WMT option chain Walmart Inc.
Cboe delayed options data · as of 06:39 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 ±11.3% (94.06–118.00) · ATM IV 25.9% · P/C open interest 0.65
| 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 | |
| 49.75 | 53.85 | 74 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.0700 | 313 | 48.8% | -0.00 | 0.0004 | -0.001 | |||
| 44.80 | 48.95 | 182 | 1.00 | 0.0006 | 0.000 | 60 | 0 | 0.1200 | 686 | 45.7% | -0.01 | 0.0006 | -0.002 | |||
| 39.90 | 44.05 | 390 | 36.4% | 0.99 | 0.0009 | 0.000 | 65 | 0.0300 | 0.1600 | 549 | 42.4% | -0.01 | 0.0010 | -0.002 | ||
| 35.00 | 39.10 | 572 | 35.2% | 0.99 | 0.0016 | 0.000 | 70 | 0.0400 | 0.1700 | 1,493 | 37.3% | -0.01 | 0.0017 | -0.003 | ||
| 32.55 | 36.70 | 459 | 33.9% | 0.98 | 0.0020 | 0.000 | 72.5 | 0 | 0.4100 | 778 | 38.4% | -0.02 | 0.0021 | -0.004 | ||
| 30.90 | 33.50 | 220 | 34.2% | 0.98 | 0.0026 | 0.000 | 75 | 0.1000 | 0.2500 | 3,150 | 34.6% | -0.02 | 0.0028 | -0.005 | ||
| 29.05 | 30.80 | 216 | 36.5% | 0.97 | 0.0034 | 0.000 | 77.5 | 0.1700 | 0.3000 | 632 | 33.5% | -0.03 | 0.0035 | -0.006 | ||
| 26.55 | 28.20 | 432 | 31.8% | 0.96 | 0.0044 | 0.000 | 80 | 0.2300 | 0.5400 | 2 | 616 | 33.8% | -0.04 | 0.0046 | -0.007 | |
| 24.20 | 25.90 | 785 | 31.7% | 0.95 | 0.0057 | 0.000 | 82.5 | 0.3200 | 0.4900 | 773 | 31.2% | -0.05 | 0.0059 | -0.008 | ||
| 20.55 | 24.55 | 4 | 218 | 28.3% | 0.94 | 0.0073 | -0.002 | 85 | 0.4600 | 0.5800 | 5 | 1,160 | 30.0% | -0.07 | 0.0075 | -0.010 |
| 19.65 | 21.20 | 315 | 29.8% | 0.92 | 0.0092 | -0.005 | 87.5 | 0.6400 | 0.7500 | 496 | 29.1% | -0.09 | 0.0095 | -0.012 | ||
| 16.55 | 18.70 | 10 | 13.4K | 22.9% | 0.89 | 0.0115 | -0.008 | 90 | 0.8600 | 1.02 | 44 | 3,053 | 28.4% | -0.11 | 0.0118 | -0.014 |
| 15.35 | 16.70 | 175 | 28.1% | 0.86 | 0.0141 | -0.011 | 92.5 | 1.09 | 1.38 | 72 | 1,851 | 27.5% | -0.15 | 0.0144 | -0.017 | |
| 12.40 | 15.65 | 3 | 561 | 27.9% | 0.82 | 0.0169 | -0.015 | 95 | 1.64 | 1.85 | 758 | 2,332 | 27.6% | -0.19 | 0.0173 | -0.019 |
| 11.50 | 12.50 | 21 | 309 | 26.8% | 0.77 | 0.0197 | -0.018 | 97.5 | 2.02 | 2.40 | 8 | 3,223 | 26.6% | -0.24 | 0.0201 | -0.021 |
| 9.55 | 10.70 | 20 | 1,089 | 26.0% | 0.72 | 0.0224 | -0.021 | 100 | 2.77 | 3.10 | 23 | 3,882 | 26.4% | -0.29 | 0.0229 | -0.024 |
| 6.90 | 7.30 | 584 | 3,444 | 25.8% | 0.59 | 0.0262 | -0.025 | 105 | 4.65 | 5.10 | 357 | 4,391 | 26.1% | -0.42 | 0.0271 | -0.026 |
| 4.60 | 4.75 | 236 | 3,181 | 25.4% | 0.46 | 0.0271 | -0.026 | 110 | 7.10 | 7.80 | 80 | 5,551 | 25.6% | -0.56 | 0.0288 | -0.026 |
| 2.89 | 3.05 | 235 | 3,507 | 25.3% | 0.34 | 0.0250 | -0.024 | 115 | 10.10 | 11.45 | 49 | 2,975 | 25.5% | -0.69 | 0.0277 | -0.024 |
| 1.64 | 1.90 | 146 | 5,264 | 25.1% | 0.23 | 0.0209 | -0.020 | 120 | 14.00 | 15.40 | 6 | 2,696 | 25.4% | -0.81 | 0.0246 | -0.019 |
| 1.03 | 1.33 | 141 | 3,756 | 26.3% | 0.16 | 0.0161 | -0.016 | 125 | 18.50 | 19.75 | 1,601 | 25.4% | -0.90 | 0.0204 | -0.014 | |
| 0.6500 | 0.7400 | 414 | 5,400 | 26.4% | 0.10 | 0.0118 | -0.012 | 130 | 22.50 | 25.95 | 193 | 30.8% | -0.97 | 0.0163 | -0.015 | |
| 0.4000 | 0.4900 | 196 | 6,185 | 27.2% | 0.07 | 0.0085 | -0.009 | 135 | 26.85 | 30.40 | -1.00 | 0.0003 | -0.036 | |||
| 0.2600 | 0.3600 | 321 | 6,901 | 28.3% | 0.05 | 0.0062 | -0.007 | 140 | 31.85 | 36.00 | -1.00 | 0.0000 | -0.040 | |||
| 0.1500 | 0.3000 | 357 | 1,928 | 29.5% | 0.04 | 0.0046 | -0.006 | 145 | 37.40 | 40.95 | 41.6% | -1.00 | 0.0000 | -0.040 | ||
| 0.1200 | 0.2500 | 3,149 | 31.1% | 0.03 | 0.0035 | -0.005 | 150 | 41.85 | 46.00 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.3200 | 1,037 | 32.9% | 0.02 | 0.0027 | -0.004 | 155 | 46.85 | 51.00 | -1.00 | 0.0000 | -0.040 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs