WMT Options History — June 2024

In June 2024, WMT traded between $65.63 and $68.94. ATM implied volatility averaged 13.3%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded below realized volatility by 8.6% (HV 20d: 21.8%). Max pain ranged from $56.67 to $63.33. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.63.

Notable Days

2024-06-07: Highest Volume — 187,281 contracts
2024-06-25: Largest IV spike — 6.9% change
2024-06-20: Highest IV Rank — 21.1%
2024-06-21: Largest Expected Move — 4.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$67.15	$65.63	$68.94	$65.63	$67.57
Max Pain	$62.45	$56.67	$63.33	$56.67	$63.33
ATM IV	13.3%	12.8%	13.8%	13.0%	13.4%
Expected Move	3.8%	3.7%	4.0%	3.8%	3.7%
HV 20d	21.8%	13.0%	30.4%	29.1%	17.0%
HV 60d	20.3%	19.6%	21.1%	19.7%	20.9%
IV Rank	16.6%	13.0%	21.1%	14.9%	18.0%
IV Percentile	21.7%	12.3%	31.3%	18.7%	23.4%
Term Structure	0.1%	-0.7%	0.6%	0.2%	0.5%
VWIV	13.7%	13.2%	14.3%	14.3%	13.2%
Skew 25d	0.9%	0.3%	1.5%	1.5%	0.9%
Skew 10d	2.6%	0.8%	4.6%	4.6%	1.9%
Call IV 25d	13.1%	12.5%	13.9%	12.7%	13.4%
Put IV 25d	14.0%	13.4%	14.8%	14.2%	14.2%
Bid-Ask Spread %	11.29	2.78	32.96	19.07	6.86
Gamma HHI	0.14	0.10	0.28	0.15	0.12
Net GEX	80.0M	37.1M	137.3M	88.2M	49.5M
Net DEX	-2.53B	-2.98B	-1.86B	-2.38B	-2.01B
Net VEX	-7.8M	-8.4M	-7.0M	-8.4M	-7.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.38	0.95	0.84	0.53
Total Volume	83,365.211	48,083	187,281	48,415	58,435
Total OI	1,199,332.053	1,007,445	1,282,825	1,193,899	1,100,704

Daily Data (19 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
2024-06-03	$65.63	$56.67	13.0%	3.8%	29.1%	14.9%	14.3%	1.5%	0.2%	88.2M	-2.38B	-8.4M	0.84	19.07	26,307	22,108	624,639	569,260
2024-06-04	$66.34	$58.33	13.1%	3.8%	29.0%	15.5%	14.1%	1.4%	-0.3%	91.6M	-2.67B	-7.8M	0.72	15.61	48,128	34,883	632,294	575,211
2024-06-05	$66.91	$58.33	12.8%	3.8%	28.8%	13.0%	13.5%	1.2%	-0.1%	84.5M	-2.83B	-7.6M	0.91	17.91	33,847	30,782	638,218	593,684
2024-06-06	$67.22	$63.33	13.0%	3.9%	28.7%	14.8%	14.0%	0.9%	0.1%	73.0M	-2.90B	-7.2M	0.95	18.68	39,020	37,075	644,266	606,853
2024-06-07	$65.81	$63.33	13.3%	4.0%	30.2%	17.1%	13.9%	1.2%	-0.3%	94.5M	-2.31B	-8.4M	0.38	5.01	135,530	51,751	650,832	617,691
2024-06-10	$66.82	$63.33	13.0%	3.8%	30.4%	14.5%	13.5%	0.9%	0.2%	80.2M	-2.66B	-8.1M	0.44	4.31	65,351	28,945	656,628	582,927
2024-06-11	$66.70	$63.33	13.0%	3.8%	30.4%	14.4%	13.4%	1.3%	0.3%	74.3M	-2.56B	-8.3M	0.48	3.74	32,489	15,594	662,193	595,366
2024-06-12	$66.25	$63.33	13.0%	3.7%	30.2%	14.9%	13.2%	0.9%	-0.3%	71.5M	-2.43B	-8.0M	0.38	32.96	46,975	17,671	665,875	597,160
2024-06-13	$66.50	$63.33	12.9%	3.7%	30.0%	13.8%	13.2%	0.7%	0.0%	89.3M	-2.55B	-7.9M	0.41	13.56	59,949	24,481	676,972	597,100
2024-06-14	$66.94	$63.33	13.2%	3.8%	14.3%	15.8%	13.8%	1.2%	0.6%	137.3M	-2.69B	-7.9M	0.55	10.23	48,090	26,670	680,258	602,567
2024-06-17	$67.37	$63.33	13.7%	3.9%	14.3%	19.8%	14.0%	0.8%	-0.0%	80.0M	-2.77B	-7.5M	0.61	9.37	39,085	23,877	656,282	580,298
2024-06-18	$67.43	$63.33	13.4%	3.8%	13.6%	17.6%	13.5%	0.8%	0.3%	78.6M	-2.83B	-7.6M	0.68	9.61	41,447	28,108	661,659	592,946
2024-06-20	$67.94	$63.33	13.8%	4.0%	13.0%	21.1%	14.1%	0.5%	-0.3%	76.5M	-2.98B	-7.0M	0.47	10.37	36,831	17,140	660,382	602,635
2024-06-21	$68.07	$63.33	13.8%	4.0%	13.0%	20.5%	14.1%	0.3%	-0.7%	106.3M	-2.98B	-7.7M	0.68	16.94	73,414	49,895	661,733	609,280
2024-06-24	$68.94	$63.33	12.8%	3.7%	13.0%	13.3%	13.6%	0.7%	0.3%	66.0M	-2.29B	-7.8M	0.88	9.86	47,483	41,592	540,689	466,756
2024-06-25	$67.31	$63.33	13.7%	3.9%	15.9%	20.2%	13.8%	1.4%	0.3%	37.1M	-1.86B	-7.8M	0.83	2.78	84,552	70,255	550,472	481,476
2024-06-26	$68.38	$63.33	13.5%	3.8%	16.4%	18.3%	13.5%	0.4%	-0.2%	83.3M	-2.26B	-7.9M	0.49	4.42	60,988	29,946	576,815	491,642
2024-06-27	$67.72	$63.33	13.4%	3.8%	17.0%	17.9%	13.4%	0.6%	0.5%	57.3M	-2.05B	-8.0M	0.71	3.11	32,370	22,875	581,268	502,278
2024-06-28	$67.57	$63.33	13.4%	3.7%	17.0%	18.0%	13.2%	0.9%	0.5%	49.5M	-2.01B	-7.7M	0.53	6.86	38,303	20,132	589,830	510,874