Tour v526
WMT
WALMART INC
$102.63 -1.64%
$102.65 (+0.02%)🌙
as of 08/27 06:05 PM
8/27 18:05

Option Volume

Detail
Current (08/27) 230,301
Calls: 137,123 (60%)
Puts: 93,178 (40%)
Prior (08/26) 157,202
Calls: 117,427 (75%)
Puts: 39,775 (25%)
Current vs Prior +46.50%
Calls: +16.77% (Calls)
Puts: +134.26% (Puts)
Prior 7-Day Total 1,865,874
Calls: 1,117,163 (60%)
Puts: 748,711 (40%)
Prior 7-Day Average 266,553
Calls: 159,594 (60%)
Puts: 106,958 (40%)
Current vs Prior 7-Day Avg -13.60%
Calls: -14.08%
Puts: -12.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $115.02M
Calls: $20.59M (18%)
Puts: $94.44M (82%)
Prior (08/26) $28.14M
Calls: $18.54M (66%)
Puts: $9.60M (34%)
Current vs Prior +308.74%
Calls: +11.04%
Puts: +883.80%
Prior 7-Day Total $411.88M
Calls: $203.87M (49%)
Puts: $208.01M (51%)
Prior 7-Day Average $58.84M
Calls: $29.12M (49%)
Puts: $29.72M (51%)
Current vs Prior 7-Day Avg +95.49%
Calls: -29.31%
Puts: +217.79%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27) 0.68
Prior (08/26) 0.34
Current vs Prior +100.61%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -6.09%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 1,256,891
Calls: 760,145 (60%)
Puts: 496,746 (40%)
Prior (08/26) 1,230,433
Calls: 740,325 (60%)
Puts: 490,108 (40%)
Current vs Prior +2.15%
Prior 7-Day Total 8,429,796
Calls: 4,532,790 (54%)
Puts: 3,897,006 (46%)
Prior 7-Day Average 1,204,256
Calls: 647,541 (54%)
Puts: 556,715 (46%)
Current vs Prior 7-Day Avg +4.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.51% | 2.98%4.75% | 9.41%
Prior 1.96% | 3.27%4.87% | 9.87%
Current vs Prior -23.13% | -8.77%-2.54% | -4.65%
Prior 7-Day Avg 3.68% | 4.63%4.23% | 9.06%
Current vs 7-Day Avg -58.92% | -35.66%+12.29% | +3.90%
Prior 7-Day Eod 1.96% | 3.27%4.87% | 9.87%
Current vs 7-Day Eod -23.13% | -8.77%-2.54% | -4.65%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.83% | 2.61%
Calls: 3.00% | 2.23%
Puts: 6.67% | 2.99%
Prior 6.85% | 5.21%
Calls: 5.00% | 4.69%
Puts: 8.70% | 5.73%
Current vs Prior -29.49% | -49.90%
Prior 7-Day Avg 7.94% | 5.45%
Calls: 7.27% | 4.82%
Puts: 8.61% | 6.08%
Current vs 7-Day Avg -39.17% | -52.11%
Liquidity Good
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🤖 AI Insights

Strong bearish conviction with 82% of dollar volume in puts ($94.44M) vs calls ($20.59M). Massive premium surge with dollar volume up 309% vs prior. Dollar volume significantly above 7-day average (95% higher). Bullish P/C ratio of 0.68.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 62 of results (avg 6.9%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Sep 182.092.15$2.122.8%7790.49220
$103.00Sep 111.601.66$1.633.7%1.5K0.48326
$102.00Sep 182.562.66$2.613.8%4360.5634
$104.00Sep 181.641.71$1.674.2%7490.42282
$105.00Sep 181.291.35$1.324.5%3.5K0.3513.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 1817.0017.65$17.333.8%12.4K1.002.9K
$110.00Sep 187.357.65$7.504.0%2070.879.4K
$107.00Sep 184.805.00$4.904.1%60.7658
$105.00Sep 183.353.50$3.434.4%2630.6514.9K
$108.00Sep 45.255.50$5.384.6%270.92398

