	512,184
2024-04-11	$60.17	$58.33	15.9%	6.0%	11.0%	36.8%	21.1%	1.9%	6.3%	90.7M	-1.43B	-8.5M	0.66	3.53	23,296	15,401	680,424	523,222
2024-04-12	$60.17	$58.33	18.2%	6.4%	11.0%	54.8%	22.9%	2.0%	6.9%	91.1M	-1.43B	-8.7M	0.73	3.15	41,014	30,144	688,214	523,175
2024-04-15	$59.97	$58.33	21.9%	6.7%	11.0%	83.6%	23.5%	2.6%	-1.4%	92.3M	-1.37B	-8.4M	0.96	20.36	33,006	31,762	658,376	512,304
2024-04-16	$59.95	$58.33	22.4%	6.6%	10.9%	87.1%	23.5%	2.6%	-1.2%	91.9M	-1.34B	-8.6M	0.93	11.87	22,946	21,452	665,741	520,944
2024-04-17	$59.70	$58.33	24.0%	6.9%	11.0%	100.0%	24.3%	2.5%	-1.6%	84.4M	-1.27B	-8.5M	0.51	7.26	33,214	16,928	675,526	521,846
2024-04-18	$59.42	$58.33	23.2%	6.7%	10.8%	93.9%	23.8%	2.7%	-1.0%	69.4M	-1.11B	-8.4M	0.61	12.03	29,475	18,122	679,629	525,611
2024-04-19	$59.41	$58.33	23.4%	6.8%	10.5%	95.0%	24.1%	2.4%	-0.9%	56.7M	-1.11B	-8.5M	0.69	12.14	35,955	24,804	689,533	525,950
2024-04-22	$60.14	$58.33	22.7%	6.8%	11.2%	89.6%	24.4%	2.1%	-1.1%	93.2M	-1.24B	-8.1M	0.91	6.74	35,531	32,325	577,694	455,346
2024-04-23	$59.02	$58.33	22.8%	7.0%	12.6%	90.7%	24.1%	2.6%	-1.1%	34.7M	-821.7M	-8.4M	0.20	33.80	160,766	32,028	588,208	469,414
2024-04-24	$59.97	$59.00	22.1%	6.8%	13.9%	85.0%	24.0%	2.2%	-1.3%	95.8M	-1.31B	-8.8M	0.54	25.90	46,327	25,036	635,968	482,174
2024-04-25	$60.20	$58.33	22.3%	7.0%	14.0%	86.9%	24.7%	1.8%	-1.3%	94.8M	-1.36B	-8.8M	0.50	14.81	43,192	21,809	633,840	488,662
2024-04-26	$60.14	$58.33	22.2%	7.0%	13.9%	86.1%	24.4%	2.0%	-1.4%	58.1M	-1.38B	-8.6M	0.72	7.17	30,178	21,767	635,603	497,346
2024-04-29	$60.08	$59.00	21.9%	7.1%	13.8%	83.5%	24.8%	2.1%	-0.6%	59.1M	-1.31B	-8.4M	0.72	9.67	21,465	15,409	593,881	485,446
2024-04-30	$59.41	$59.00	22.6%	7.5%	13.2%	89.0%	25.7%	1.8%	-0.9%	49.5M	-1.07B	-8.7M	0.80	10.74	35,058	28,008	603,862	490,417