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Walmart Inc. Common Stock WMT

CONSUMER DEFENSIVE · DISCOUNT STORES
i

Market dataready · fetched 2026-11-03T22:32:30.182Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T22:30:45.917253346Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-02T06:25:45.310845+00:00

Share price$124.10
1D-1.8%
AH$123$124$125$126$1275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWMT
Sold putSold callAH

Walmart Inc. Common Stock options

Live interpolated WMT call and put midpoint premiums by absolute delta.Walmart Inc. Common Stock$0.22$1.61$3.01$4.40$5.80$120.47$122.58$124.69$126.81$128.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WMT spot · $124.10WMT PRICE$0.46$0.62$0.81$1.00$1.25$1.53$1.87$2.25$2.68$3.34$4.29$5.40$0.37$0.48$0.60$0.72$0.85$0.98$1.11$1.25$1.39$1.53$1.68$1.82$1.96
PutsCheap0.95×
Calls——
Skew——
Implied moveBullish±$2.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.7536.6%3.3%121.4628.7%2.4%
25Δ127.1037.5%2.9%122.0628.2%2.0%
30Δ126.4938.0%2.6%122.5427.5%1.7%
35Δ125.9038.5%2.3%123.0226.8%1.5%
40Δ125.3539.4%2.0%123.4126.0%1.2%
45Δ124.7940.6%1.8%123.8025.2%1.0%
50Δ124.2242.3%1.6%124.1624.3%0.8%
55Δ123.6143.9%1.4%124.4823.5%0.7%
60Δ122.9545.5%1.2%124.8022.6%0.6%
65Δ122.1449.2%1.1%125.1021.6%0.4%
70Δ121.0755.3%1.0%125.3520.4%0.3%
75Δ119.7960.7%0.9%125.6119.1%0.3%
80Δ125.8617.9%0.2%

20Δ

Calls
Pseudo strike
127.75
IV
36.6%
B/E move
3.3%
Puts
Pseudo strike
121.46
IV
28.7%
B/E move
2.4%

25Δ

Calls
Pseudo strike
127.10
IV
37.5%
B/E move
2.9%
Puts
Pseudo strike
122.06
IV
28.2%
B/E move
2.0%

30Δ

Calls
Pseudo strike
126.49
IV
38.0%
B/E move
2.6%
Puts
Pseudo strike
122.54
IV
27.5%
B/E move
1.7%

35Δ

Calls
Pseudo strike
125.90
IV
38.5%
B/E move
2.3%
Puts
Pseudo strike
123.02
IV
26.8%
B/E move
1.5%

40Δ

Calls
Pseudo strike
125.35
IV
39.4%
B/E move
2.0%
Puts
Pseudo strike
123.41
IV
26.0%
B/E move
1.2%

45Δ

Calls
Pseudo strike
124.79
IV
40.6%
B/E move
1.8%
Puts
Pseudo strike
123.80
IV
25.2%
B/E move
1.0%

50Δ

Calls
Pseudo strike
124.22
IV
42.3%
B/E move
1.6%
Puts
Pseudo strike
124.16
IV
24.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
123.61
IV
43.9%
B/E move
1.4%
Puts
Pseudo strike
124.48
IV
23.5%
B/E move
0.7%

60Δ

Calls
Pseudo strike
122.95
IV
45.5%
B/E move
1.2%
Puts
Pseudo strike
124.80
IV
22.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
122.14
IV
49.2%
B/E move
1.1%
Puts
Pseudo strike
125.10
IV
21.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
121.07
IV
55.3%
B/E move
1.0%
Puts
Pseudo strike
125.35
IV
20.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
119.79
IV
60.7%
B/E move
0.9%
Puts
Pseudo strike
125.61
IV
19.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
125.86
IV
17.9%
B/E move
0.2%

Options history

IV · four-Friday blend31.02%
Daily close
WMT17.7%34.6%51.4%2026-08-05: 32.09%2026-08-06: 31.88%2026-08-07: 31.43%2026-08-10: 33.03%2026-08-11: 32.89%2026-08-12: 34.79%2026-08-13: 34.69%2026-08-14: 35.60%2026-08-17: 40.88%2026-08-18: 45.08%2026-08-19: 49.09%2026-08-20: 26.45%2026-08-21: 21.78%2026-08-24: 23.37%2026-08-25: 22.66%2026-08-26: 22.30%2026-08-27: 21.35%2026-08-28: 20.04%2026-08-31: 21.90%2026-09-01: 22.80%2026-09-02: 21.74%2026-09-03: 21.14%2026-09-04: 20.67%2026-09-08: 24.53%2026-09-09: 23.61%2026-09-10: 23.17%2026-09-11: 21.60%2026-09-14: 24.19%2026-09-15: 24.36%2026-09-16: 24.19%2026-09-17: 22.54%2026-09-18: 21.84%2026-09-21: 23.15%2026-09-22: 24.25%2026-09-23: 23.88%2026-09-24: 24.95%2026-09-25: 22.09%2026-09-28: 23.49%2026-09-29: 24.52%2026-09-30: 24.58%2026-10-01: 22.80%2026-10-02: 21.61%2026-10-05: 22.59%2026-10-06: 23.23%2026-10-07: 22.38%2026-10-08: 22.63%2026-10-09: 20.93%2026-10-12: 23.10%2026-10-13: 22.71%2026-10-14: 24.94%2026-10-15: 25.82%2026-10-16: 24.19%2026-10-19: 24.23%2026-10-20: 23.99%2026-10-21: 24.33%2026-10-22: 26.37%2026-10-23: 26.26%2026-10-26: 28.66%2026-10-27: 26.48%2026-10-28: 26.84%2026-10-29: 28.03%2026-10-30: 31.02%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
32.09%
31.88%
31.43%
33.03%
32.89%
34.79%
34.69%
35.60%
40.88%
45.08%
49.09%
26.45%
21.78%
23.37%
22.66%
22.30%
21.35%
20.04%
21.90%
22.80%
21.74%
21.14%
20.67%
24.53%
23.61%
23.17%
21.60%
24.19%
24.36%
24.19%
22.54%
21.84%
23.15%
24.25%
23.88%
24.95%
22.09%
23.49%
24.52%
24.58%
22.80%
21.61%
22.59%
23.23%
22.38%
22.63%
20.93%
23.10%
22.71%
24.94%
25.82%
24.19%
24.23%
23.99%
24.33%
26.37%
26.26%
28.66%
26.48%
26.84%
28.03%
31.02%