WMT option chain Walmart Inc.
Cboe delayed options data · as of 15:46 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 ±8.8% (108.16–129.06) · ATM IV 27.2% · P/C open interest 0.78
| 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 | |
| 58.50 | 60.45 | 164 | 98.1% | 1.00 | 0.0001 | 0.000 | 60 | 0 | 0.0500 | 2 | 646 | 64.1% | -0.00 | 0.0002 | -0.001 | |
| 53.55 | 55.50 | 379 | 88.5% | 1.00 | 0.0002 | 0.000 | 65 | 0 | 0.2200 | 548 | 68.0% | -0.00 | 0.0002 | -0.001 | ||
| 48.35 | 50.60 | 526 | 76.6% | 1.00 | 0.0003 | 0.000 | 70 | 0 | 0.0700 | 1,584 | 52.5% | -0.00 | 0.0004 | -0.002 | ||
| 45.80 | 48.20 | 322 | 72.5% | 1.00 | 0.0004 | 0.000 | 72.5 | 0 | 0.0800 | 780 | 50.0% | -0.00 | 0.0005 | -0.002 | ||
| 43.45 | 45.70 | 220 | 69.9% | 1.00 | 0.0006 | 0.000 | 75 | 0 | 0.0900 | 3,115 | 47.6% | -0.00 | 0.0006 | -0.002 | ||
| 41.10 | 43.15 | 215 | 66.5% | 0.99 | 0.0007 | 0.000 | 77.5 | 0 | 0.0600 | 706 | 42.5% | -0.01 | 0.0008 | -0.003 | ||
| 38.75 | 40.75 | 376 | 64.8% | 0.99 | 0.0009 | 0.000 | 80 | 0.0100 | 0.1000 | 4,137 | 42.6% | -0.01 | 0.0010 | -0.003 | ||
| 36.20 | 37.30 | 783 | 45.7% | 0.99 | 0.0012 | 0.000 | 82.5 | 0.0200 | 0.0700 | 15 | 711 | 38.6% | -0.01 | 0.0013 | -0.004 | |
| 33.70 | 35.85 | 213 | 56.5% | 0.99 | 0.0016 | 0.000 | 85 | 0.0200 | 0.1100 | 1,241 | 37.5% | -0.01 | 0.0017 | -0.005 | ||
| 31.35 | 33.50 | 311 | 54.9% | 0.99 | 0.0021 | -0.001 | 87.5 | 0.0300 | 0.1300 | 1,185 | 35.7% | -0.02 | 0.0022 | -0.005 | ||
| 28.80 | 30.45 | 13.3K | 45.2% | 0.98 | 0.0028 | -0.003 | 90 | 0.1200 | 0.1400 | 136 | 3,829 | 35.3% | -0.02 | 0.0029 | -0.007 | |
| 26.55 | 27.80 | 163 | 42.3% | 0.97 | 0.0037 | -0.005 | 92.5 | 0.1500 | 0.1800 | 2,636 | 33.6% | -0.03 | 0.0039 | -0.008 | ||
| 24.00 | 25.50 | 580 | 39.7% | 0.96 | 0.0050 | -0.007 | 95 | 0.2300 | 0.2500 | 5 | 3,751 | 32.7% | -0.04 | 0.0052 | -0.011 | |
| 21.65 | 23.00 | 305 | 37.0% | 0.95 | 0.0067 | -0.010 | 97.5 | 0.2700 | 0.3500 | 11 | 4,014 | 31.2% | -0.05 | 0.0069 | -0.013 | |
| 19.45 | 20.15 | 1 | 1,353 | 32.8% | 0.93 | 0.0090 | -0.014 | 100 | 0.4400 | 0.5000 | 188 | 7,244 | 30.8% | -0.07 | 0.0092 | -0.017 |
| 15.05 | 15.55 | 44 | 2,771 | 30.8% | 0.87 | 0.0149 | -0.023 | 105 | 0.9400 | 1.00 | 69 | 7,250 | 29.5% | -0.13 | 0.0152 | -0.025 |
| 10.90 | 11.20 | 13 | 4,809 | 28.2% | 0.78 | 0.0219 | -0.033 | 110 | 1.81 | 1.94 | 1,626 | 7,014 | 28.6% | -0.23 | 0.0221 | -0.034 |
| 7.50 | 7.65 | 22 | 6,327 | 27.5% | 0.65 | 0.0280 | -0.041 | 115 | 3.30 | 3.45 | 32 | 6,513 | 27.8% | -0.36 | 0.0281 | -0.042 |
| 4.75 | 4.95 | 188 | 10.8K | 27.2% | 0.50 | 0.0307 | -0.043 | 120 | 5.55 | 5.65 | 40 | 2,896 | 27.3% | -0.51 | 0.0311 | -0.044 |
| 2.83 | 2.90 | 187 | 7,375 | 26.8% | 0.35 | 0.0290 | -0.040 | 125 | 8.55 | 8.80 | 3 | 1,520 | 27.0% | -0.66 | 0.0300 | -0.041 |
| 1.54 | 1.62 | 73 | 5,299 | 26.6% | 0.23 | 0.0238 | -0.032 | 130 | 12.10 | 12.60 | 1 | 222 | 26.3% | -0.79 | 0.0259 | -0.034 |
| 0.8000 | 0.8700 | 173 | 6,212 | 26.7% | 0.14 | 0.0172 | -0.023 | 135 | 16.30 | 17.00 | 1 | 25.8% | -0.89 | 0.0206 | -0.026 | |
| 0.4100 | 0.4700 | 6 | 7,490 | 27.2% | 0.08 | 0.0114 | -0.016 | 140 | 20.15 | 21.80 | -0.96 | 0.0156 | -0.019 | |||
| 0.2200 | 0.2800 | 11 | 2,749 | 28.1% | 0.05 | 0.0074 | -0.011 | 145 | 24.85 | 26.80 | -1.00 | 0.0040 | -0.015 | |||
| 0.1300 | 0.2100 | 77 | 2,833 | 29.8% | 0.03 | 0.0050 | -0.008 | 150 | 29.80 | 31.90 | 5 | -1.00 | 0.0000 | -0.015 | ||
| 0.0800 | 0.1500 | 6 | 1,097 | 31.3% | 0.02 | 0.0035 | -0.006 | 155 | 34.80 | 36.90 | -1.00 | 0.0000 | -0.015 | |||
| 0.0500 | 0.1500 | 1 | 743 | 33.8% | 0.02 | 0.0026 | -0.005 | 160 | 40.00 | 41.80 | 1 | -1.00 | 0.0000 | -0.015 | ||
| 0.0300 | 0.1200 | 1 | 1,486 | 35.4% | 0.01 | 0.0020 | -0.005 | 165 | 44.85 | 47.40 | -1.00 | 0.0000 | -0.015 | |||
| 0.0200 | 0.0900 | 391 | 36.7% | 0.01 | 0.0016 | -0.004 | 170 | 49.85 | 51.85 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.1000 | 104 | 38.8% | 0.01 | 0.0013 | -0.004 | 175 | 54.45 | 57.45 | -1.00 | 0.0000 | -0.015 | ||||
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