Tour v526
WMT
WALMART INC
$103.70 +0.10%
$103.56 (-0.14%)🌙
as of 08/21 06:05 PM
8/21 18:05

Option Volume

Detail
Current (08/21) 400,396
Calls: 254,894 (64%)
Puts: 145,502 (36%)
Prior (08/20) 627,721
Calls: 354,433 (56%)
Puts: 273,288 (44%)
Current vs Prior -36.21%
Calls: -28.08% (Calls)
Puts: -46.76% (Puts)
Prior 7-Day Total 1,641,538
Calls: 919,796 (56%)
Puts: 721,742 (44%)
Prior 7-Day Average 234,505
Calls: 131,399 (56%)
Puts: 103,106 (44%)
Current vs Prior 7-Day Avg +70.74%
Calls: +93.98%
Puts: +41.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $82.69M
Calls: $41.50M (50%)
Puts: $41.19M (50%)
Prior (08/20) $145.53M
Calls: $68.71M (47%)
Puts: $76.82M (53%)
Current vs Prior -43.18%
Calls: -39.60%
Puts: -46.38%
Prior 7-Day Total $370.91M
Calls: $173.40M (47%)
Puts: $197.51M (53%)
Prior 7-Day Average $52.99M
Calls: $24.77M (47%)
Puts: $28.22M (53%)
Current vs Prior 7-Day Avg +56.05%
Calls: +67.53%
Puts: +45.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.57
Prior (08/20) 0.77
Current vs Prior -25.97%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -31.05%
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 8,215,151
Calls: 4,228,743 (51%)
Puts: 3,986,408 (49%)
Prior 7-Day Average 1,173,593
Calls: 604,106 (51%)
Puts: 569,486 (49%)
Current vs Prior 7-Day Avg +22.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.22% | 2.91%1.22% | 7.81%
Prior 2.05% | 3.34%2.05% | 7.93%
Current vs Prior +41.98% | +18.32%-40.29% | -1.45%
Prior 7-Day Avg 4.26% | 5.57%4.93% | 9.28%
Current vs 7-Day Avg -31.60% | -28.99%-75.15% | -15.78%
Prior 7-Day Eod 1.15% | 2.99%2.05% | 7.93%
Current vs 7-Day Eod +154.11% | +32.17%-40.29% | -1.45%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.59% | 2.68%
Calls: 15.19% | 2.33%
Puts: 10.00% | 3.03%
Prior 5.32% | 11.58%
Calls: 7.69% | 10.81%
Puts: 2.94% | 12.35%
Current vs Prior +136.65% | -76.86%
Prior 7-Day Avg 11.46% | 5.44%
Calls: 7.87% | 4.78%
Puts: 12.10% | 6.57%
Current vs 7-Day Avg +9.82% | -50.72%
Liquidity Good
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🤖 AI Insights

Dollar volume significantly above 7-day average (56% higher). Bullish P/C ratio of 0.57. P/C ratio dropping 26% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
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 53 of results (avg 7.1%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 182.012.05$2.032.0%6.8K0.4310.9K
$100.00Sep 114.604.70$4.652.2%460.77330
$104.00Aug 281.131.16$1.152.6%12.6K0.471.9K
$105.00Aug 280.750.78$0.773.9%18.3K0.353.8K
$100.00Sep 184.905.10$5.004.0%2.0K0.741.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2111.2011.65$11.433.9%6651.0013.9K
$115.00Aug 2811.2011.70$11.454.4%3.8K0.984.1K
$117.00Aug 2113.0013.70$13.355.2%711.00208
$100.00Sep 180.981.04$1.015.9%4.9K0.2614.2K
$112.00Aug 218.158.65$8.406.0%4241.002.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 27 found (avg $0.45, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 280.120.13$0.137.7%2.1K0.08695
$110.00Aug 280.080.09$0.0911.1%5.1K0.052.8K
$108.00Aug 280.170.20$0.1915.8%1.7K0.11787
$107.00Aug 280.290.31$0.306.7%1.9K0.171.2K
$106.00Aug 280.470.49$0.484.2%4.5K0.251.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Aug 280.110.13$0.1216.7%2.2K0.086.5K
$100.00Aug 280.180.20$0.1910.5%6.2K0.123.0K
$101.00Aug 280.330.36$0.358.6%1.4K0.195.8K
$102.00Aug 280.550.59$0.577.0%3.8K0.291.7K
$100.00Sep 40.480.58$0.5318.9%5050.205.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 169 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2812.6515.35$14.0019.3%1811.0010
$95.00Aug 287.859.10$8.4814.7%51.001
$96.00Aug 286.808.65$7.7323.9%41.005
$85.00Sep 1817.4520.90$19.1718.0%--1.00230
$87.50Sep 1814.4018.40$16.4024.4%41.00174
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 211.231.71$1.4732.7%4.6K1.0038.0K
$106.00Aug 212.132.72$2.4224.4%8141.004.9K
$107.00Aug 213.153.70$3.4316.0%1.2K1.006.5K
$108.00Aug 214.154.65$4.4011.4%8311.006.9K
$109.00Aug 215.205.65$5.438.3%6671.002.8K

Most actively traded options today. High liquidity = easy entry/exit. 342 active (total vol 303.0K, top 26.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 210.590.92$0.7643.4%26.4K0.937.9K
$104.00Aug 210.000.01$0.01100.0%22.2K0.066.8K
$105.00Aug 280.750.78$0.773.9%18.3K0.353.8K
$104.00Aug 281.131.16$1.152.6%12.6K0.471.9K
$110.00Sep 180.610.65$0.636.3%12.3K0.1811.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Aug 210.000.01$0.01100.0%17.6K0.028.6K
$103.00Aug 210.000.03$0.02150.0%12.8K0.0710.4K
$100.00Aug 280.180.20$0.1910.5%6.2K0.123.0K
$100.00Sep 180.981.04$1.015.9%4.9K0.2614.2K
$104.00Aug 210.250.76$0.51100.0%4.6K0.9510.0K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 3.55, avg 3.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$97.00$98.00Sep 4$0.48$0.52$0.4892%1.08$97.48
$97.00$98.00Aug 21$0.66$0.34$0.6699%0.52$97.66
$98.00$99.00Sep 4$0.65$0.35$0.6590%0.54$98.65
$98.00$99.00Sep 25$0.57$0.43$0.5780%0.75$98.57
$105.00$106.00Sep 25$0.30$0.70$0.3044%2.33$105.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$116.00$115.00Sep 11$0.22$0.78$0.2296%3.55$115.78
$112.00$111.00Sep 4$0.20$0.80$0.2094%4.00$111.80
$115.00$114.00Sep 25$0.30$0.70$0.3091%2.33$114.70
$120.00$119.00Sep 4$0.42$0.58$0.4298%1.38$119.58
$123.00$122.00Aug 21$0.48$0.52$0.48100%1.08$122.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 0.26, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$110.00Sep 18$1.40$1.40$3.6057%0.39$106.40
$106.00$107.00Sep 25$0.50$0.50$0.5061%1.00$106.50
$122.00$123.00Sep 25$0.16$0.16$0.8494%0.19$122.16
$118.00$119.00Sep 4$0.15$0.15$0.8594%0.18$118.15
$113.00$114.00Sep 4$0.15$0.15$0.8592%0.18$113.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$95.00Oct 2$1.03$1.03$3.9769%0.26$98.97
$98.00$95.00Sep 25$0.47$0.47$2.5380%0.19$97.53
$95.00$90.00Oct 2$0.36$0.36$4.6487%0.08$94.64
$100.00$97.50Sep 18$0.52$0.52$1.9874%0.26$99.48
$95.00$90.00Sep 25$0.25$0.25$4.7590%0.05$94.75

