WMT option chain Walmart Inc.
Cboe delayed options data · as of 21:03 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 ±25.0% (81.20–135.40) · ATM IV 27.6% · P/C open interest 0.83
| 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 | |
| 54.00 | 58.50 | 830 | 35.9% | 0.98 | 0.0011 | 0.000 | 55 | 0.0600 | 0.8600 | 205 | 36.2% | -0.02 | 0.0011 | -0.002 | ||
| 49.00 | 54.00 | 162 | 31.6% | 0.98 | 0.0016 | 0.000 | 60 | 0.1900 | 0.8900 | 827 | 33.4% | -0.03 | 0.0017 | -0.003 | ||
| 46.40 | 48.40 | 523 | 34.3% | 0.96 | 0.0023 | 0.000 | 65 | 0.3400 | 1.15 | 72 | 31.8% | -0.04 | 0.0024 | -0.004 | ||
| 41.00 | 45.00 | 1 | 147 | 32.7% | 0.94 | 0.0031 | 0.000 | 70 | 1.02 | 1.39 | 1 | 145 | 31.6% | -0.06 | 0.0032 | -0.005 |
| 36.00 | 41.00 | 1 | 552 | 30.2% | 0.92 | 0.0041 | 0.000 | 75 | 1.41 | 1.75 | 1 | 419 | 30.0% | -0.09 | 0.0043 | -0.006 |
| 32.05 | 36.80 | 2 | 211 | 29.5% | 0.89 | 0.0052 | -0.002 | 80 | 2.12 | 2.85 | 218 | 30.4% | -0.12 | 0.0055 | -0.007 | |
| 28.30 | 32.85 | 2 | 151 | 29.1% | 0.86 | 0.0064 | -0.004 | 85 | 3.00 | 3.75 | 20 | 355 | 29.7% | -0.15 | 0.0068 | -0.009 |
| 24.75 | 27.65 | 12 | 151 | 26.3% | 0.82 | 0.0077 | -0.006 | 90 | 4.20 | 4.90 | 14 | 1,411 | 29.3% | -0.20 | 0.0082 | -0.010 |
| 23.95 | 26.50 | 20 | 195 | 28.4% | 0.79 | 0.0083 | -0.007 | 92.5 | 4.70 | 5.40 | 2 | 96 | 28.6% | -0.22 | 0.0089 | -0.011 |
| 23.25 | 24.70 | 146 | 29.4% | 0.77 | 0.0089 | -0.007 | 95 | 5.10 | 6.60 | 7 | 496 | 28.6% | -0.25 | 0.0096 | -0.011 | |
| 21.15 | 23.10 | 68 | 28.5% | 0.75 | 0.0094 | -0.008 | 97.5 | 6.25 | 7.30 | 634 | 28.7% | -0.27 | 0.0102 | -0.012 | ||
| 19.30 | 21.60 | 36 | 863 | 27.9% | 0.72 | 0.0099 | -0.009 | 100 | 6.55 | 8.20 | 17 | 1,043 | 27.8% | -0.30 | 0.0109 | -0.012 |
| 17.05 | 18.15 | 68 | 191 | 27.6% | 0.67 | 0.0108 | -0.010 | 105 | 9.10 | 10.60 | 1 | 776 | 28.5% | -0.36 | 0.0120 | -0.013 |
| 14.40 | 15.50 | 6 | 376 | 27.1% | 0.61 | 0.0115 | -0.011 | 110 | 11.35 | 12.95 | 718 | 28.2% | -0.42 | 0.0130 | -0.014 | |
| 12.25 | 13.60 | 759 | 27.4% | 0.56 | 0.0119 | -0.012 | 115 | 14.15 | 15.75 | 1 | 484 | 28.2% | -0.49 | 0.0138 | -0.014 | |
| 10.10 | 11.30 | 15 | 842 | 26.7% | 0.50 | 0.0120 | -0.012 | 120 | 16.40 | 18.85 | 655 | 27.4% | -0.55 | 0.0144 | -0.014 | |
| 9.00 | 9.50 | 1,383 | 27.1% | 0.45 | 0.0120 | -0.013 | 125 | 19.90 | 22.35 | 251 | 27.7% | -0.62 | 0.0149 | -0.014 | ||
| 7.05 | 8.00 | 10 | 519 | 26.5% | 0.40 | 0.0117 | -0.012 | 130 | 23.55 | 25.95 | 698 | 27.7% | -0.68 | 0.0153 | -0.014 | |
| 6.10 | 7.20 | 19 | 371 | 27.3% | 0.35 | 0.0112 | -0.012 | 135 | 27.35 | 29.00 | 132 | 26.3% | -0.75 | 0.0158 | -0.013 | |
| 5.25 | 6.10 | 203 | 969 | 27.5% | 0.31 | 0.0107 | -0.011 | 140 | 31.30 | 33.80 | 1,096 | 26.8% | -0.81 | 0.0158 | -0.013 | |
| 4.15 | 5.20 | 209 | 27.2% | 0.27 | 0.0100 | -0.011 | 145 | 35.80 | 37.50 | 1 | 24.5% | -0.88 | 0.0166 | -0.013 | ||
| 3.10 | 4.25 | 8 | 353 | 26.6% | 0.23 | 0.0093 | -0.010 | 150 | 40.00 | 43.25 | 26.2% | -0.93 | 0.0159 | -0.012 | ||
| 2.67 | 3.55 | 111 | 26.8% | 0.20 | 0.0085 | -0.009 | 155 | 44.00 | 49.00 | -0.98 | 0.0082 | -0.019 | ||||
| 2.49 | 3.25 | 2 | 166 | 27.7% | 0.18 | 0.0078 | -0.009 | 160 | 49.00 | 54.00 | -1.00 | 0.0016 | -0.019 | |||
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.
callsputs