WMT Options History — December 2024

In December 2024, WMT traded between $90.11 and $95.72. ATM implied volatility averaged 18.6%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 0.3% (HV 20d: 18.9%). Max pain ranged from $65.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.02.

Notable Days

2024-12-11: Highest Volume — 890,662 contracts
2024-12-20: Largest IV drop — 15.6% change
2024-12-19: Highest IV Rank — 44.5%
2024-12-19: Largest Expected Move — 6.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$93.44	$90.11	$95.72	$92.48	$90.11
Max Pain	$68.83	$65.00	$80.00	$76.67	$70.00
ATM IV	18.6%	17.0%	21.3%	18.5%	18.8%
Expected Move	5.5%	4.8%	6.1%	5.6%	5.4%
HV 20d	18.9%	17.6%	20.7%	18.4%	18.5%
HV 60d	17.0%	16.3%	17.6%	17.1%	17.6%
IV Rank	31.0%	22.8%	44.5%	30.2%	32.0%
IV Percentile	56.9%	47.2%	70.2%	58.3%	57.5%
Term Structure	0.4%	-0.4%	1.0%	0.6%	0.5%
VWIV	19.7%	17.5%	22.1%	20.2%	18.8%
Skew 25d	0.8%	-0.1%	2.0%	-0.1%	1.6%
Skew 10d	2.2%	0.1%	4.9%	0.1%	3.7%
Call IV 25d	18.6%	16.7%	21.6%	18.7%	18.4%
Put IV 25d	19.4%	17.9%	22.6%	18.7%	20.0%
Bid-Ask Spread %	2.22	1.05	3.79	2.05	2.90
Gamma HHI	0.13	0.08	0.23	0.17	0.08
Net GEX	100.1M	6.1M	217.7M	161.5M	6.1M
Net DEX	-4.11B	-5.95B	-2.37B	-4.90B	-2.37B
Net VEX	-14.2M	-16.9M	-10.3M	-10.8M	-16.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.02	0.12	11.04	0.31	0.81
Total Volume	174,191.571	47,483	890,662	121,803	47,483
Total OI	1,814,594.524	1,563,601	2,084,454	1,563,601	1,859,922

Daily Data (21 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
2024-12-02	$92.48	$76.67	18.5%	5.6%	18.4%	30.2%	20.2%	-0.1%	0.6%	161.5M	-4.90B	-10.8M	0.31	2.05	92,718	29,085	888,213	675,388
2024-12-03	$93.42	$77.00	18.6%	5.7%	18.5%	31.0%	20.6%	-0.0%	0.6%	182.2M	-5.26B	-10.3M	0.82	2.16	85,658	70,249	891,618	682,446
2024-12-04	$94.35	$80.00	18.4%	5.7%	18.3%	30.0%	20.3%	0.1%	0.6%	188.7M	-5.53B	-10.7M	0.47	1.62	83,525	39,451	902,479	705,962
2024-12-05	$95.37	$65.00	17.8%	5.5%	18.0%	27.1%	19.4%	0.2%	0.4%	217.7M	-5.95B	-10.7M	0.20	1.21	325,646	64,457	919,117	722,383
2024-12-06	$95.72	$65.00	17.7%	5.5%	18.0%	26.4%	19.6%	0.1%	0.7%	130.1M	-5.64B	-10.6M	0.63	1.60	101,069	64,036	880,126	742,424
2024-12-09	$93.69	$66.67	18.9%	5.7%	20.5%	32.5%	20.3%	0.1%	0.8%	101.0M	-4.77B	-11.1M	0.72	1.05	105,541	76,007	874,132	735,634
2024-12-10	$94.66	$66.67	19.1%	5.7%	20.2%	33.3%	20.2%	0.1%	0.7%	135.0M	-5.16B	-11.4M	0.50	1.52	70,406	35,340	908,027	748,034
2024-12-11	$95.19	$65.00	18.9%	5.6%	20.1%	32.4%	20.3%	0.3%	0.5%	149.5M	-5.32B	-11.7M	11.04	1.73	74,001	816,661	912,667	753,885
2024-12-12	$94.41	$66.67	18.7%	5.5%	20.7%	31.2%	19.5%	0.1%	0.3%	84.6M	-4.58B	-16.5M	0.12	1.31	305,909	36,363	917,737	1,166,717
2024-12-13	$94.32	$70.00	17.9%	5.2%	19.8%	27.4%	19.2%	1.1%	1.0%	77.1M	-3.88B	-15.4M	0.52	1.46	55,908	29,197	838,340	1,180,466
2024-12-16	$94.88	$70.00	18.7%	5.4%	19.3%	31.3%	19.6%	0.6%	0.5%	104.4M	-4.00B	-16.0M	0.32	2.32	85,257	27,416	815,632	1,139,349
2024-12-17	$95.25	$70.00	18.8%	5.4%	19.1%	32.0%	19.6%	1.2%	-0.1%	121.7M	-4.17B	-16.2M	0.61	1.81	39,006	23,973	834,158	1,144,684
2024-12-18	$94.13	$70.00	20.9%	6.0%	17.6%	42.3%	21.8%	1.3%	-0.2%	89.9M	-3.72B	-16.7M	0.55	2.38	67,660	37,469	838,132	1,147,682
2024-12-19	$93.78	$66.67	21.3%	6.1%	17.9%	44.5%	22.1%	1.1%	-0.4%	76.0M	-3.54B	-16.9M	0.62	2.18	55,069	34,273	841,889	1,154,883
2024-12-20	$92.69	$66.67	18.0%	5.2%	18.2%	28.0%	19.2%	1.5%	-0.2%	40.0M	-3.13B	-16.6M	0.74	1.73	75,248	55,984	851,358	1,165,481
2024-12-23	$90.48	$66.67	18.6%	5.4%	18.8%	30.6%	19.2%	1.2%	0.3%	12.5M	-2.41B	-16.6M	0.67	3.25	115,349	77,018	796,784	1,017,954
2024-12-24	$92.45	$66.67	17.5%	5.0%	19.8%	25.5%	18.4%	1.8%	0.3%	71.6M	-3.26B	-15.5M	0.31	3.79	65,881	20,672	824,995	1,030,853
2024-12-26	$92.53	$66.67	17.0%	4.8%	18.1%	22.8%	17.5%	1.3%	0.2%	76.8M	-3.19B	-15.8M	0.27	3.43	80,877	21,992	827,275	1,036,387
2024-12-27	$91.54	$66.67	18.2%	5.2%	18.5%	28.9%	18.6%	0.7%	0.6%	49.6M	-2.84B	-16.9M	0.57	3.62	61,255	34,994	844,903	1,044,184
2024-12-30	$90.73	$66.67	18.6%	5.3%	18.4%	30.7%	18.6%	2.0%	0.8%	26.6M	-2.68B	-15.7M	0.69	3.62	41,474	28,446	814,206	1,029,979
2024-12-31	$90.11	$70.00	18.8%	5.4%	18.5%	32.0%	18.8%	1.6%	0.5%	6.1M	-2.37B	-16.7M	0.81	2.90	26,205	21,278	819,428	1,040,494