WMT Options History — October 2024 In October 2024, WMT traded between $79.30 and $83.25. ATM implied volatility averaged 23.2%, placing in the 54.0% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 6.5% (HV 20d: 16.7%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.93.
Notable Days 2024-10-01 : Highest Volume — 160,638 contracts2024-10-07 : Largest IV spike — 14.6% change2024-10-31 : Highest IV Rank — 86.9%2024-10-31 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $81.19 $79.30 $83.25 $81.23 $82.23 Max Pain $79.57 $75.00 $80.00 $75.00 $80.00 ATM IV 23.2% 19.0% 29.9% 19.1% 29.9% Expected Move 6.0% 5.5% 7.1% 5.5% 7.1% HV 20d 16.7% 14.3% 19.8% 17.6% 14.7% HV 60d 20.6% 19.6% 21.0% 20.1% 19.6% IV Rank 54.0% 33.5% 86.9% 34.2% 86.9% IV Percentile 80.4% 64.7% 98.8% 66.3% 98.8% Term Structure 1.0% -1.7% 5.7% 2.0% -1.4% VWIV 22.1% 19.7% 24.9% 21.0% 24.9% Skew 25d 2.1% 1.5% 2.6% 1.6% 2.1% Skew 10d 4.6% 3.5% 5.9% 5.3% 4.5% Call IV 25d 22.5% 18.0% 29.5% 19.1% 29.5% Put IV 25d 24.6% 19.5% 31.6% 20.6% 31.6% Bid-Ask Spread % 12.15 3.00 36.41 10.98 11.07 Gamma HHI 0.13 0.08 0.62 0.11 0.10 Net GEX 123.1M 63.3M 528.9M 125.6M 101.3M Net DEX -2.96B -3.42B -2.43B -3.20B -3.01B Net VEX -10.4M -11.5M -9.8M -11.5M -10.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.53 1.63 1.04 0.78 Total Volume 74,056.087 41,613 160,638 160,638 69,641 Total OI 1,483,860.87 1,401,760 1,547,489 1,443,477 1,456,428
Daily Data (23 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 2024-10-01 $81.23 $75.00 19.1% 5.5% 17.6% 34.2% 21.0% 1.6% 2.0% 125.6M -3.20B -11.5M 1.04 10.98 78,667 81,971 841,208 602,269 2024-10-02 $80.30 $75.00 19.2% 5.5% 18.3% 34.7% 19.7% 1.9% 1.7% 99.5M -2.78B -11.4M 1.47 3.78 36,305 53,406 871,983 630,976 2024-10-03 $80.28 $80.00 20.0% 6.2% 18.2% 38.5% 23.2% 2.0% 2.1% 108.7M -2.80B -11.5M 1.63 36.41 23,909 38,890 873,433 635,662 2024-10-04 $80.93 $80.00 19.0% 6.0% 18.1% 33.5% 23.1% 1.5% 2.2% 528.9M -3.05B -10.7M 0.62 24.10 93,946 57,901 877,467 645,654 2024-10-07 $79.30 $80.00 21.8% 6.3% 19.8% 47.1% 23.7% 2.6% -0.4% 63.3M -2.43B -10.9M 1.46 8.90 40,711 59,585 862,394 618,381 2024-10-08 $79.57 $80.00 20.6% 6.0% 18.4% 41.6% 22.9% 2.3% -0.2% 86.6M -2.58B -10.6M 0.89 8.53 37,407 33,409 882,246 623,903 2024-10-09 $80.35 $80.00 20.6% 5.8% 18.7% 41.6% 21.8% 1.9% -0.3% 119.5M -2.88B -10.9M 1.11 3.34 24,311 26,987 889,339 632,768 2024-10-10 $79.60 $80.00 20.4% 5.8% 18.4% 40.6% 21.2% 2.1% -0.2% 78.6M -2.58B -10.4M 0.71 3.80 30,175 21,502 890,012 637,281 2024-10-11 $80.05 $80.00 19.9% 5.7% 18.3% 37.8% 21.5% 2.0% -0.2% 125.8M -2.80B -10.1M 1.03 8.93 34,459 35,510 897,147 638,705 2024-10-14 $80.44 $80.00 20.3% 5.8% 18.4% 39.8% 21.7% 2.3% 5.2% 112.0M -2.89B -9.9M 0.68 3.00 31,411 21,308 879,584 624,731 2024-10-15 $81.41 $80.00 19.8% 5.7% 16.7% 37.4% 21.5% 1.9% 5.5% 148.1M -3.23B -10.6M 0.71 3.47 50,067 35,769 882,888 625,883 2024-10-16 $81.38 $80.00 20.2% 5.8% 16.6% 39.2% 21.6% 2.1% 5.7% 147.0M -3.20B -10.3M 0.90 8.65 35,491 31,815 882,848 635,099 2024-10-17 $80.88 $80.00 21.6% 5.9% 16.2% 46.5% 20.4% 2.2% 5.2% 121.7M -3.01B -10.1M 0.78 9.15 27,877 21,647 890,935 646,706 2024-10-18 $81.25 $80.00 22.4% 5.9% 15.6% 50.0% 20.1% 2.3% 5.1% 74.5M -3.17B -9.9M 0.56 9.19 48,076 26,985 896,684 650,805 2024-10-21 $80.90 $80.00 25.0% 5.8% 15.1% 63.0% 20.9% 2.4% -1.4% 77.3M -2.67B -10.0M 0.53 19.49 28,128 14,860 813,028 588,732 2024-10-22 $82.15 $80.00 26.5% 6.1% 15.9% 70.4% 22.6% 2.1% -1.4% 106.8M -3.12B -9.8M 0.77 16.17 47,746 36,695 825,286 594,016 2024-10-23 $83.25 $80.00 28.1% 6.3% 16.2% 78.1% 22.9% 2.2% -1.7% 117.7M -3.42B -10.1M 0.91 19.96 56,799 51,966 830,633 607,810 2024-10-24 $83.05 $80.00 27.9% 6.2% 14.6% 77.1% 23.0% 2.0% -1.5% 113.3M -3.34B -10.5M 1.51 16.09 26,677 40,209 838,055 625,887 2024-10-25 $82.59 $80.00 27.3% 6.1% 14.8% 74.3% 22.0% 1.8% -1.4% 95.0M -3.12B -10.3M 0.88 17.48 30,443 26,664 840,004 635,673 2024-10-28 $82.87 $80.00 27.5% 6.2% 14.3% 75.2% 22.4% 1.8% -0.7% 106.5M -3.21B -9.9M 1.05 19.06 22,813 23,921 827,183 593,590 2024-10-29 $81.95 $80.00 27.6% 6.3% 14.9% 75.7% 22.4% 1.9% -0.8% 91.2M -2.91B -10.1M 0.85 7.65 24,663 20,955 834,397 604,086 2024-10-30 $81.45 $80.00 28.2% 6.6% 14.4% 78.7% 23.0% 2.1% -1.0% 81.9M -2.74B -10.2M 0.53 10.24 27,120 14,493 838,352 608,649 2024-10-31 $82.23 $80.00 29.9% 7.1% 14.7% 86.9% 24.9% 2.1% -1.4% 101.3M -3.01B -10.5M 0.78 11.07 39,125 30,516 845,389 611,039
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