WMT Options History — July 2024 In July 2024, WMT traded between $67.55 and $70.95. ATM implied volatility averaged 19.9%, placing in the 67.4% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 4.0% (HV 20d: 15.9%). Max pain ranged from $63.33 to $68.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.54.
Notable Days 2024-07-05 : Highest Volume — 114,246 contracts2024-07-15 : Largest IV spike — 21.3% change2024-07-25 : Highest IV Rank — 100.0%2024-07-30 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $69.68 $67.55 $70.95 $67.55 $68.81 Max Pain $66.16 $63.33 $68.00 $63.33 $68.00 ATM IV 19.9% 13.5% 24.6% 13.8% 24.2% Expected Move 6.5% 3.7% 8.5% 3.8% 8.4% HV 20d 15.9% 12.8% 18.9% 16.9% 13.1% HV 60d 21.0% 20.6% 21.5% 20.9% 20.7% IV Rank 67.4% 18.4% 100.0% 20.9% 96.8% IV Percentile 73.8% 24.2% 100.0% 30.6% 99.6% Term Structure 0.7% -3.3% 7.2% 0.2% -1.2% VWIV 23.0% 13.5% 29.4% 14.1% 29.2% Skew 25d 1.5% 0.2% 5.0% 1.1% 1.8% Skew 10d 3.1% 1.0% 5.1% 2.9% 4.6% Call IV 25d 19.3% 13.2% 23.7% 13.6% 23.1% Put IV 25d 20.8% 14.4% 26.5% 14.7% 24.9% Bid-Ask Spread % 11.75 4.17 22.84 20.13 14.50 Gamma HHI 0.14 0.08 0.30 0.11 0.08 Net GEX 70.1M 37.2M 96.9M 54.1M 37.2M Net DEX -2.25B -2.75B -1.51B -1.95B -1.51B Net VEX -7.7M -8.2M -7.1M -8.1M -8.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.28 0.98 0.44 0.71 Total Volume 63,822.227 26,083 114,246 47,335 71,667 Total OI 1,059,698.227 977,148 1,147,989 1,048,469 1,049,768
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 2024-07-01 $67.55 $63.33 13.8% 3.8% 16.9% 20.9% 14.1% 1.1% 0.2% 54.1M -1.95B -8.1M 0.44 20.13 32,799 14,536 564,041 484,428 2024-07-02 $67.91 $63.33 13.5% 3.7% 16.9% 18.4% 13.5% 1.4% 0.2% 68.4M -2.05B -7.9M 0.33 12.50 26,426 8,789 572,258 490,810 2024-07-03 $68.05 $63.33 13.6% 3.8% 16.6% 19.3% 13.8% 1.2% 0.2% 71.2M -2.12B -7.7M 0.58 14.01 16,543 9,540 573,992 489,158 2024-07-05 $69.91 $65.00 14.0% 5.9% 18.8% 22.1% 21.1% 0.7% -0.2% 94.4M -2.62B -7.1M 0.36 15.30 83,830 30,416 574,600 490,336 2024-07-08 $69.63 $65.00 14.2% 6.0% 18.9% 24.3% 21.3% 1.2% 6.8% 62.1M -2.44B -7.1M 0.45 10.22 39,561 17,993 562,882 475,408 2024-07-09 $69.77 $65.00 14.2% 6.0% 16.8% 24.0% 21.4% 0.2% 6.6% 70.3M -2.43B -7.9M 0.66 4.47 33,016 21,628 574,546 480,562 2024-07-10 $70.16 $65.00 14.8% 6.3% 16.2% 28.2% 21.8% 0.6% 7.0% 71.0M -2.59B -7.2M 0.30 13.99 49,281 14,808 578,244 488,676 2024-07-11 $69.53 $65.00 16.4% 6.3% 16.7% 41.1% 22.1% 1.7% 7.2% 64.1M -2.42B -7.5M 0.44 22.09 49,034 21,464 590,161 494,345 2024-07-12 $69.38 $65.00 17.6% 6.3% 16.4% 50.3% 22.5% 0.3% 6.7% 70.3M -2.40B -7.5M 0.38 15.50 51,867 19,521 604,115 498,337 2024-07-15 $69.75 $65.00 21.4% 6.6% 16.4% 79.4% 23.3% 1.4% -1.6% 80.8M -2.44B -7.7M 0.39 9.07 34,334 13,356 602,039 477,908 2024-07-16 $69.93 $67.50 22.3% 6.6% 16.4% 87.0% 23.1% 1.3% -1.6% 82.6M -2.55B -7.1M 0.30 9.44 44,297 13,302 605,017 484,320 2024-07-17 $70.95 $67.50 23.6% 6.8% 16.9% 96.8% 23.0% 1.4% -1.8% 91.3M -2.75B -7.8M 0.28 10.64 88,578 25,161 610,836 488,355 2024-07-18 $70.80 $67.50 23.8% 6.9% 17.0% 98.6% 23.9% 1.5% -1.7% 86.4M -2.69B -8.2M 0.48 22.84 46,032 22,253 632,874 497,675 2024-07-19 $70.84 $67.50 23.5% 6.9% 16.9% 96.1% 23.9% 1.6% -1.8% 96.9M -2.72B -8.2M 0.47 10.83 52,525 24,538 645,043 502,946 2024-07-22 $70.48 $67.50 23.5% 7.1% 17.1% 96.2% 24.6% 1.7% -1.2% 69.0M -2.14B -7.4M 0.69 7.12 37,348 25,820 556,866 420,282 2024-07-23 $70.47 $67.50 23.4% 7.3% 16.6% 94.9% 24.9% 5.0% -0.6% 73.3M -2.09B -8.1M 0.54 15.88 31,965 17,367 572,772 427,052 2024-07-24 $70.59 $67.50 23.1% 7.4% 13.7% 93.0% 25.7% 1.5% 0.0% 78.5M -2.18B -7.4M 0.75 5.09 31,732 23,836 580,995 430,280 2024-07-25 $70.15 $67.50 24.1% 7.6% 13.0% 100.0% 26.5% 1.9% -1.7% 62.4M -2.03B -7.7M 0.78 4.25 31,366 24,610 587,789 439,612 2024-07-26 $69.59 $67.50 23.5% 7.7% 12.9% 95.3% 27.6% 2.3% -3.3% 54.5M -1.84B -7.8M 0.98 6.62 44,940 44,240 595,570 448,219 2024-07-29 $69.48 $67.50 24.1% 8.2% 12.8% 99.9% 28.2% 2.0% -1.1% 54.6M -1.80B -7.7M 0.93 9.74 28,427 26,456 584,462 442,983 2024-07-30 $69.13 $67.50 24.6% 8.5% 13.0% 100.0% 29.4% 1.6% -1.3% 47.8M -1.69B -7.8M 0.55 4.17 37,999 20,888 591,206 451,593 2024-07-31 $68.81 $68.00 24.2% 8.4% 13.1% 96.8% 29.2% 1.8% -1.2% 37.2M -1.51B -8.2M 0.71 14.50 41,842 29,825 591,433 458,335
« Jun 2024 | All History | Aug 2024 » Home WMT History July 2024