WMT option chain Walmart Inc.
Cboe delayed options data · as of 20:07 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 ±21.3% (93.39–143.94) · ATM IV 27.9% · P/C open interest 1.42
| 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 | |
| 59.80 | 62.00 | 1 | 67 | 42.7% | 0.99 | 0.0009 | 0.000 | 60 | 0.1300 | 0.3000 | 49 | 36.9% | -0.02 | 0.0009 | -0.002 | |
| 55.15 | 57.85 | 17 | 43.2% | 0.98 | 0.0012 | 0.000 | 65 | 0.2200 | 0.6400 | 49 | 37.1% | -0.02 | 0.0013 | -0.003 | ||
| 49.35 | 52.80 | 1 | 29 | 30.6% | 0.97 | 0.0017 | 0.000 | 70 | 0.1900 | 0.7700 | 103 | 34.1% | -0.03 | 0.0018 | -0.004 | |
| 44.75 | 49.00 | 12 | 34.2% | 0.96 | 0.0024 | 0.000 | 75 | 0.5500 | 0.8000 | 307 | 32.6% | -0.04 | 0.0024 | -0.005 | ||
| 41.00 | 43.65 | 2 | 55 | 32.3% | 0.94 | 0.0032 | -0.000 | 80 | 0.9400 | 1.05 | 2 | 1,742 | 31.6% | -0.06 | 0.0033 | -0.006 |
| 37.60 | 38.70 | 95 | 32.3% | 0.92 | 0.0043 | -0.002 | 85 | 1.36 | 1.49 | 1 | 2,570 | 30.7% | -0.08 | 0.0044 | -0.008 | |
| 33.15 | 34.65 | 89 | 31.0% | 0.89 | 0.0055 | -0.005 | 90 | 1.93 | 2.33 | 3 | 943 | 30.4% | -0.11 | 0.0057 | -0.009 | |
| 29.05 | 32.00 | 1 | 83 | 32.5% | 0.86 | 0.0068 | -0.007 | 95 | 2.69 | 3.35 | 2 | 1,586 | 30.1% | -0.15 | 0.0072 | -0.011 |
| 24.00 | 27.00 | 6 | 174 | 27.4% | 0.81 | 0.0082 | -0.009 | 100 | 3.70 | 4.40 | 4 | 2,033 | 29.4% | -0.19 | 0.0087 | -0.013 |
| 20.60 | 24.75 | 9 | 391 | 29.1% | 0.76 | 0.0096 | -0.012 | 105 | 5.10 | 5.60 | 13 | 2,233 | 28.8% | -0.25 | 0.0102 | -0.015 |
| 17.45 | 21.45 | 1 | 1,979 | 28.7% | 0.71 | 0.0107 | -0.014 | 110 | 6.75 | 7.40 | 9 | 891 | 28.6% | -0.30 | 0.0116 | -0.017 |
| 16.00 | 17.90 | 2 | 771 | 29.3% | 0.65 | 0.0117 | -0.015 | 115 | 8.65 | 9.45 | 8 | 2,750 | 28.2% | -0.37 | 0.0128 | -0.018 |
| 13.75 | 14.40 | 1 | 2,473 | 28.3% | 0.59 | 0.0124 | -0.016 | 120 | 10.40 | 12.00 | 1 | 192 | 27.6% | -0.43 | 0.0138 | -0.019 |
| 10.55 | 12.80 | 5 | 645 | 27.8% | 0.53 | 0.0128 | -0.017 | 125 | 12.95 | 14.80 | 47 | 27.4% | -0.50 | 0.0145 | -0.019 | |
| 9.50 | 9.95 | 6 | 786 | 27.7% | 0.47 | 0.0129 | -0.017 | 130 | 15.80 | 18.00 | 77 | 27.2% | -0.57 | 0.0149 | -0.019 | |
| 7.70 | 8.65 | 4 | 809 | 27.9% | 0.41 | 0.0127 | -0.017 | 135 | 18.45 | 21.60 | 41 | 26.5% | -0.64 | 0.0151 | -0.019 | |
| 5.95 | 6.70 | 1 | 688 | 26.8% | 0.36 | 0.0122 | -0.016 | 140 | 22.15 | 26.05 | 75 | 27.4% | -0.71 | 0.0151 | -0.018 | |
| 4.55 | 5.60 | 18 | 1,315 | 26.6% | 0.31 | 0.0115 | -0.015 | 145 | 25.75 | 30.00 | 26.8% | -0.77 | 0.0150 | -0.017 | ||
| 3.70 | 5.10 | 1 | 389 | 27.4% | 0.26 | 0.0107 | -0.014 | 150 | 30.00 | 34.25 | 26.8% | -0.83 | 0.0150 | -0.016 | ||
| 2.75 | 4.30 | 27 | 27.2% | 0.23 | 0.0098 | -0.013 | 155 | 34.90 | 38.70 | 27.7% | -0.89 | 0.0153 | -0.016 | |||
| 2.60 | 3.65 | 1 | 11 | 28.1% | 0.19 | 0.0089 | -0.012 | 160 | 40.60 | 42.30 | 27.8% | -0.95 | 0.0143 | -0.015 | ||
| 1.81 | 2.65 | 5 | 34 | 27.0% | 0.16 | 0.0080 | -0.011 | 165 | 44.10 | 48.25 | -0.98 | 0.0057 | -0.018 | |||
| 1.47 | 2.16 | 4 | 27.1% | 0.13 | 0.0071 | -0.010 | 170 | 49.10 | 53.35 | -1.00 | 0.0000 | -0.018 | ||||
| 1.15 | 1.92 | 101 | 27.5% | 0.11 | 0.0062 | -0.009 | 175 | 54.10 | 58.35 | -1.00 | 0.0000 | -0.018 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs