Tour v526
WMT
WALMART INC
$103.84 -9.15%
$104.13 (+0.28%)🌙
as of 08/20 06:00 PM
8/20 18:00

Option Volume

Detail
Current (08/20) 627,721
Calls: 354,433 (56%)
Puts: 273,288 (44%)
Prior (08/19) 328,605
Calls: 163,151 (50%)
Puts: 165,454 (50%)
Current vs Prior +91.03%
Calls: +117.24% (Calls)
Puts: +65.17% (Puts)
Prior 7-Day Total 840,188
Calls: 472,097 (56%)
Puts: 368,091 (44%)
Prior 7-Day Average 120,026
Calls: 67,442 (56%)
Puts: 52,584 (44%)
Current vs Prior 7-Day Avg +422.98%
Calls: +425.53%
Puts: +419.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $145.53M
Calls: $68.71M (47%)
Puts: $76.82M (53%)
Prior (08/19) $86.38M
Calls: $29.78M (34%)
Puts: $56.60M (66%)
Current vs Prior +68.48%
Calls: +130.76%
Puts: +35.72%
Prior 7-Day Total $215.26M
Calls: $115.73M (54%)
Puts: $99.53M (46%)
Prior 7-Day Average $30.75M
Calls: $16.53M (54%)
Puts: $14.22M (46%)
Current vs Prior 7-Day Avg +373.23%
Calls: +315.60%
Puts: +440.25%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 0.77
Prior (08/19) 1.01
Current vs Prior -23.97%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +1.97%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/20) 1,258,443
Calls: 634,343 (50%)
Puts: 624,100 (50%)
Prior (08/19) 1,125,710
Calls: 568,140 (50%)
Puts: 557,570 (50%)
Current vs Prior +11.79%
Prior 7-Day Total 7,230,670
Calls: 3,707,157 (51%)
Puts: 3,523,513 (49%)
Prior 7-Day Average 1,032,952
Calls: 529,593 (51%)
Puts: 503,359 (49%)
Current vs Prior 7-Day Avg +21.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.05% | 3.34%2.05% | 7.93%
Prior 5.45% | 6.08%5.45% | 9.34%
Current vs Prior -62.37% | -45.04%-62.37% | -15.10%
Prior 7-Day Avg 3.99% | 5.97%5.61% | 9.68%
Current vs 7-Day Avg -48.57% | -44.05%-63.43% | -18.09%
Prior 7-Day Eod 5.45% | 6.08%5.45% | 9.34%
Current vs 7-Day Eod -62.37% | -45.04%-62.37% | -15.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.32% | 11.58%
Calls: 7.69% | 10.81%
Puts: 2.94% | 12.35%
Prior 5.52% | 6.67%
Calls: 7.86% | 7.08%
Puts: 3.17% | 6.25%
Current vs Prior -3.62% | +73.61%
Prior 7-Day Avg 8.99% | 4.38%
Calls: 6.58% | 3.66%
Puts: 11.40% | 5.09%
Current vs 7-Day Avg -40.85% | +164.56%
Liquidity Pricy
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 68% vs prior. Dollar volume significantly above 7-day average (373% higher). Above-average activity with volume up 91% vs prior. Volume explosion - 423% above 7-day average (627,721 vs avg 120,026).

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 44 of results (avg 7.5%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 210.580.61$0.605.0%20.2K0.438
$100.00Sep 184.955.25$5.105.9%1.3K0.731.0K
$105.00Sep 182.062.19$2.136.1%17.4K0.441.2K
$92.50Sep 1811.1511.95$11.556.9%490.95228
$105.00Aug 210.270.29$0.287.1%20.6K0.24218
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2111.1511.50$11.333.1%3.8K0.9916.1K
$114.00Aug 2110.1510.50$10.333.4%1.4K0.992.6K
$102.00Aug 280.800.84$0.824.9%2.4K0.32168
$104.00Aug 210.951.00$0.985.1%17.6K0.575.9K
$110.00Aug 216.206.55$6.385.5%5.0K0.9814.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 26 found (avg $0.51, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Aug 210.130.15$0.1414.3%9.9K0.13124
$105.00Aug 210.270.29$0.287.1%20.6K0.24218
$104.00Aug 210.580.61$0.605.0%20.2K0.438
$110.00Aug 280.150.18$0.1618.8%3.5K0.08529
$108.00Aug 280.290.32$0.319.7%1.4K0.1539
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Aug 210.100.12$0.1118.2%13.0K0.111.3K
$104.00Aug 210.951.00$0.985.1%17.6K0.575.9K
$100.00Aug 280.310.36$0.3414.7%5.7K0.16953
$101.00Aug 280.490.57$0.5315.1%1.2K0.235.3K
$102.00Aug 280.800.84$0.824.9%2.4K0.32168

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 171 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 2117.4519.40$18.4210.6%481.0018
$90.00Aug 2112.7514.80$13.7814.9%1261.0054
$95.00Aug 217.0010.00$8.5035.3%1801.00107
$96.00Aug 216.059.05$7.5539.7%521.0022
$97.00Aug 215.107.50$6.3038.1%491.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Aug 2114.6517.25$15.9516.3%7630.9921.5K
$120.00Aug 2115.6517.25$16.459.7%4.0K0.999.1K
$121.00Aug 2115.3519.10$17.2321.8%20.9958
$122.00Aug 2116.4020.25$18.3321.0%130.9956
$115.00Aug 2111.1511.50$11.333.1%3.8K0.9916.1K

Most actively traded options today. High liquidity = easy entry/exit. 357 active (total vol 476.0K, top 23.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 210.270.29$0.287.1%20.6K0.24218
$104.00Aug 210.580.61$0.605.0%20.2K0.438
$105.00Aug 280.910.98$0.957.4%18.9K0.3768
$105.00Sep 182.062.19$2.136.1%17.4K0.441.2K
$103.00Aug 211.081.22$1.1512.2%13.4K0.658
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 210.460.60$0.5326.4%23.9K0.382.5K
$104.00Aug 210.951.00$0.985.1%17.6K0.575.9K
$100.00Aug 210.030.04$0.0425.0%17.1K0.0434.6K
$102.00Aug 210.200.25$0.2321.7%15.4K0.204.8K
$101.00Aug 210.100.12$0.1118.2%13.0K0.111.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 63.6%, max 84.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Aug 21Oct 236.8%21.8%69.0%20.4K11
$105.00Aug 21Oct 237.5%25.5%46.8%20.9K221
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Aug 21Oct 238.5%20.8%84.6%24.1K2.5K
$104.00Aug 21Oct 236.8%21.8%69.0%17.6K5.9K
$102.00Aug 21Oct 237.7%22.8%65.7%15.5K4.8K
$105.00Aug 21Oct 237.5%25.5%46.8%9.8K38.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 7.33, avg 3.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$97.00$98.00Aug 21$0.12$0.88$0.12100%7.33$97.12
$99.00$100.00Sep 11$0.33$0.67$0.3382%2.03$99.33
$99.00$100.00Aug 21$0.65$0.35$0.65100%0.54$99.65
$97.00$98.00Sep 4$0.55$0.45$0.5591%0.82$97.55
$98.00$99.00Sep 25$0.60$0.40$0.6080%0.67$98.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$116.00$115.00Sep 4$0.23$0.77$0.2395%3.35$115.77
$113.00$112.00Sep 4$0.38$0.62$0.3892%1.63$112.62
$117.00$116.00Sep 11$0.42$0.58$0.4295%1.38$116.58
$120.00$119.00Aug 21$0.50$0.50$0.50100%1.00$119.50
$117.00$116.00Aug 21$0.50$0.50$0.5099%1.00$116.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 84 found (best R:R 0.26, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$123.00$124.00Sep 11$0.23$0.23$0.7792%0.30$123.23
$105.00$106.00Oct 2$0.59$0.59$0.4154%1.44$105.59
$117.00$118.00Oct 2$0.22$0.22$0.7889%0.28$117.22
$121.00$122.00Sep 25$0.18$0.18$0.8292%0.22$121.18
$117.00$118.00Sep 25$0.15$0.15$0.8592%0.18$117.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$95.00Oct 2$1.02$1.02$3.9870%0.26$98.98
$102.00$100.00Oct 2$0.89$0.89$1.1160%0.80$101.11
$95.00$90.00Oct 2$0.39$0.39$4.6188%0.08$94.61
$95.00$90.00Sep 25$0.33$0.33$4.6789%0.07$94.67
$95.00$90.00Sep 11$0.20$0.20$4.8092%0.04$94.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.68, cheapest $0.61)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 21Aug 28$0.7038.5%23.7%
$104.00Aug 21Aug 28$0.7536.8%24.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 21Aug 28$0.6138.5%23.7%
$104.00Aug 21Aug 28$0.6436.8%24.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 115 found (cheapest 1.52% of stock, avg 6.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Aug 21$0.60$0.98$1.58$102.42$105.581.52%
$103.00Aug 21$1.15$0.53$1.68$101.32$104.681.62%
$105.00Aug 21$0.28$1.65$1.93$103.07$106.931.86%
$102.00Aug 21$1.96$0.23$2.19$99.81$104.192.11%
