WMT option chain Walmart Inc.
Cboe delayed options data · as of 20:03 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 ±22.0% (84.66–132.31) · ATM IV 27.0% · P/C open interest 0.92
| 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 | |
| 49.00 | 52.65 | 15 | 33.2% | 0.98 | 0.0015 | 0.000 | 60 | 0.1200 | 0.5100 | 5 | 35 | 33.2% | -0.02 | 0.0015 | -0.003 | |
| 45.95 | 47.45 | 31 | 37.0% | 0.97 | 0.0021 | 0.000 | 65 | 0.3200 | 0.7300 | 24 | 32.4% | -0.03 | 0.0022 | -0.004 | ||
| 41.00 | 42.80 | 33 | 32.6% | 0.95 | 0.0030 | 0.000 | 70 | 0.6300 | 1.02 | 14 | 31.6% | -0.05 | 0.0031 | -0.005 | ||
| 36.85 | 38.45 | 17 | 32.2% | 0.93 | 0.0040 | -0.002 | 75 | 1.07 | 1.28 | 2 | 217 | 30.3% | -0.07 | 0.0042 | -0.006 | |
| 32.40 | 34.20 | 3 | 64 | 30.4% | 0.90 | 0.0054 | -0.004 | 80 | 1.64 | 1.98 | 602 | 344 | 29.9% | -0.10 | 0.0055 | -0.007 |
| 28.75 | 30.10 | 9 | 71 | 30.3% | 0.87 | 0.0068 | -0.006 | 85 | 2.26 | 2.70 | 4 | 1,118 | 28.8% | -0.14 | 0.0071 | -0.009 |
| 25.05 | 26.50 | 8 | 78 | 30.0% | 0.82 | 0.0083 | -0.008 | 90 | 3.35 | 3.65 | 20 | 559 | 28.4% | -0.18 | 0.0087 | -0.011 |
| 21.50 | 22.30 | 7 | 102 | 28.3% | 0.77 | 0.0098 | -0.010 | 95 | 4.65 | 5.00 | 25 | 976 | 28.0% | -0.24 | 0.0104 | -0.012 |
| 18.50 | 19.05 | 44 | 253 | 28.1% | 0.72 | 0.0112 | -0.011 | 100 | 6.20 | 6.60 | 22 | 747 | 27.5% | -0.30 | 0.0120 | -0.014 |
| 15.45 | 16.15 | 29 | 395 | 27.6% | 0.66 | 0.0123 | -0.013 | 105 | 8.15 | 8.60 | 6 | 409 | 27.2% | -0.36 | 0.0134 | -0.015 |
| 13.10 | 13.20 | 48 | 695 | 27.1% | 0.59 | 0.0130 | -0.014 | 110 | 10.40 | 10.95 | 12 | 183 | 26.9% | -0.43 | 0.0144 | -0.016 |
| 10.75 | 11.35 | 19 | 298 | 27.2% | 0.53 | 0.0135 | -0.014 | 115 | 13.00 | 13.65 | 157 | 26.5% | -0.51 | 0.0153 | -0.016 | |
| 8.90 | 9.45 | 50 | 393 | 27.2% | 0.47 | 0.0135 | -0.014 | 120 | 16.10 | 16.70 | 55 | 26.4% | -0.58 | 0.0158 | -0.016 | |
| 7.30 | 7.80 | 4 | 364 | 27.1% | 0.41 | 0.0132 | -0.014 | 125 | 19.45 | 20.15 | 3 | 5 | 26.2% | -0.65 | 0.0161 | -0.016 |
| 5.95 | 6.10 | 17 | 458 | 26.7% | 0.35 | 0.0127 | -0.014 | 130 | 22.75 | 23.90 | 6 | 25.4% | -0.72 | 0.0164 | -0.016 | |
| 4.80 | 5.30 | 4 | 367 | 27.1% | 0.30 | 0.0119 | -0.013 | 135 | 26.70 | 27.95 | 40 | 24.9% | -0.79 | 0.0164 | -0.015 | |
| 3.90 | 4.30 | 41 | 381 | 27.1% | 0.26 | 0.0110 | -0.012 | 140 | 30.95 | 33.15 | 54 | 26.4% | -0.85 | 0.0165 | -0.015 | |
| 3.20 | 3.50 | 16 | 1,244 | 27.2% | 0.22 | 0.0101 | -0.011 | 145 | 35.85 | 37.30 | 25.6% | -0.92 | 0.0168 | -0.015 | ||
| 2.59 | 2.91 | 7 | 57 | 27.3% | 0.19 | 0.0091 | -0.010 | 150 | 39.00 | 44.00 | -0.96 | 0.0133 | -0.014 | |||
| 1.76 | 2.51 | 1 | 10 | 27.0% | 0.16 | 0.0081 | -0.009 | 155 | 44.00 | 48.50 | -0.99 | 0.0029 | -0.014 | |||
| 1.42 | 1.97 | 26.9% | 0.13 | 0.0072 | -0.008 | 160 | 49.00 | 53.50 | -1.00 | 0.0000 | -0.014 | |||||
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