WMT Options History — June 2025

In June 2025, WMT traded between $94.03 and $99.92. ATM implied volatility averaged 21.3%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 6.3% (HV 20d: 15.0%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.64.

Notable Days

  • 2025-06-03: Highest Volume — 110,620 contracts
  • 2025-06-23: Largest IV drop — 11.1% change
  • 2025-06-20: Highest IV Rank — 28.6%
  • 2025-06-20: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.88$94.03$99.92$99.65$97.78
Max Pain$94.25$90.00$95.00$90.00$95.00
ATM IV21.3%19.8%23.2%21.1%19.8%
Expected Move6.1%5.5%6.7%6.0%5.6%
HV 20d15.0%13.6%16.7%14.6%16.0%
HV 60d30.9%29.5%34.0%34.0%29.5%
IV Rank23.4%18.0%28.6%23.1%18.0%
IV Percentile44.5%32.5%55.2%46.0%32.5%
Term Structure0.3%-0.6%1.2%0.4%1.2%
VWIV21.6%19.4%25.7%21.6%19.7%
Skew 25d3.0%2.1%7.9%3.1%2.2%
Skew 10d5.4%-1.5%7.8%6.9%-1.5%
Call IV 25d20.5%19.2%22.2%20.2%19.4%
Put IV 25d23.4%21.3%27.9%23.4%21.6%
Bid-Ask Spread %16.335.2137.239.5411.72
Gamma HHI0.110.070.170.160.10
Net GEX41.6M-31.6M105.9M87.7M58.9M
Net DEX-1.88B-2.88B-1.24B-2.78B-1.71B
Net VEX-13.1M-13.7M-12.5M-13.5M-12.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.411.200.460.46
Total Volume79,831.9547,701110,62091,75947,701
Total OI1,514,296.1964,6581,804,4981,671,064986,740

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-06-02$99.65$90.0021.1%6.0%14.6%23.1%21.6%3.1%0.4%87.7M-2.78B-13.5M0.469.5462,81728,942670,7591,000,305
2025-06-03$99.92$90.0021.1%5.9%14.4%23.1%21.0%3.2%-0.0%105.9M-2.88B-13.4M0.5010.3973,93436,686685,4081,006,938
2025-06-04$99.51$90.0021.1%5.9%14.3%23.1%21.3%3.4%0.1%100.5M-2.73B-13.5M0.617.5632,80919,976692,1131,014,246
2025-06-05$97.95$95.0021.7%6.5%15.4%24.8%22.6%2.9%0.6%61.6M-2.27B-13.7M0.9835.7945,63644,817691,6061,024,470
2025-06-06$97.47$95.0021.3%6.2%15.1%23.5%21.8%3.0%0.5%49.3M-2.15B-13.3M0.5030.1566,43633,512699,0961,045,239
2025-06-09$97.43$95.0021.1%6.1%14.5%22.9%21.4%2.5%0.2%61.8M-2.21B-13.0M0.5323.9653,83628,642686,0721,016,857
2025-06-10$97.22$95.0020.8%6.0%14.4%22.2%21.0%2.4%0.1%55.5M-2.12B-13.3M0.4126.1251,33620,999693,6861,032,569
2025-06-11$95.60$95.0021.6%6.3%15.6%24.5%21.8%2.9%-0.1%16.4M-1.68B-13.4M0.465.2357,32626,356704,5181,037,483
2025-06-12$94.62$95.0021.5%6.2%15.7%24.1%22.5%2.4%0.4%-9.2M-1.40B-13.2M0.876.8956,93249,777710,8011,043,821
2025-06-13$94.03$95.0022.8%6.6%15.6%27.7%23.2%2.9%0.4%-31.6M-1.26B-13.4M0.6737.2344,09129,538721,3221,059,721
2025-06-16$94.31$95.0021.8%6.3%13.6%24.7%22.4%2.4%0.5%-6.5M-1.40B-13.1M0.6211.2041,96025,864706,1041,033,610
2025-06-17$94.34$95.0022.8%6.6%13.6%27.8%25.7%3.3%0.5%-3.8M-1.44B-13.2M0.877.5144,95739,203718,4881,041,440
2025-06-18$95.37$95.0021.8%6.3%14.3%25.0%22.3%2.9%0.3%24.6M-1.74B-13.1M0.6911.5045,80931,545724,0751,057,461
2025-06-20$95.81$95.0023.2%6.7%13.9%28.6%23.3%3.1%-0.6%33.8M-1.92B-13.1M0.515.2153,86527,518735,5831,068,915
2025-06-23$97.68$95.0020.6%5.9%15.3%21.5%20.5%2.2%0.4%46.7M-1.66B-12.7M0.5916.4941,24624,199518,487446,171
2025-06-24$98.31$95.0020.6%5.8%15.4%21.5%19.4%7.9%0.7%58.7M-1.81B-12.7M0.4825.8358,22027,908526,615454,312
2025-06-25$97.19$95.0020.4%5.7%15.2%21.1%19.6%2.1%0.2%47.7M-1.55B-13.0M0.6512.5035,83223,241537,392458,139
2025-06-26$95.95$95.0020.6%5.8%15.8%21.7%20.9%2.1%0.3%19.7M-1.24B-12.9M1.2015.9037,83945,447544,973469,004
2025-06-27$97.40$95.0020.2%5.5%16.7%19.0%19.5%2.1%-0.5%55.3M-1.65B-13.0M0.6815.8847,60732,280552,383469,000
2025-06-30$97.78$95.0019.8%5.6%16.0%18.0%19.7%2.2%1.2%58.9M-1.71B-12.5M0.4611.7232,70015,001535,250451,490