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 35 found (avg $0.56, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 280.100.11$0.119.1%7.3K0.153.5K
$103.00Aug 280.320.34$0.336.1%11.9K0.393.1K
$102.00Aug 280.840.90$0.876.9%3.8K0.71583
$107.00Sep 40.190.22$0.2114.3%1.2K0.121.9K
$106.00Sep 40.310.35$0.3312.1%1.9K0.182.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Aug 280.050.06$0.0616.7%2.8K0.097.2K
$102.00Aug 280.200.23$0.2213.6%5.0K0.294.2K
$103.00Aug 280.640.71$0.6810.3%3.7K0.613.6K
$99.00Sep 40.180.21$0.2015.0%1750.12384
$100.00Sep 40.300.36$0.3318.2%8780.195.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 152 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 2817.1519.75$18.4514.1%--1.0014
$90.00Aug 2812.2014.65$13.4318.2%--1.0039
$95.00Aug 286.459.00$7.7333.0%20.9926
$97.00Aug 285.356.10$5.7313.1%--0.9917
$98.00Aug 283.106.45$4.7870.1%150.9924
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Aug 283.304.00$3.6519.2%2481.001.1K
$107.00Aug 282.564.90$3.7362.7%3.4K1.002.1K
$108.00Aug 285.205.45$5.334.7%1.5K1.00906
$109.00Aug 286.057.85$6.9525.9%701.00325
$110.00Aug 287.209.00$8.1022.2%4.1K1.001.5K

