Walmart Inc. (WMT)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 15:05 UTC · Figures derived from the full chain (1,166 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±7.2% (range 110.08–127.18) by Nov 20, 2026. ATM straddle: 8.55 @ strike 119 · ATM IV: 30.2%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 106.77 | -10% | 87.1% | 12.9% |
| 112.70 | -5% | 70.1% | 29.9% |
| 118.63 | +0% | 48.2% | 51.8% |
| 124.56 | +5% | 27.8% | 72.2% |
| 130.49 | +10% | 13.4% | 86.6% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±2.2% | 25.0% | 62.0K |
| Oct 30, 2026 | 11 | ±3.3% | 23.4% | 28.8K |
| Nov 06, 2026 | 18 | ±4.2% | 23.4% | 17.3K |
| Nov 13, 2026 | 25 | ±5.0% | 23.6% | 10.5K |
| Nov 20, 2026 | 32 | ±7.2% | 30.2% | 417.0K |
| Nov 27, 2026 | 39 | ±7.4% | 28.2% | 3,450 |
| Dec 18, 2026 | 60 | ±8.9% | 27.1% | 142.3K |
| Jan 15, 2027 | 88 | ±10.4% | 26.2% | 268.4K |
| Mar 19, 2027 | 151 | ±14.0% | 27.1% | 95.2K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 120 C · 140.9K125 C · 125.9K115 C · 68.3K100 P · 27.0K105 P · 26.3K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 86.0% of the time.
Past earnings reactions
Avg |reaction| 5.3% · median 4.7% (21 reports). Two-session close-to-close window; definition
About Walmart Inc.
Walmart Inc., established in 1945 and based in Bentonville, Arkansas, operates as a global retail powerhouse, having officially adopted its current name in February 2018, formerly Wal-Mart Stores, Inc. The company's diverse operations, encompassing retail, wholesale, and e-commerce, are managed across three primary divisions: Walmart U.S., Walmart International, and Sam's Club. Its extensive physical presence includes a variety of store formats such as supercenters, supermarkets, hypermarkets, membership-only warehouse clubs (like Sam's Club), cash-and-carry outlets, and discount stores, primarily operating under the Walmart and Walmart Neighborhood Market banners. Digitally, the company engages customers through numerous e-commerce platforms, including walmart.com.mx, walmart.ca, flipkart.com, and PhonePe, as well as via dedicated mobile applications. Walmart offers an exceptionally broad range of products and services. Its inventory covers groceries and daily consumables, such as dairy, meats, baked goods, deli items, fresh produce, various packaged foods (dry, chilled, or frozen), alcoholic and non-alcoholic beverages, floral items, snacks, candies, health and beauty aids, paper
Consumer Defensive · Discount Stores · NASDAQ · Profile: Financial Modeling Prep
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