$106.00Aug 21$0.14$2.47$2.61$103.39$108.612.51%
$101.00Aug 21$2.81$0.11$2.92$98.08$103.922.81%
$104.00Aug 28$1.35$1.62$2.97$101.03$106.972.86%
$103.00Aug 28$1.85$1.14$2.99$100.01$105.992.88%
$105.00Aug 28$0.95$2.26$3.21$101.79$108.213.09%
$102.00Aug 28$2.44$0.82$3.26$98.74$105.263.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.17% of stock, avg 2.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$101.00Aug 21$0.07$0.11$0.18$100.82$107.18
$106.00$101.00Aug 21$0.14$0.11$0.25$100.75$106.25
$107.00$102.00Aug 21$0.07$0.23$0.30$101.70$107.30
$106.00$102.00Aug 21$0.14$0.23$0.37$101.63$106.37
$105.00$101.00Aug 21$0.28$0.11$0.39$100.61$105.39
$105.00$102.00Aug 21$0.28$0.23$0.51$101.49$105.51
$108.00$99.00Aug 28$0.31$0.23$0.54$98.46$108.54
$115.00$95.00Sep 18$0.28$0.32$0.60$94.40$115.60
$108.00$100.00Aug 28$0.31$0.34$0.65$99.35$108.65
$107.00$99.00Aug 28$0.46$0.23$0.69$98.31$107.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 117 found (best R:R 0.59, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
98/99119/120Sep 11$0.37$0.6373%0.59$98.63$119.37
98/99110/111Sep 11$0.44$0.5664%0.79$98.56$110.44
98/99112/113Sep 11$0.40$0.6068%0.67$98.60$112.40
98/99113/114Sep 11$0.35$0.6571%0.54$98.65$113.35
98/99116/117Sep 25$0.38$0.6265%0.61$98.62$116.38
100/101107/108Sep 4$0.57$0.4344%1.33$100.43$107.57
98/99113/114Sep 25$0.40$0.6061%0.67$98.60$113.40
99/100116/117Sep 25$0.40$0.6061%0.67$99.60$116.40
98/99112/113Sep 25$0.43$0.5758%0.75$98.57$112.43
98/99108/109Sep 25$0.55$0.4545%1.22$98.45$108.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 134 found (best R:R 5.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 18$1.56$3.4454%2.21
$90.00$95.00$100.00Oct 2$0.58$4.4226%7.62
$105.00$110.00$115.00Sep 18$0.97$4.0336%4.15
$110.00$115.00$120.00Sep 18$0.32$4.6815%14.63
$102.00$103.00$104.00Aug 28$0.09$0.9121%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$0.78$4.2235%5.41
$100.00$105.00$110.00Sep 18$1.65$3.3553%2.03
$90.00$95.00$100.00Oct 2$0.63$4.3726%6.94
$102.00$103.00$104.00Aug 21$0.15$0.8537%5.67
$100.00$101.00$102.00Aug 21$0.05$0.9516%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 141 found (best net $-0.88, 128 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$99.001:2Sep 11-$0.88$3.12
$95.00$100.001:2Oct 2-$1.86$3.14
$90.00$95.001:2Aug 21-$3.22$1.78
$90.00$95.001:2Sep 4-$3.89$1.11
$90.00$95.001:2Aug 28-$4.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Sep 18-$2.35$2.65
$100.00$97.501:2Sep 18-$0.09$2.41
$105.00$104.001:2Aug 21-$0.31$0.69
$104.00$103.001:2Aug 21-$0.08$0.92
$97.50$95.001:2Sep 18-$0.04$2.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 75 found (best yield 3.03%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.00Oct 2$3.150.500.1%3.03%3.19%2633
$105.00Oct 2$2.630.461.1%2.53%3.65%3073
$106.00Oct 2$2.250.412.1%2.17%4.25%67--
$104.00Sep 25$2.900.510.1%2.79%2.95%259--
$106.00Sep 25$2.000.412.1%1.93%4.01%1821
$105.00Sep 25$2.330.461.1%2.24%3.36%56313
$107.00Oct 2$1.590.373.0%1.53%4.57%556--
$107.00Sep 25$1.510.363.0%1.45%4.50%194--
$108.00Oct 2$1.270.334.0%1.22%5.23%42--
$110.00Oct 2$1.100.255.9%1.06%6.99%30518

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 354,433
Total Puts 273,288
Put/Call Ratio 0.77
Net Difference 81,145

Prior's Put/Call Breakdown

Total Calls 163,151
Total Puts 165,454
Put/Call Ratio 1.01
Net Difference -2,303

Prior 7-Day Put/Call Summary

Total Calls 472,097
Total Puts 368,091
Average Put/Call Ratio 0.76
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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