WMT Options History — August 2025

In August 2025, WMT traded between $96.02 and $104.07. ATM implied volatility averaged 24.0%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 2.6% (HV 20d: 21.5%). Max pain ranged from $90.00 to $94.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2025-08-21: Highest Volume — 432,331 contracts
  • 2025-08-21: Largest IV drop — 28.5% change
  • 2025-08-20: Highest IV Rank — 41.7%
  • 2025-08-20: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$99.87$96.02$104.07$98.41$96.87
Max Pain$91.76$90.00$94.00$94.00$93.00
ATM IV24.0%17.8%28.3%27.3%17.8%
Expected Move6.6%4.9%8.1%6.3%4.9%
HV 20d21.5%13.2%27.8%14.1%27.4%
HV 60d17.7%14.6%20.0%14.6%19.7%
IV Rank29.6%11.9%41.7%38.8%11.9%
IV Percentile50.9%9.9%77.8%69.0%9.9%
Term Structure-0.9%-7.4%0.4%-1.2%0.2%
VWIV23.7%17.3%28.9%23.5%17.3%
Skew 25d2.0%1.2%3.1%3.1%1.7%
Skew 10d5.7%-8.0%18.5%10.5%-0.0%
Call IV 25d23.3%17.5%27.4%26.6%17.5%
Put IV 25d25.3%19.2%29.7%29.7%19.2%
Bid-Ask Spread %14.263.4446.5324.7018.62
Gamma HHI0.150.060.440.110.18
Net GEX71.6M-30.0M174.6M77.1M111.2M
Net DEX-1.87B-3.04B-944.0M-1.81B-1.34B
Net VEX-11.5M-12.0M-10.7M-11.7M-11.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.090.990.990.45
Total Volume142,809.95248,266432,33194,270124,668
Total OI1,075,572.524921,8261,190,8501,058,2751,121,397

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-08-01$98.41$94.0027.3%6.3%14.1%38.8%23.5%3.1%-1.2%77.1M-1.81B-11.7M0.9924.7047,48946,781572,680485,595
2025-08-04$99.80$90.0026.7%7.1%14.8%37.1%26.8%2.9%-0.7%79.2M-2.02B-11.4M0.5516.5469,22038,392556,995479,089
2025-08-05$99.20$90.0026.9%7.2%13.2%37.6%25.1%2.9%-1.0%80.3M-1.90B-11.4M0.486.5057,70227,534575,290485,880
2025-08-06$103.60$90.0026.7%7.1%19.9%37.2%25.7%2.1%-1.2%134.4M-3.04B-10.9M0.4114.77141,17457,429580,775493,940
2025-08-07$102.95$90.0026.4%7.1%18.4%36.3%25.2%2.3%-1.0%124.2M-2.75B-11.6M0.6611.2450,20833,337586,949514,070
2025-08-08$103.62$90.0025.7%7.0%18.0%34.4%25.3%1.6%-1.0%142.5M-2.93B-11.1M0.5830.3278,45145,250589,345518,978
2025-08-11$104.07$90.0026.1%7.1%17.7%35.5%25.7%2.1%-0.9%121.4M-2.80B-11.0M0.525.7531,74916,517566,701512,601
2025-08-12$103.56$90.0025.4%6.9%17.9%33.6%26.5%1.8%-1.5%114.1M-2.68B-10.7M0.484.9070,87134,091573,949517,090
2025-08-13$101.03$92.5025.8%7.2%20.4%34.6%25.1%1.9%-0.9%76.2M-2.14B-11.3M0.8527.9160,39851,568590,270518,339
2025-08-14$100.85$92.5026.7%7.3%20.5%37.0%25.7%2.0%-1.4%73.5M-2.13B-11.5M0.0946.53262,69922,446596,531535,668
2025-08-15$100.16$92.5026.7%7.4%20.7%37.1%26.0%2.1%-1.2%174.6M-1.71B-11.5M0.996.6539,21738,906579,214540,632
2025-08-18$100.78$92.5026.4%7.5%20.7%36.4%26.6%2.2%-0.9%38.5M-1.82B-11.4M0.733.4452,62038,469479,641442,185
2025-08-19$101.15$92.5027.7%7.9%20.7%40.0%28.8%2.6%-7.4%47.1M-1.88B-12.0M0.816.6555,15244,725509,327459,761
2025-08-20$102.38$92.5028.3%8.1%20.9%41.7%28.9%2.1%-1.2%55.6M-2.13B-11.9M0.9112.98119,140108,183522,368471,173
2025-08-21$97.48$92.5020.2%5.8%27.7%18.9%21.2%1.8%0.4%-24.2M-944.0M-11.3M0.9213.98225,591206,740572,408531,225
2025-08-22$96.94$92.5019.1%5.4%27.7%15.6%19.7%1.2%0.3%-30.0M-1.00B-11.7M0.5615.40161,47890,425630,366560,484
2025-08-25$96.20$92.5019.1%5.5%27.8%15.7%19.6%1.6%0.2%18.0M-1.04B-11.7M0.438.72103,63544,998571,101460,871
2025-08-26$96.02$92.5018.6%5.2%27.5%14.3%19.1%1.8%0.0%22.3M-1.01B-11.7M0.526.4669,58636,311603,830470,141
2025-08-27$96.09$92.5018.1%5.1%27.4%12.9%18.3%1.5%0.4%32.1M-1.09B-11.7M0.457.3159,56927,099621,937477,192
2025-08-28$96.12$92.5018.5%5.2%27.2%13.9%17.6%1.8%0.2%34.6M-1.12B-11.7M0.529.9671,76537,426624,045486,990
2025-08-29$96.87$93.0017.8%4.9%27.4%11.9%17.3%1.7%0.2%111.2M-1.34B-11.9M0.4518.6286,27538,393629,080492,317