WMT option chain Walmart Inc.
Cboe delayed options data · as of 19:03 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.7% (98.13–119.13) · ATM IV 25.9% · P/C open interest 0.98
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 43.20 | 46.40 | 2 | 35 | 66.8% | 1.00 | 0.0005 | 0.000 | 65 | 0 | 0.0300 | 3 | 77 | 41.6% | -0.00 | 0.0005 | -0.002 |
| 38.25 | 41.45 | 2 | 58.7% | 0.99 | 0.0009 | 0.000 | 70 | 0 | 0.1200 | 137 | 42.2% | -0.01 | 0.0009 | -0.002 | ||
| 33.30 | 36.40 | 1 | 6 | 49.8% | 0.99 | 0.0015 | 0.000 | 75 | 0.0400 | 0.1200 | 6 | 516 | 37.8% | -0.01 | 0.0015 | -0.003 |
| 28.45 | 31.65 | 4 | 71 | 45.6% | 0.98 | 0.0027 | 0.000 | 80 | 0.1100 | 0.1300 | 16 | 478 | 34.1% | -0.02 | 0.0027 | -0.005 |
| 24.40 | 25.50 | 39 | 35.9% | 0.97 | 0.0048 | 0.000 | 85 | 0.2200 | 0.2300 | 29 | 2,695 | 31.6% | -0.03 | 0.0048 | -0.008 | |
| 19.75 | 20.80 | 3 | 608 | 33.2% | 0.94 | 0.0085 | -0.004 | 90 | 0.4100 | 0.4600 | 355 | 1,798 | 29.5% | -0.07 | 0.0086 | -0.012 |
| 15.05 | 16.00 | 14 | 258 | 28.3% | 0.88 | 0.0142 | -0.012 | 95 | 0.8500 | 0.9200 | 117 | 5,408 | 28.1% | -0.12 | 0.0144 | -0.018 |
| 11.00 | 11.50 | 212 | 1,194 | 26.1% | 0.79 | 0.0212 | -0.021 | 100 | 1.69 | 1.77 | 211 | 14.6K | 27.0% | -0.21 | 0.0217 | -0.025 |
| 7.70 | 8.00 | 495 | 6,677 | 26.2% | 0.66 | 0.0275 | -0.028 | 105 | 3.15 | 3.25 | 236 | 11.2K | 26.3% | -0.34 | 0.0285 | -0.031 |
| 5.05 | 5.15 | 1,148 | 7,644 | 26.0% | 0.52 | 0.0306 | -0.031 | 110 | 5.30 | 5.50 | 470 | 8,505 | 25.8% | -0.50 | 0.0321 | -0.033 |
| 3.05 | 3.15 | 1,171 | 7,640 | 25.8% | 0.37 | 0.0292 | -0.030 | 115 | 8.20 | 8.50 | 64 | 2,726 | 25.0% | -0.65 | 0.0314 | -0.030 |
| 1.75 | 1.85 | 677 | 9,247 | 25.9% | 0.25 | 0.0243 | -0.025 | 120 | 11.75 | 12.30 | 6 | 2,435 | 23.9% | -0.79 | 0.0272 | -0.025 |
| 0.9600 | 1.05 | 331 | 3,847 | 26.1% | 0.16 | 0.0182 | -0.019 | 125 | 16.15 | 16.65 | 17 | 1,237 | 22.5% | -0.89 | 0.0213 | -0.017 |
| 0.5300 | 0.5700 | 212 | 6,220 | 26.5% | 0.09 | 0.0126 | -0.014 | 130 | 20.05 | 21.85 | 385 | -0.97 | 0.0205 | -0.006 | ||
| 0.3000 | 0.3300 | 54 | 2,951 | 27.2% | 0.06 | 0.0084 | -0.010 | 135 | 25.15 | 26.90 | 4 | 37 | -1.00 | 0.0000 | -0.039 | |
| 0.1800 | 0.2300 | 52 | 1,435 | 28.5% | 0.04 | 0.0057 | -0.007 | 140 | 30.10 | 33.10 | 5 | 39.5% | -1.00 | 0.0000 | -0.044 | |
| 0.1000 | 0.1800 | 3 | 1,831 | 29.9% | 0.03 | 0.0040 | -0.006 | 145 | 34.90 | 38.05 | 41.2% | -1.00 | 0.0000 | -0.045 | ||
| 0.0800 | 0.1400 | 12 | 1,584 | 31.7% | 0.02 | 0.0030 | -0.004 | 150 | 40.10 | 43.05 | 47.0% | -1.00 | 0.0000 | -0.045 | ||
| 0.0200 | 0.1400 | 545 | 33.0% | 0.01 | 0.0022 | -0.004 | 155 | 45.10 | 48.05 | 50.6% | -1.00 | 0.0000 | -0.045 | |||
| 0.0400 | 0.0800 | 1 | 311 | 34.4% | 0.01 | 0.0017 | -0.003 | 160 | 50.10 | 53.05 | 54.1% | -1.00 | 0.0000 | -0.045 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs