Tour v526
WMT
WALMART INC
$102.96 -0.61%
8/21 15:23

Option Volume

Detail
Current (08/21) 350,855
Calls: 219,073 (62%)
Puts: 131,782 (38%)
Prior (08/20) 627,721
Calls: 354,433 (56%)
Puts: 273,288 (44%)
Current vs Prior -44.11%
Calls: -38.19% (Calls)
Puts: -51.78% (Puts)
Prior 7-Day Total 1,407,997
Calls: 786,815 (56%)
Puts: 621,182 (44%)
Prior 7-Day Average 201,142
Calls: 112,402 (56%)
Puts: 88,740 (44%)
Current vs Prior 7-Day Avg +74.43%
Calls: +94.90%
Puts: +48.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $63.31M
Calls: $31.44M (50%)
Puts: $31.87M (50%)
Prior (08/20) $145.53M
Calls: $68.71M (47%)
Puts: $76.82M (53%)
Current vs Prior -56.49%
Calls: -54.24%
Puts: -58.51%
Prior 7-Day Total $343.36M
Calls: $171.85M (50%)
Puts: $171.51M (50%)
Prior 7-Day Average $49.05M
Calls: $24.55M (50%)
Puts: $24.50M (50%)
Current vs Prior 7-Day Avg +29.07%
Calls: +28.08%
Puts: +30.07%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/21) 0.60
Prior (08/20) 0.77
Current vs Prior -21.98%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -24.22%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 1,443,411
Calls: 766,100 (53%)
Puts: 677,311 (47%)
Prior (08/20) 1,258,443
Calls: 634,343 (50%)
Puts: 624,100 (50%)
Current vs Prior +14.70%
Prior 7-Day Total 7,673,255
Calls: 3,932,025 (51%)
Puts: 3,741,230 (49%)
Prior 7-Day Average 1,096,179
Calls: 561,717 (51%)
Puts: 534,461 (49%)
Current vs Prior 7-Day Avg +31.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.15% | 2.99%1.15% | 7.67%
Prior 2.05% | 3.34%2.05% | 7.93%
Current vs Prior -44.13% | -10.48%-44.13% | -3.19%
Prior 7-Day Avg 3.95% | 5.61%5.07% | 9.39%
Current vs 7-Day Avg -71.01% | -46.71%-77.37% | -18.27%
Prior 7-Day Eod 2.05% | 3.34%2.05% | 7.93%
Current vs 7-Day Eod -44.13% | -10.48%-44.13% | -3.19%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.35% | 4.04%
Calls: 21.65% | 3.28%
Puts: 19.05% | 4.80%
Prior 5.32% | 11.58%
Calls: 7.69% | 10.81%
Puts: 2.94% | 12.35%
Current vs Prior +282.52% | -65.11%
Prior 7-Day Avg 9.17% | 5.40%
Calls: 7.09% | 4.52%
Puts: 11.25% | 6.27%
Current vs 7-Day Avg +121.92% | -25.15%
Liquidity Acceptable
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🤖 AI Insights

Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 44% vs prior. Bullish P/C ratio of 0.60. P/C ratio dropping 22% - sentiment shifting bullish.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 146 of results (avg 6.1%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 184.404.50$4.452.2%1.8K0.701.7K
$105.00Sep 181.701.74$1.722.3%5.3K0.3910.9K
$103.00Aug 281.251.28$1.272.4%6.0K0.502.4K
$102.00Aug 281.801.86$1.833.3%3.2K0.63396
$102.00Sep 42.362.44$2.403.3%1.1K0.60259
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Sep 48.058.25$8.152.5%1720.92113
$120.00Aug 2116.8517.30$17.082.6%1391.006.6K
$105.00Sep 183.403.50$3.452.9%1.4K0.6114.4K
$117.00Aug 2113.9514.40$14.183.2%501.00208
$104.00Aug 281.791.85$1.823.3%8390.621.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 50 found (avg $0.44, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 210.150.17$0.1612.5%23.4K0.467.9K
$108.00Aug 280.140.15$0.156.7%1.7K0.09787
$107.00Aug 280.210.22$0.224.5%1.6K0.131.2K
$110.00Aug 280.070.08$0.0812.5%4.6K0.052.8K
$111.00Aug 280.050.06$0.0616.7%1740.03515
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 210.190.23$0.2119.0%11.8K0.5410.4K
$98.00Aug 280.080.09$0.0911.1%6460.06898
$99.00Aug 280.150.17$0.1612.5%2.0K0.106.5K
$100.00Aug 280.280.30$0.296.9%5.8K0.173.0K
$101.00Aug 280.480.50$0.494.1%1.4K0.265.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 165 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2112.4013.60$13.009.2%11.0016
$95.00Aug 217.558.60$8.0713.0%41.001
$96.00Aug 216.407.65$7.0317.8%11.002
$97.00Aug 215.556.65$6.1018.0%21.00--
$98.00Aug 214.605.25$4.9313.2%421.008
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Sep 412.3013.45$12.888.9%11.00241
$117.00Sep 413.5014.45$13.986.8%101.0043
$118.00Sep 414.5515.85$15.208.6%41.0014
$119.00Sep 415.3517.05$16.2010.5%21.003
$120.00Sep 416.5517.45$17.005.3%21.0037

Most actively traded options today. High liquidity = easy entry/exit. 333 active (total vol 263.1K, top 23.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 210.150.17$0.1612.5%23.4K0.467.9K
$104.00Aug 210.000.01$0.01100.0%18.5K0.036.8K
$105.00Aug 280.530.55$0.543.7%15.5K0.273.8K
$110.00Sep 180.510.53$0.523.8%10.6K0.1611.6K
$105.00Aug 210.000.01$0.01100.0%7.1K0.017.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Aug 210.000.01$0.01100.0%17.6K0.038.6K
$103.00Aug 210.190.23$0.2119.0%11.8K0.5410.4K
$100.00Aug 280.280.30$0.296.9%5.8K0.173.0K
$100.00Sep 181.141.20$1.175.1%4.7K0.3014.2K
$101.00Aug 210.000.01$0.01100.0%4.5K0.013.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 114.3%, max 114.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Aug 21Oct 244.9%21.0%114.3%23.6K7.9K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Aug 21Oct 244.9%21.0%114.3%11.8K10.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 0.75, avg 3.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$98.00$99.00Sep 25$0.65$0.35$0.6578%0.54$98.65
$101.00$102.00Sep 25$0.52$0.48$0.5263%0.92$101.52
$100.00$105.00Sep 18$2.73$2.27$2.7370%0.83$102.73
$108.00$109.00Oct 2$0.20$0.80$0.2029%4.00$108.20
$110.00$111.00Sep 25$0.12$0.88$0.1219%7.33$110.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$119.00Sep 25$0.57$0.43$0.5793%0.75$119.43
$112.00$111.00Sep 4$0.62$0.38$0.6293%0.61$111.38
$110.00$109.00Oct 2$0.57$0.43$0.5778%0.75$109.43
$103.00$102.00Sep 11$0.41$0.59$0.4149%1.44$102.59
$104.00$103.00Sep 11$0.53$0.47$0.5356%0.89$103.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 0.29, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$110.00Sep 18$1.20$1.20$3.8061%0.32$106.20
$103.00$104.00Aug 21$0.15$0.15$0.8554%0.18$103.15
$114.00$115.00Oct 2$0.15$0.15$0.8588%0.18$114.15
$111.00$112.00Oct 2$0.21$0.21$0.7981%0.27$111.21
$109.00$110.00Oct 2$0.26$0.26$0.7474%0.35$109.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$95.00Oct 2$1.13$1.13$3.8767%0.29$98.87
$95.00$90.00Oct 2$0.39$0.39$4.6186%0.08$94.61
$95.00$90.00Sep 25$0.30$0.30$4.7088%0.06$94.70
$98.00$95.00Sep 25$0.49$0.49$2.5178%0.20$97.51
$98.00$95.00Sep 11$0.32$0.32$2.6884%0.12$97.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.08, cheapest $1.04)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 21Aug 28$1.1144.9%21.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 21Aug 28$1.0444.9%21.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 109 found (cheapest 0.36% of stock, avg 6.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Aug 21$0.16$0.21$0.37$102.63$103.370.36%
$102.00Aug 21$0.97$0.01$0.98$101.02$102.980.95%
$104.00Aug 21$0.01$1.00$1.01$102.99$105.010.98%
$101.00Aug 21$1.86$0.01$1.87$99.13$102.871.82%
$105.00Aug 21$0.01$2.05$2.06$102.94$107.062.00%
$103.00Aug 28$1.27$1.25$2.52$100.48$105.522.45%
$102.00Aug 28$1.83$0.81$2.64$99.36$104.642.56%
$104.00Aug 28$0.85$1.82$2.67$101.33$106.672.59%
$100.00Aug 21$2.93$0.01$2.94$97.06$102.942.86%
$101.00Aug 28$2.55$0.49$3.04$97.96$104.042.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 0.30% of stock, avg 2.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$98.00Aug 28$0.22$0.09$0.31$97.69$107.31
