Tour v526
WMT
WALMART INC
$102.77 -1.50%
8/27 15:07

Option Volume

Detail
Current (08/27 3:05pm) 199,317
Calls: 123,919 (62%)
Puts: 75,398 (38%)
Prior (08/26) 141,608
Calls: 105,339 (74%)
Puts: 36,269 (26%)
Current vs Prior +40.75%
Calls: +17.64% (Calls)
Puts: +107.89% (Puts)
Prior 7-Day Total 1,817,741
Calls: 1,131,374 (62%)
Puts: 686,367 (38%)
Prior 7-Day Average 259,677
Calls: 161,624 (62%)
Puts: 98,052 (38%)
Current vs Prior 7-Day Avg -23.24%
Calls: -23.33%
Puts: -23.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27 3:05pm) $85.33M
Calls: $19.10M (22%)
Puts: $66.23M (78%)
Prior (08/26) $26.46M
Calls: $17.89M (68%)
Puts: $8.57M (32%)
Current vs Prior +222.44%
Calls: +6.77%
Puts: +672.64%
Prior 7-Day Total $394.84M
Calls: $208.64M (53%)
Puts: $186.20M (47%)
Prior 7-Day Average $56.41M
Calls: $29.81M (53%)
Puts: $26.60M (47%)
Current vs Prior 7-Day Avg +51.28%
Calls: -35.91%
Puts: +148.98%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27 3:05pm) 0.61
Prior (08/26) 0.34
Current vs Prior +76.72%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -8.13%
Sentiment BULLISH

Open Interest

Detail
Current (08/27 3:05pm) 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 8,394,155
Calls: 4,502,851 (54%)
Puts: 3,891,304 (46%)
Prior 7-Day Average 1,199,165
Calls: 643,264 (54%)
Puts: 555,900 (46%)
Current vs Prior 7-Day Avg +4.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.56% | 3.05%4.71% | 9.47%
Prior 2.36% | 3.51%4.89% | 9.47%
Current vs Prior -34.12% | -13.15%-3.63% | -0.04%
Prior 7-Day Avg 2.86% | 4.45%4.21% | 9.04%
Current vs 7-Day Avg -45.61% | -31.56%+11.83% | +4.73%
Prior 7-Day Eod 2.36% | 3.51%4.87% | 9.87%
Current vs 7-Day Eod -34.12% | -13.15%-3.27% | -4.09%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.83% | 2.61%
Calls: 3.00% | 2.23%
Puts: 6.67% | 2.99%
Prior 2.81% | 3.91%
Calls: 2.76% | 2.87%
Puts: 2.86% | 4.94%
Current vs Prior +71.89% | -33.25%
Prior 7-Day Avg 7.38% | 5.42%
Calls: 6.80% | 4.79%
Puts: 7.95% | 6.05%
Current vs 7-Day Avg -34.54% | -51.83%
Liquidity Good
+
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🤖 AI Insights

Strong bearish conviction with 78% of dollar volume in puts ($66.23M) vs calls ($19.10M). Massive premium surge with dollar volume up 222% vs prior. Dollar volume significantly above 7-day average (51% higher). Bullish P/C ratio of 0.61.

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 BULLISH
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 157 of results (avg 6.5%, best 1.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Sep 111.701.73$1.721.7%1.4K0.49326
$102.00Sep 41.771.81$1.792.2%2.0K0.61553
$85.00Aug 2817.5017.90$17.702.3%--1.0014
$102.00Aug 280.981.01$1.003.0%3.3K0.74583
$102.00Sep 253.053.15$3.103.2%800.56131
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 117.207.35$7.282.1%210.92346
$110.00Aug 287.157.30$7.232.1%4.1K1.001.5K
$109.00Sep 186.406.55$6.482.3%30.8456
$109.00Aug 286.156.30$6.232.4%701.00325
$104.00Sep 41.911.96$1.942.6%3490.63677

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 65 found (avg $0.46, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 280.130.14$0.147.1%6.5K0.193.5K
$103.00Aug 280.400.42$0.414.9%10.0K0.443.1K
$108.00Sep 40.130.15$0.1414.3%5130.091.1K
$107.00Sep 40.210.22$0.224.5%9890.121.9K
$106.00Sep 40.330.35$0.345.9%1.7K0.182.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Aug 280.060.07$0.0714.3%2.2K0.107.2K
$102.00Aug 280.190.20$0.205.0%4.1K0.264.2K
$103.00Aug 280.580.62$0.606.7%3.4K0.563.6K
$98.00Sep 40.100.12$0.1118.2%1310.076.3K
$99.00Sep 40.180.20$0.1910.5%1390.12384

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 150 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 2817.5017.90$17.702.3%--1.0014
$90.00Aug 2812.2013.35$12.779.0%--1.0039
$95.00Aug 287.408.55$7.9814.4%20.9926
$97.00Aug 285.356.10$5.7313.1%--0.9917
$98.00Aug 284.505.05$4.7811.5%150.9924
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Aug 283.153.40$3.287.6%2231.001.1K
$107.00Aug 284.104.50$4.309.3%3.4K1.002.1K
$108.00Aug 285.155.30$5.232.9%1.5K1.00906
$109.00Aug 286.156.30$6.232.4%701.00325
$110.00Aug 287.157.30$7.232.1%4.1K1.001.5K

Most actively traded options today. High liquidity = easy entry/exit. 315 active (total vol 140.7K, top 10.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 280.040.05$0.0520.0%10.7K0.076.9K
$103.00Aug 280.400.42$0.414.9%10.0K0.443.1K
$104.00Aug 280.130.14$0.147.1%6.5K0.193.5K
$105.00Sep 40.520.55$0.545.6%4.9K0.273.0K
$103.00Sep 41.221.27$1.254.0%3.7K0.481.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1812.0012.40$12.203.3%10.6K0.947.7K
$120.00Sep 1816.8017.45$17.133.8%6.2K1.002.9K
$102.00Aug 280.190.20$0.205.0%4.1K0.264.2K
$110.00Aug 287.157.30$7.232.1%4.1K1.001.5K
$103.00Aug 280.580.62$0.606.7%3.4K0.563.6K

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 7.8%, max 11.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Aug 28Oct 922.7%20.4%11.0%3.3K583
$103.00Aug 28Oct 922.9%21.0%9.5%10.1K3.1K
$104.00Aug 28Oct 224.2%23.5%2.9%6.8K3.9K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Aug 28Oct 922.7%20.4%11.0%4.2K4.2K
$103.00Aug 28Oct 922.9%21.0%9.5%3.4K3.6K
$104.00Aug 28Oct 224.2%23.5%2.9%1.2K5.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 0.59, avg 3.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$99.00$100.00Sep 18$0.65$0.35$0.6577%0.54$99.65
$102.00$103.00Oct 2$0.45$0.55$0.4556%1.22$102.45
$106.00$107.00Oct 2$0.27$0.73$0.2735%2.70$106.27
$110.00$111.00Sep 25$0.10$0.90$0.1016%9.00$110.10
$103.00$105.00Oct 9$0.87$1.13$0.8750%1.30$103.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$123.00$122.00Aug 28$0.63$0.37$0.63100%0.59$122.37
$109.00$108.00Sep 25$0.63$0.37$0.6380%0.59$108.37
$108.00$103.00Oct 9$3.10$1.90$3.1073%0.61$104.90
$108.00$107.00Oct 2$0.62$0.38$0.6274%0.61$107.38
$103.00$102.00Sep 18$0.44$0.56$0.4451%1.27$102.56

