WMT option chain Walmart Inc.
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 ±14.1% (102.44–136.00) · ATM IV 27.3% · P/C open interest 1.17
| 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 | |
| 58.85 | 61.15 | 29 | 0.99 | 0.0005 | 0.000 | 60 | 0 | 0.0500 | 37 | 40.9% | -0.01 | 0.0005 | -0.002 | |||
| 53.45 | 56.05 | 469 | 0.99 | 0.0007 | 0.000 | 65 | 0.0200 | 0.1400 | 1 | 359 | 41.8% | -0.01 | 0.0007 | -0.003 | ||
| 48.60 | 51.20 | 125 | 0.99 | 0.0010 | 0.000 | 70 | 0.0500 | 0.1800 | 243 | 39.1% | -0.01 | 0.0010 | -0.003 | |||
| 44.25 | 46.50 | 8 | 24.2% | 0.98 | 0.0015 | 0.000 | 75 | 0.1400 | 0.2500 | 114 | 37.5% | -0.02 | 0.0015 | -0.004 | ||
| 39.45 | 41.15 | 249 | 0.97 | 0.0022 | -0.001 | 80 | 0.2000 | 0.3400 | 104 | 764 | 34.8% | -0.03 | 0.0022 | -0.005 | ||
| 34.70 | 36.35 | 2 | 265 | 0.96 | 0.0032 | -0.003 | 85 | 0.3500 | 0.4600 | 127 | 2,447 | 32.8% | -0.04 | 0.0033 | -0.007 | |
| 30.80 | 31.65 | 87 | 515 | 30.7% | 0.94 | 0.0048 | -0.006 | 90 | 0.6100 | 0.7100 | 6 | 6,250 | 31.5% | -0.06 | 0.0049 | -0.009 |
| 26.25 | 27.10 | 89 | 388 | 29.5% | 0.91 | 0.0069 | -0.009 | 95 | 1.00 | 1.10 | 17 | 13.2K | 30.3% | -0.09 | 0.0071 | -0.012 |
| 21.40 | 22.75 | 10 | 692 | 26.9% | 0.87 | 0.0095 | -0.013 | 100 | 1.59 | 1.73 | 13 | 8,708 | 29.3% | -0.14 | 0.0098 | -0.016 |
| 18.20 | 18.65 | 7 | 1,489 | 28.5% | 0.81 | 0.0124 | -0.018 | 105 | 2.51 | 2.64 | 57 | 10.2K | 28.6% | -0.20 | 0.0128 | -0.020 |
| 14.55 | 14.95 | 87 | 3,556 | 27.8% | 0.74 | 0.0152 | -0.022 | 110 | 3.80 | 3.95 | 272 | 3,286 | 28.1% | -0.27 | 0.0158 | -0.024 |
| 11.40 | 11.75 | 20 | 3,488 | 27.5% | 0.65 | 0.0175 | -0.025 | 115 | 5.55 | 5.70 | 297 | 2,510 | 27.7% | -0.36 | 0.0183 | -0.026 |
| 8.70 | 9.00 | 69 | 3,717 | 27.2% | 0.56 | 0.0189 | -0.026 | 120 | 7.80 | 8.05 | 26 | 1,151 | 27.4% | -0.46 | 0.0200 | -0.028 |
| 6.50 | 6.75 | 38 | 7,551 | 27.0% | 0.47 | 0.0192 | -0.026 | 125 | 10.45 | 10.85 | 1,745 | 27.0% | -0.56 | 0.0206 | -0.028 | |
| 4.80 | 4.95 | 214 | 6,915 | 26.9% | 0.38 | 0.0185 | -0.025 | 130 | 13.75 | 14.50 | 307 | 27.6% | -0.65 | 0.0202 | -0.027 | |
| 3.40 | 3.55 | 59 | 1,313 | 26.8% | 0.29 | 0.0169 | -0.023 | 135 | 17.40 | 18.45 | 12 | 28.0% | -0.74 | 0.0191 | -0.024 | |
| 2.36 | 2.54 | 31 | 3,104 | 26.7% | 0.23 | 0.0148 | -0.020 | 140 | 21.50 | 22.75 | 28.7% | -0.83 | 0.0177 | -0.022 | ||
| 1.48 | 1.73 | 1 | 882 | 26.2% | 0.17 | 0.0124 | -0.017 | 145 | 25.65 | 27.35 | 22 | 29.1% | -0.90 | 0.0168 | -0.019 | |
| 1.02 | 1.20 | 6 | 1,068 | 26.4% | 0.13 | 0.0101 | -0.014 | 150 | 30.60 | 32.15 | 104 | 31.6% | -0.96 | 0.0148 | -0.021 | |
| 0.6700 | 0.9300 | 290 | 26.9% | 0.09 | 0.0080 | -0.011 | 155 | 33.95 | 37.75 | 29.0% | -0.99 | 0.0035 | -0.013 | |||
| 0.4600 | 0.6100 | 158 | 26.9% | 0.07 | 0.0063 | -0.009 | 160 | 40.30 | 42.15 | 36.6% | -1.00 | 0.0000 | -0.013 | |||
| 0.3800 | 0.4700 | 4 | 95 | 27.9% | 0.05 | 0.0049 | -0.007 | 165 | 45.10 | 47.15 | 38.4% | -1.00 | 0.0000 | -0.013 | ||
| 0.2100 | 0.4000 | 47 | 28.2% | 0.04 | 0.0039 | -0.006 | 170 | 50.10 | 52.15 | 41.1% | -1.00 | 0.0000 | -0.013 | |||
| 0.1500 | 0.3400 | 1 | 51 | 29.1% | 0.03 | 0.0031 | -0.005 | 175 | 55.30 | 57.15 | 44.6% | -1.00 | 0.0000 | -0.013 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.