$107.00$99.00Aug 28$0.22$0.16$0.38$98.62$107.38
$115.00$95.00Sep 18$0.18$0.30$0.48$94.52$115.48
$106.00$98.00Aug 28$0.35$0.09$0.44$97.56$106.44
$107.00$100.00Aug 28$0.22$0.29$0.51$99.49$107.51
$106.00$99.00Aug 28$0.35$0.16$0.51$98.49$106.51
$106.00$100.00Aug 28$0.35$0.29$0.64$99.36$106.64
$105.00$98.00Aug 28$0.54$0.09$0.63$97.37$105.63
$107.00$101.00Aug 28$0.22$0.49$0.71$100.29$107.71
$105.00$99.00Aug 28$0.54$0.16$0.70$98.30$105.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 77 found (best R:R 0.67, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
98/99111/112Sep 25$0.40$0.6057%0.67$98.60$111.40
99/100111/112Sep 25$0.44$0.5652%0.79$99.56$111.44
98/99108/109Sep 25$0.48$0.5247%0.92$98.52$108.48
98/99107/108Sep 25$0.52$0.4842%1.08$98.48$107.52
99/100108/109Sep 25$0.52$0.4842%1.08$99.48$108.52
99/100108/109Sep 11$0.41$0.5953%0.69$99.59$108.41
98/99108/109Sep 11$0.35$0.6559%0.54$98.65$108.35
99/100107/108Sep 25$0.56$0.4437%1.27$99.44$107.56
99/100106/107Sep 11$0.51$0.4942%1.04$99.49$106.51
98/99106/107Sep 11$0.45$0.5548%0.82$98.55$106.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 131 found (best R:R 2.27, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 18$1.53$3.4754%2.27
$101.00$102.00$103.00Aug 21$0.08$0.9254%11.50
$102.00$103.00$104.00Aug 21$0.66$0.3498%0.52
$105.00$110.00$115.00Sep 18$0.86$4.1433%4.81
$103.00$104.00$105.00Aug 21$0.15$0.8545%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 18$1.57$3.4354%2.18
$102.00$103.00$104.00Aug 21$0.59$0.4195%0.69
$101.00$102.00$103.00Aug 21$0.20$0.8052%4.00
$90.00$95.00$100.00Oct 2$0.74$4.2628%5.76
$85.00$90.00$95.00Oct 2$0.28$4.7212%16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 135 found (best net $-1.33, 115 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Oct 2-$1.33$3.67
$95.00$99.001:2Sep 11-$1.17$2.83
$90.00$95.001:2Aug 21-$3.14$1.86
$90.00$95.001:2Aug 28-$3.33$1.67
$101.00$102.001:2Aug 21-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Sep 18-$2.50$2.50
$100.00$97.501:2Sep 18-$0.05$2.45
$95.00$92.501:2Sep 18$0.00$2.50
$102.00$101.001:2Aug 28-$0.17$0.83
$101.00$100.001:2Aug 28-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 3.11%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$103.00Oct 2$3.200.510.0%3.11%3.15%13755
$104.00Oct 2$2.740.471.0%2.66%3.67%91251
$105.00Oct 2$2.310.422.0%2.24%4.22%116271
$106.00Oct 2$1.950.383.0%1.89%4.85%3356
$104.00Sep 25$2.480.461.0%2.41%3.42%95201
$103.00Sep 25$2.910.510.0%2.83%2.87%80589
$107.00Oct 2$1.600.333.9%1.55%5.48%14552
$105.00Sep 25$2.010.412.0%1.95%3.93%259369
$108.00Oct 2$1.280.294.9%1.24%6.14%2336
$106.00Sep 25$1.630.363.0%1.58%4.54%30168

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 219,073
Total Puts 131,782
Put/Call Ratio 0.60
Net Difference 87,291

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 786,815
Total Puts 621,182
Average Put/Call Ratio 0.79
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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