WMT Options History — August 2024 In August 2024, WMT traded between $66.95 and $77.13. ATM implied volatility averaged 21.0%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 1.7% (HV 20d: 22.7%). Max pain ranged from $63.33 to $69.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2024-08-15 : Highest Volume — 682,493 contracts2024-08-15 : Largest IV drop — 49.3% change2024-08-01 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $71.94 $66.95 $77.13 $69.63 $77.13 Max Pain $64.56 $63.33 $69.00 $68.00 $65.00 ATM IV 21.0% 13.6% 32.6% 25.1% 13.6% Expected Move 5.9% 3.8% 10.3% 9.2% 3.8% HV 20d 22.7% 11.9% 29.6% 13.7% 27.2% HV 60d 20.5% 15.9% 22.1% 20.7% 20.5% IV Rank 49.1% 11.5% 100.0% 100.0% 11.5% IV Percentile 68.5% 22.6% 100.0% 100.0% 22.6% Term Structure -0.8% -4.9% 0.5% -1.3% 0.3% VWIV 21.1% 14.3% 35.8% 32.5% 14.3% Skew 25d 3.1% 0.6% 10.3% 0.6% 1.2% Skew 10d 5.5% 2.3% 12.8% 5.4% 2.3% Call IV 25d 19.9% 13.3% 28.6% 26.1% 13.3% Put IV 25d 23.0% 14.5% 37.5% 26.7% 14.5% Bid-Ask Spread % 14.71 1.91 37.03 17.67 14.94 Gamma HHI 0.12 0.07 0.21 0.09 0.15 Net GEX 64.6M 7.9M 113.3M 55.3M 113.3M Net DEX -2.21B -3.29B -997.9M -1.81B -3.29B Net VEX -8.2M -9.2M -6.9M -7.8M -8.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.21 1.50 0.52 0.31 Total Volume 128,806.045 44,591 682,493 89,313 183,027 Total OI 1,153,668.773 1,063,776 1,309,870 1,068,657 1,222,427
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 2024-08-01 $69.63 $68.00 25.1% 9.2% 13.7% 100.0% 32.5% 0.6% -1.3% 55.3M -1.81B -7.8M 0.52 17.67 58,880 30,433 597,455 471,202 2024-08-02 $68.27 $69.00 27.6% 10.3% 11.9% 100.0% 35.8% 2.8% 0.3% 23.6M -1.37B -8.3M 1.11 7.05 63,925 71,264 602,577 484,251 2024-08-05 $66.95 $63.33 32.3% 8.4% 13.6% 100.0% 28.9% 6.2% -1.2% 19.2M -1.03B -9.2M 1.17 20.04 41,131 48,147 582,463 481,313 2024-08-06 $68.13 $63.33 27.9% 7.5% 15.2% 79.2% 26.0% 4.1% -1.0% 24.8M -1.31B -8.7M 0.92 24.54 29,291 26,844 586,640 497,980 2024-08-07 $67.05 $63.33 29.9% 7.8% 15.8% 88.8% 27.2% 4.4% -2.0% 7.9M -997.9M -8.8M 1.33 28.91 40,980 54,439 587,631 505,586 2024-08-08 $67.57 $63.33 28.9% 7.6% 16.0% 84.0% 26.8% 3.8% -2.1% 14.9M -1.15B -8.9M 0.92 23.92 23,265 21,326 597,678 522,341 2024-08-09 $67.81 $63.33 27.7% 7.4% 16.1% 78.4% 25.9% 3.5% -3.2% 22.4M -1.27B -8.3M 0.86 7.38 27,342 23,572 598,267 519,897 2024-08-12 $68.66 $63.33 32.6% 7.5% 16.6% 100.0% 26.8% 9.5% -4.9% 31.9M -1.49B -8.3M 1.09 18.29 50,519 55,144 567,075 505,727 2024-08-13 $67.87 $63.33 27.0% 7.9% 17.0% 73.8% 26.9% 4.6% -0.2% 22.7M -1.24B -8.6M 1.09 22.79 57,416 62,469 584,440 527,961 2024-08-14 $68.53 $63.33 29.7% 7.7% 16.5% 86.5% 27.6% 10.3% -3.8% 23.9M -1.46B -8.1M 0.79 27.85 141,225 111,391 602,384 559,868 2024-08-15 $73.28 $63.33 15.0% 4.3% 29.5% 18.3% 16.6% 2.6% 0.0% 111.4M -3.06B -6.9M 0.21 33.74 565,747 116,746 662,467 615,651 2024-08-16 $73.22 $63.33 14.8% 4.2% 29.5% 17.4% 14.9% 1.6% -0.3% 76.5M -2.54B -8.0M 0.36 37.03 126,945 46,263 656,572 653,298 2024-08-19 $73.59 $65.00 14.1% 4.1% 29.4% 14.1% 14.5% 1.6% 0.1% 85.3M -2.53B -8.0M 0.48 3.36 55,220 26,582 608,581 505,566 2024-08-20 $74.38 $65.00 14.2% 4.1% 29.5% 14.6% 14.6% 1.1% 0.3% 100.3M -2.81B -7.5M 0.59 4.03 59,011 34,582 620,884 516,359 2024-08-21 $75.05 $65.00 14.7% 4.2% 29.6% 16.7% 15.0% 1.6% 0.2% 104.9M -2.93B -7.8M 0.46 4.43 101,467 47,048 627,803 527,398 2024-08-22 $75.50 $65.00 15.6% 4.5% 29.4% 20.8% 16.9% 1.7% -0.1% 103.4M -3.05B -8.2M 0.97 6.31 63,658 62,026 661,622 543,639 2024-08-23 $75.68 $65.00 14.0% 4.0% 29.1% 13.5% 14.5% 1.3% 0.3% 100.0M -3.07B -8.0M 0.70 2.96 43,202 30,362 666,730 560,100 2024-08-26 $75.91 $65.00 14.3% 4.0% 29.0% 15.0% 14.4% 1.4% 0.2% 97.7M -3.05B -7.9M 0.93 1.91 25,744 23,812 649,594 513,603 2024-08-27 $76.15 $65.00 14.6% 4.1% 28.8% 16.5% 14.9% 1.6% 0.5% 97.6M -3.07B -8.1M 0.80 5.28 42,029 33,775 654,163 521,985 2024-08-28 $76.03 $65.00 14.4% 4.0% 28.7% 15.4% 14.5% 1.4% 0.4% 91.6M -3.03B -8.1M 1.50 5.77 21,485 32,251 660,018 538,753 2024-08-29 $76.25 $65.00 14.5% 4.1% 28.6% 15.9% 14.8% 1.4% -0.2% 92.1M -3.08B -8.3M 1.20 5.48 24,485 29,263 663,913 546,851 2024-08-30 $77.13 $65.00 13.6% 3.8% 27.2% 11.5% 14.3% 1.2% 0.3% 113.3M -3.29B -8.1M 0.31 14.94 139,277 43,750 666,616 555,811
« Jul 2024 | All History | Sep 2024 » Home WMT History August 2024