WMT option chain Walmart Inc.
Cboe delayed options data · as of 19:05 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 ±8.9% (108.57–129.87) · ATM IV 27.4% · P/C open interest 0.79
| 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 | |
| 58.30 | 60.05 | 164 | 1.00 | 0.0001 | 0.000 | 60 | 0 | 0.0700 | 646 | 66.3% | -0.00 | 0.0001 | -0.001 | |||
| 53.20 | 55.00 | 379 | 1.00 | 0.0002 | 0.000 | 65 | 0 | 0.1000 | 5 | 548 | 61.6% | -0.00 | 0.0002 | -0.001 | ||
| 48.45 | 50.05 | 526 | 1.00 | 0.0003 | 0.000 | 70 | 0 | 0.0700 | 1,584 | 52.5% | -0.00 | 0.0004 | -0.002 | |||
| 45.90 | 47.75 | 322 | 1.00 | 0.0004 | 0.000 | 72.5 | 0 | 0.0900 | 780 | 50.8% | -0.00 | 0.0005 | -0.002 | |||
| 43.40 | 45.20 | 220 | 1.00 | 0.0005 | 0.000 | 75 | 0 | 0.0500 | 2 | 3,115 | 44.6% | -0.00 | 0.0006 | -0.002 | ||
| 40.90 | 42.65 | 1 | 215 | 0.99 | 0.0007 | 0.000 | 77.5 | 0 | 0.1000 | 706 | 45.2% | -0.01 | 0.0008 | -0.003 | ||
| 38.45 | 40.50 | 376 | 0.99 | 0.0009 | 0.000 | 80 | 0 | 0.0700 | 4 | 4,137 | 40.5% | -0.01 | 0.0010 | -0.003 | ||
| 35.65 | 37.60 | 783 | 0.99 | 0.0012 | 0.000 | 82.5 | 0.0200 | 0.1000 | 711 | 40.2% | -0.01 | 0.0013 | -0.004 | |||
| 34.15 | 35.10 | 1 | 214 | 0.99 | 0.0015 | 0.000 | 85 | 0.0300 | 0.1400 | 1,241 | 39.1% | -0.01 | 0.0016 | -0.005 | ||
| 31.75 | 32.70 | 314 | 0.99 | 0.0020 | -0.001 | 87.5 | 0.0400 | 0.1100 | 42 | 1,145 | 35.6% | -0.02 | 0.0022 | -0.006 | ||
| 28.45 | 30.15 | 11 | 13.3K | 0.98 | 0.0027 | -0.003 | 90 | 0.1000 | 0.1700 | 15 | 3,837 | 35.8% | -0.02 | 0.0029 | -0.007 | |
| 26.15 | 27.65 | 163 | 0.97 | 0.0036 | -0.005 | 92.5 | 0.1500 | 0.1900 | 17 | 2,642 | 34.1% | -0.03 | 0.0038 | -0.008 | ||
| 24.60 | 25.20 | 1 | 581 | 29.7% | 0.96 | 0.0048 | -0.007 | 95 | 0.2300 | 0.2500 | 89 | 3,818 | 33.1% | -0.04 | 0.0050 | -0.011 |
| 21.35 | 22.85 | 305 | 0.95 | 0.0065 | -0.010 | 97.5 | 0.3000 | 0.3700 | 23 | 4,013 | 32.0% | -0.05 | 0.0067 | -0.013 | ||
| 20.10 | 20.40 | 3 | 1,358 | 31.1% | 0.93 | 0.0086 | -0.013 | 100 | 0.4500 | 0.4900 | 44 | 7,249 | 31.1% | -0.07 | 0.0088 | -0.016 |
| 15.60 | 15.90 | 64 | 2,830 | 29.9% | 0.88 | 0.0142 | -0.022 | 105 | 0.9000 | 0.9600 | 220 | 7,236 | 29.7% | -0.13 | 0.0144 | -0.024 |
| 11.45 | 11.75 | 88 | 4,838 | 28.7% | 0.79 | 0.0210 | -0.032 | 110 | 1.73 | 1.83 | 383 | 6,836 | 28.6% | -0.22 | 0.0211 | -0.034 |
| 7.85 | 8.15 | 849 | 6,188 | 27.6% | 0.67 | 0.0271 | -0.040 | 115 | 3.15 | 3.30 | 414 | 6,227 | 27.9% | -0.34 | 0.0273 | -0.041 |
| 5.20 | 5.30 | 336 | 10.7K | 27.4% | 0.52 | 0.0302 | -0.043 | 120 | 5.30 | 5.50 | 314 | 2,901 | 27.4% | -0.49 | 0.0305 | -0.044 |
| 3.05 | 3.20 | 307 | 6,392 | 26.9% | 0.37 | 0.0290 | -0.041 | 125 | 8.25 | 8.45 | 2 | 1,520 | 27.1% | -0.64 | 0.0298 | -0.041 |
| 1.73 | 1.82 | 292 | 5,097 | 26.8% | 0.25 | 0.0243 | -0.034 | 130 | 11.85 | 12.40 | 12 | 221 | 27.8% | -0.77 | 0.0260 | -0.035 |
| 0.9100 | 0.9900 | 221 | 6,087 | 26.8% | 0.15 | 0.0180 | -0.025 | 135 | 15.95 | 17.00 | 1 | 29.3% | -0.87 | 0.0209 | -0.027 | |
| 0.5000 | 0.5800 | 53 | 7,460 | 27.6% | 0.09 | 0.0122 | -0.017 | 140 | 20.70 | 22.05 | 33.9% | -0.95 | 0.0154 | -0.019 | ||
| 0.2600 | 0.3300 | 45 | 2,749 | 28.2% | 0.05 | 0.0080 | -0.012 | 145 | 23.95 | 27.90 | 32.6% | -0.99 | 0.0067 | -0.015 | ||
| 0.1100 | 0.2200 | 14 | 2,833 | 28.9% | 0.03 | 0.0052 | -0.008 | 150 | 28.95 | 32.55 | 5 | -1.00 | 0.0000 | -0.015 | ||
| 0.0400 | 0.1200 | 1,096 | 29.0% | 0.02 | 0.0036 | -0.006 | 155 | 34.90 | 37.10 | 42.6% | -1.00 | 0.0000 | -0.015 | |||
| 0.0500 | 0.1000 | 3 | 744 | 31.8% | 0.02 | 0.0025 | -0.005 | 160 | 39.95 | 42.10 | 1 | 47.1% | -1.00 | 0.0000 | -0.015 | |
| 0 | 0.1200 | 1,486 | 33.7% | 0.01 | 0.0019 | -0.004 | 165 | 44.75 | 47.10 | 48.6% | -1.00 | 0.0000 | -0.015 | |||
| 0.0300 | 0.0800 | 389 | 36.0% | 0.01 | 0.0014 | -0.003 | 170 | 49.35 | 52.30 | 48.4% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.1000 | 104 | 38.1% | 0.01 | 0.0011 | -0.003 | 175 | 54.75 | 57.10 | 55.7% | -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