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 ±23.9% (90.75–147.69) · ATM IV 27.8% · P/C open interest 0.90
| 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 | |
| 59.50 | 63.30 | 160 | 0.98 | 0.0009 | 0.000 | 60 | 0.2200 | 0.4400 | 829 | 35.6% | -0.02 | 0.0010 | -0.002 | |||
| 56.05 | 59.00 | 522 | 37.3% | 0.98 | 0.0013 | 0.000 | 65 | 0.3600 | 0.5500 | 62 | 34.0% | -0.03 | 0.0014 | -0.003 | ||
| 52.35 | 53.35 | 144 | 34.1% | 0.97 | 0.0018 | 0.000 | 70 | 0.6000 | 0.7100 | 143 | 32.8% | -0.04 | 0.0019 | -0.004 | ||
| 47.90 | 48.85 | 4 | 555 | 32.6% | 0.95 | 0.0025 | 0.000 | 75 | 0.8400 | 1.09 | 449 | 32.1% | -0.05 | 0.0026 | -0.005 | |
| 42.80 | 44.35 | 225 | 28.7% | 0.93 | 0.0033 | -0.000 | 80 | 1.25 | 1.44 | 211 | 31.1% | -0.07 | 0.0034 | -0.006 | ||
| 39.40 | 40.35 | 8 | 217 | 31.1% | 0.91 | 0.0042 | -0.002 | 85 | 1.77 | 2.09 | 370 | 30.6% | -0.09 | 0.0044 | -0.007 | |
| 34.55 | 36.25 | 1 | 139 | 28.6% | 0.88 | 0.0052 | -0.004 | 90 | 2.55 | 2.72 | 29 | 3,245 | 29.9% | -0.12 | 0.0055 | -0.009 |
| 32.60 | 34.20 | 2 | 220 | 28.2% | 0.87 | 0.0057 | -0.005 | 92.5 | 2.91 | 3.35 | 121 | 29.9% | -0.14 | 0.0061 | -0.010 | |
| 30.95 | 32.35 | 2 | 178 | 28.6% | 0.85 | 0.0063 | -0.006 | 95 | 3.40 | 3.65 | 1,708 | 29.3% | -0.16 | 0.0067 | -0.011 | |
| 28.70 | 30.50 | 68 | 27.8% | 0.83 | 0.0068 | -0.007 | 97.5 | 3.90 | 4.25 | 830 | 29.1% | -0.18 | 0.0073 | -0.011 | ||
| 27.35 | 28.75 | 774 | 28.4% | 0.81 | 0.0074 | -0.008 | 100 | 4.55 | 4.85 | 3 | 3,498 | 29.0% | -0.20 | 0.0079 | -0.012 | |
| 24.05 | 25.30 | 32 | 225 | 28.1% | 0.77 | 0.0084 | -0.010 | 105 | 5.85 | 6.30 | 700 | 1,563 | 28.5% | -0.25 | 0.0091 | -0.013 |
| 20.75 | 22.10 | 1,598 | 27.5% | 0.72 | 0.0094 | -0.012 | 110 | 7.60 | 8.05 | 1 | 950 | 28.3% | -0.30 | 0.0103 | -0.015 | |
| 18.35 | 19.25 | 736 | 1,241 | 27.8% | 0.67 | 0.0102 | -0.013 | 115 | 9.65 | 10.00 | 1 | 542 | 28.1% | -0.36 | 0.0113 | -0.016 |
| 16.05 | 16.60 | 11 | 958 | 27.8% | 0.61 | 0.0108 | -0.014 | 120 | 11.95 | 12.35 | 619 | 27.9% | -0.42 | 0.0123 | -0.017 | |
| 13.90 | 14.20 | 77 | 3,181 | 27.7% | 0.56 | 0.0112 | -0.015 | 125 | 14.55 | 14.95 | 328 | 27.6% | -0.48 | 0.0130 | -0.017 | |
| 11.45 | 12.15 | 11 | 637 | 27.1% | 0.51 | 0.0114 | -0.015 | 130 | 17.50 | 17.80 | 2 | 713 | 27.4% | -0.54 | 0.0136 | -0.017 |
| 9.65 | 10.35 | 2 | 473 | 27.0% | 0.46 | 0.0114 | -0.015 | 135 | 20.65 | 21.45 | 135 | 27.7% | -0.60 | 0.0140 | -0.017 | |
| 8.25 | 8.75 | 19 | 809 | 27.0% | 0.41 | 0.0112 | -0.015 | 140 | 24.15 | 25.40 | 1,098 | 28.0% | -0.67 | 0.0142 | -0.017 | |
| 6.75 | 7.40 | 324 | 26.8% | 0.36 | 0.0109 | -0.014 | 145 | 27.85 | 28.75 | 20 | 27.4% | -0.73 | 0.0144 | -0.016 | ||
| 5.95 | 6.20 | 386 | 27.0% | 0.32 | 0.0104 | -0.014 | 150 | 32.00 | 33.45 | 1 | 28.4% | -0.79 | 0.0146 | -0.016 | ||
| 4.65 | 5.20 | 118 | 26.6% | 0.28 | 0.0098 | -0.013 | 155 | 36.25 | 37.85 | 28.8% | -0.85 | 0.0152 | -0.016 | |||
| 4.15 | 4.35 | 2,224 | 26.9% | 0.24 | 0.0091 | -0.012 | 160 | 40.55 | 42.80 | 29.6% | -0.91 | 0.0157 | -0.016 | |||
| 3.25 | 3.70 | 236 | 26.7% | 0.21 | 0.0084 | -0.011 | 165 | 45.55 | 47.40 | 30.9% | -0.96 | 0.0124 | -0.017 | |||
| 2.70 | 3.20 | 413 | 26.9% | 0.18 | 0.0077 | -0.010 | 170 | 48.50 | 53.45 | 52 | 30.0% | -0.99 | 0.0044 | -0.017 | ||
| 2.32 | 2.66 | 1 | 108 | 27.0% | 0.16 | 0.0070 | -0.009 | 175 | 55.25 | 58.40 | 36.1% | -1.00 | 0.0000 | -0.017 | ||
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.