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 116 found (cheapest 0.50% of stock, avg 6.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Aug 21$0.01$0.51$0.52$103.48$104.520.50%
$103.00Aug 21$0.76$0.02$0.78$102.22$103.780.75%
$105.00Aug 21$0.01$1.47$1.48$103.52$106.481.43%
$102.00Aug 21$1.57$0.01$1.58$100.42$103.581.52%
$106.00Aug 21$0.01$2.42$2.43$103.57$108.432.34%
$101.00Aug 21$2.49$0.01$2.50$98.50$103.502.41%
$103.00Aug 28$1.64$0.87$2.51$100.49$105.512.42%
$104.00Aug 28$1.15$1.38$2.53$101.47$106.532.44%
$102.00Aug 28$2.24$0.57$2.81$99.19$104.812.71%
$105.00Aug 28$0.77$2.08$2.85$102.15$107.852.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.03% of stock, avg 2.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$104.00$103.00Aug 21$0.01$0.02$0.03$102.97$104.03
$108.00$99.00Aug 28$0.19$0.12$0.31$98.69$108.31
$108.00$100.00Aug 28$0.19$0.19$0.38$99.62$108.38
$107.00$99.00Aug 28$0.30$0.12$0.42$98.58$107.42
$115.00$95.00Sep 18$0.21$0.26$0.47$94.53$115.47
$107.00$100.00Aug 28$0.30$0.19$0.49$99.51$107.49
$108.00$101.00Aug 28$0.19$0.35$0.54$100.46$108.54
$107.00$101.00Aug 28$0.30$0.35$0.65$100.35$107.65
$106.00$99.00Aug 28$0.48$0.12$0.60$98.40$106.60
$115.00$97.50Sep 18$0.21$0.49$0.70$96.80$115.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 89 found (best R:R 0.89, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
99/100122/123Sep 25$0.47$0.5366%0.89$99.53$122.47
98/99118/119Sep 4$0.29$0.7179%0.41$98.71$118.29
98/99113/114Sep 4$0.29$0.7176%0.41$98.71$113.29
100/101118/119Sep 4$0.38$0.6267%0.61$100.62$118.38
98/99122/123Sep 25$0.34$0.6671%0.52$98.66$122.34
99/100118/119Sep 4$0.30$0.7074%0.43$99.70$118.30
100/101113/114Sep 4$0.38$0.6265%0.61$100.62$113.38
99/100112/113Sep 25$0.46$0.5456%0.85$99.54$112.46
99/100113/114Sep 4$0.30$0.7071%0.43$99.70$113.30
99/100109/110Sep 25$0.53$0.4746%1.13$99.47$109.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 139 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$102.00$103.00$104.00Aug 21$0.06$0.9492%15.67
$100.00$105.00$110.00Sep 18$1.57$3.4356%2.18
$105.00$110.00$115.00Sep 18$0.98$4.0236%4.10
$110.00$115.00$120.00Sep 18$0.33$4.6715%14.15
$103.00$104.00$105.00Aug 21$0.75$0.2591%0.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$0.77$4.2336%5.49
$100.00$105.00$110.00Sep 18$1.61$3.3956%2.11
$103.00$104.00$105.00Aug 21$0.47$0.5393%1.13
$102.00$103.00$104.00Aug 21$0.48$0.5293%1.08
$90.00$95.00$100.00Oct 2$0.67$4.3326%6.46

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 $-2.96, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Aug 28-$2.96$2.04
$90.00$95.001:2Aug 21-$3.21$1.79
$95.00$100.001:2Oct 2-$2.45$2.55
$101.00$102.001:2Aug 21-$0.65$0.35
$90.00$95.001:2Oct 2-$4.55$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Sep 18-$2.33$2.67
$106.00$105.001:2Aug 21-$0.52$0.48
$97.50$95.001:2Sep 18-$0.03$2.47
$104.00$103.001:2Aug 28-$0.36$0.64
$102.00$101.001:2Aug 28-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 2.89%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$104.00Oct 2$3.000.490.3%2.89%3.18%115251
$106.00Oct 2$2.200.402.2%2.12%4.34%3856
$105.00Oct 2$2.480.451.2%2.39%3.65%119271
$107.00Oct 2$1.700.353.2%1.64%4.82%16552
$105.00Sep 25$2.270.441.2%2.19%3.44%372369
$106.00Sep 25$1.900.392.2%1.83%4.05%48168
$104.00Sep 25$2.630.490.3%2.54%2.83%113201
$108.00Oct 2$1.380.314.2%1.33%5.48%2636
$109.00Oct 2$1.170.285.1%1.13%6.24%1368
$105.00Sep 18$2.010.431.2%1.94%3.19%6.8K10.9K

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 254,894
Total Puts 145,502
Put/Call Ratio 0.57
Net Difference 109,392

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 919,796
Total Puts 721,742
Average Put/Call Ratio 0.83
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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