Most actively traded options today. High liquidity = easy entry/exit. 326 active (total vol 160.8K, top 12.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 280.320.34$0.336.1%11.9K0.393.1K
$105.00Aug 280.030.04$0.0425.0%11.4K0.066.9K
$104.00Aug 280.100.11$0.119.1%7.3K0.153.5K
$105.00Sep 40.510.54$0.535.7%5.1K0.263.0K
$103.00Sep 41.141.22$1.186.8%4.3K0.471.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 1817.0017.65$17.333.8%12.4K1.002.9K
$115.00Sep 1812.0512.80$12.436.0%11.1K0.947.7K
$102.00Aug 280.200.23$0.2213.6%5.0K0.294.2K
$110.00Aug 287.209.00$8.1022.2%4.1K1.001.5K
$103.00Aug 280.640.71$0.6810.3%3.7K0.613.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 13.4%, max 16.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Aug 28Oct 922.8%19.6%16.6%3.8K583
$103.00Aug 28Oct 923.6%20.8%13.5%12.0K3.1K
$104.00Aug 28Oct 225.5%23.9%6.7%7.6K3.9K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Aug 28Oct 922.8%19.6%16.6%5.1K4.2K
$103.00Aug 28Oct 923.6%20.8%13.5%3.7K3.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 1.99, avg 3.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$87.50$90.00Sep 18$1.65$0.85$1.6598%0.52$89.15
$98.00$99.00Sep 18$0.43$0.57$0.4383%1.33$98.43
$98.00$99.00Aug 28$0.63$0.37$0.6399%0.59$98.63
$97.00$98.00Oct 2$0.45$0.55$0.4582%1.22$97.45
$99.00$100.00Oct 2$0.58$0.42$0.5872%0.72$99.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$108.00Oct 9$0.67$1.33$0.6780%1.99$109.33
$113.00$112.00Aug 28$0.23$0.77$0.23100%3.35$112.77
$115.00$114.00Sep 25$0.22$0.78$0.2293%3.55$114.78
$110.00$109.00Sep 4$0.33$0.67$0.3396%2.03$109.67
$112.00$111.00Sep 18$0.32$0.68$0.3291%2.12$111.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 0.45, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$107.00$109.00Oct 9$0.64$0.64$1.3668%0.47$107.64
$113.00$114.00Oct 2$0.19$0.19$0.8188%0.23$113.19
$122.00$123.00Sep 25$0.11$0.11$0.8995%0.12$122.11
$116.00$117.00Oct 2$0.12$0.12$0.8892%0.14$116.12
$118.00$119.00Oct 2$0.11$0.11$0.8993%0.12$118.11
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$91.00Oct 9$0.31$0.31$0.6990%0.45$91.69
$98.00$97.00Sep 25$0.28$0.28$0.7279%0.39$97.72
$92.00$90.00Sep 11$0.12$0.12$1.8895%0.06$91.88
$92.00$90.00Sep 18$0.12$0.12$1.8895%0.06$91.88
$98.00$97.00Oct 2$0.27$0.27$0.7377%0.37$97.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.78, cheapest $0.72)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 28Sep 4$0.8523.6%21.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 28Sep 4$0.7223.6%21.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 110 found (cheapest 0.98% of stock, avg 5.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Aug 28$0.33$0.68$1.01$101.99$104.010.98%
$102.00Aug 28$0.87$0.22$1.09$100.91$103.091.06%
$104.00Aug 28$0.11$1.44$1.55$102.45$105.551.51%
$101.00Aug 28$1.75$0.06$1.81$99.19$102.811.76%
$105.00Aug 28$0.04$2.38$2.42$102.58$107.422.36%
$102.00Sep 4$1.66$0.90$2.56$99.44$104.562.49%
$103.00Sep 4$1.18$1.40$2.58$100.42$105.582.51%
$100.00Aug 28$2.64$0.02$2.66$97.34$102.662.59%
$104.00Sep 4$0.79$1.96$2.75$101.25$106.752.68%
$101.00Sep 4$2.30$0.56$2.86$98.14$103.862.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.10% of stock, avg 2.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.00$101.00Aug 28$0.04$0.06$0.10$100.90$105.10
$104.00$101.00Aug 28$0.11$0.06$0.17$100.83$104.17
$107.00$98.00Sep 4$0.21$0.10$0.31$97.69$107.31
$105.00$102.00Aug 28$0.04$0.22$0.26$101.74$105.26
$104.00$102.00Aug 28$0.11$0.22$0.33$101.67$104.33
$107.00$99.00Sep 4$0.21$0.20$0.41$98.59$107.41
$106.00$98.00Sep 4$0.33$0.10$0.43$97.57$106.43
$103.00$101.00Aug 28$0.33$0.06$0.39$100.61$103.39
$106.00$99.00Sep 4$0.33$0.20$0.53$98.47$106.53
$107.00$100.00Sep 4$0.21$0.33$0.54$99.46$107.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 128 found (best R:R 1.00, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/92109/110Oct 9$0.50$0.5066%1.00$91.50$109.50
97/98122/123Sep 25$0.39$0.6174%0.64$97.61$122.39
97/98113/114Oct 2$0.46$0.5465%0.85$97.54$113.46
91/92107/109Oct 9$0.95$1.0557%0.90$91.05$107.95
99/100122/123Sep 25$0.44$0.5664%0.79$99.56$122.44
97/98111/112Sep 25$0.42$0.5865%0.72$97.58$111.42
98/99113/114Oct 2$0.47$0.5360%0.89$98.53$113.47
95/96122/123Sep 25$0.24$0.7682%0.32$95.76$122.24
97/98107/108Sep 25$0.54$0.4651%1.17$97.46$107.54
95/96113/114Oct 2$0.32$0.6873%0.47$95.68$113.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 126 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$102.00$103.00$104.00Aug 28$0.32$0.6856%2.13
$102.00$103.00$104.00Sep 4$0.09$0.9124%10.11
$103.00$104.00$105.00Aug 28$0.15$0.8533%5.67
$102.00$103.00$104.00Sep 11$0.06$0.9418%15.67
$104.00$105.00$106.00Sep 4$0.06$0.9418%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$102.00$103.00$104.00Sep 4$0.06$0.9424%15.67
$102.00$103.00$104.00Aug 28$0.30$0.7056%2.33
$101.00$102.00$103.00Aug 28$0.30$0.7052%2.33
$100.00$101.00$102.00Sep 11$0.06$0.9418%15.67
$100.00$101.00$102.00Aug 28$0.12$0.8826%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 148 found (best net $-0.56, 137 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Sep 25-$4.01$0.99
$90.00$95.001:2Oct 2-$4.18$0.82
$100.00$101.001:2Aug 28-$0.86$0.14
$107.00$109.001:2Oct 9-$0.41$1.59
$105.00$106.001:2Sep 4-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$108.00$104.001:2Oct 9-$0.56$3.44
$123.00$116.001:2Sep 11-$6.17$0.83
$105.00$104.001:2Aug 28-$0.50$0.50
$90.00$85.001:2Oct 2$0.00$5.00
$101.00$100.001:2Sep 4-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 2.92%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$103.00Oct 9$3.000.500.4%2.92%3.28%62--
$103.00Oct 2$2.820.500.4%2.75%3.11%247134
$105.00Oct 9$2.000.412.3%1.95%4.26%3--
$104.00Oct 2$2.300.451.3%2.24%3.58%305400
$107.00Oct 9$1.460.324.3%1.42%5.68%2--
$105.00Oct 2$1.900.402.3%1.85%4.16%242460
$106.00Oct 2$1.600.353.3%1.56%4.84%78173
$103.00Sep 25$2.450.500.4%2.39%2.75%311440
$104.00Sep 25$2.000.441.3%1.95%3.28%382313
$107.00Oct 2$1.300.304.3%1.27%5.52%30651

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 137,123
Total Puts 93,178
Put/Call Ratio 0.68
Net Difference 43,945

Prior's Put/Call Breakdown

Total Calls 117,427
Total Puts 39,775
Put/Call Ratio 0.34
Net Difference 77,652

Prior 7-Day Put/Call Summary

Total Calls 1,117,163
Total Puts 748,711
Average Put/Call Ratio 0.72
Ratio Trend Rising

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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