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 73 found (best R:R 1.74, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$107.00Oct 9$0.75$0.75$1.2558%0.60$105.75
$103.00$104.00Aug 28$0.27$0.27$0.7356%0.37$103.27
$103.00$104.00Oct 2$0.49$0.49$0.5150%0.96$103.49
$104.00$105.00Sep 11$0.36$0.36$0.6459%0.56$104.36
$104.00$105.00Oct 2$0.43$0.43$0.5755%0.75$104.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$102.00$100.00Oct 9$1.27$1.27$0.7356%1.74$100.73
$98.00$91.00Oct 9$0.91$0.91$6.0975%0.15$97.09
$98.00$97.00Sep 25$0.21$0.21$0.7979%0.27$97.79
$102.00$101.00Sep 11$0.39$0.39$0.6158%0.64$101.61
$100.00$99.00Oct 2$0.32$0.32$0.6867%0.47$99.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.79, cheapest $0.74)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 28Sep 4$0.8422.9%21.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 28Sep 4$0.7422.9%21.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 113 found (cheapest 0.98% of stock, avg 6.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Aug 28$0.41$0.60$1.01$101.99$104.010.98%
$102.00Aug 28$1.00$0.20$1.20$100.80$103.201.17%
$104.00Aug 28$0.14$1.33$1.47$102.53$105.471.43%
$101.00Aug 28$1.78$0.07$1.85$99.15$102.851.80%
$105.00Aug 28$0.05$2.28$2.33$102.67$107.332.27%
$103.00Sep 4$1.25$1.34$2.59$100.41$105.592.52%
$102.00Sep 4$1.79$0.89$2.68$99.32$104.682.61%
$104.00Sep 4$0.83$1.94$2.77$101.23$106.772.70%
$100.00Aug 28$2.78$0.03$2.81$97.19$102.812.73%
$101.00Sep 4$2.51$0.55$3.06$97.94$104.062.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.12% of stock, avg 2.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.00$101.00Aug 28$0.05$0.07$0.12$100.88$105.12
$104.00$101.00Aug 28$0.14$0.07$0.21$100.79$104.21
$105.00$102.00Aug 28$0.05$0.20$0.25$101.75$105.25
$107.00$98.00Sep 4$0.22$0.11$0.33$97.67$107.33
$104.00$102.00Aug 28$0.14$0.20$0.34$101.66$104.34
$107.00$99.00Sep 4$0.22$0.19$0.41$98.59$107.41
$106.00$98.00Sep 4$0.34$0.11$0.45$97.55$106.45
$106.00$99.00Sep 4$0.34$0.19$0.53$98.47$106.53
$107.00$100.00Sep 4$0.22$0.34$0.56$99.44$107.56
$106.00$100.00Sep 4$0.34$0.34$0.68$99.32$106.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 104 found (best R:R 0.47, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
97/98111/112Sep 25$0.32$0.6866%0.47$97.68$111.32
94/95111/112Sep 25$0.21$0.7976%0.27$94.79$111.21
99/100107/108Oct 2$0.60$0.4037%1.50$99.40$107.60
97/98107/108Sep 25$0.45$0.5551%0.82$97.55$107.45
97/98107/108Oct 2$0.50$0.5046%1.00$97.50$107.50
99/100110/111Oct 2$0.48$0.5248%0.92$99.52$110.48
97/98110/111Oct 2$0.38$0.6258%0.61$97.62$110.38
94/95107/108Sep 25$0.34$0.6662%0.52$94.66$107.34
97/98109/110Sep 25$0.36$0.6460%0.56$97.64$109.36
94/95109/110Sep 25$0.25$0.7570%0.33$94.75$109.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 111 found (best R:R 4.26, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$101.00$102.00$103.00Aug 28$0.19$0.8146%4.26
$103.00$105.00$107.00Oct 9$0.12$1.8818%15.67
$95.00$97.00$99.00Oct 2$0.11$1.8915%17.18
$102.00$103.00$104.00Aug 28$0.32$0.6856%2.12
$103.00$104.00$105.00Aug 28$0.18$0.8237%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$102.00$103.00$104.00Aug 28$0.33$0.6756%2.03
$101.00$102.00$103.00Sep 11$0.06$0.9418%15.67
$100.00$101.00$102.00Aug 28$0.09$0.9122%10.11
$101.00$102.00$103.00Aug 28$0.27$0.7346%2.70
$99.00$100.00$101.00Sep 4$0.06$0.9416%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 143 found (best net $-3.63, 131 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Sep 25-$3.63$1.37
$90.00$95.001:2Oct 2-$3.74$1.26
$101.00$102.001:2Aug 28-$0.22$0.78
$100.00$101.001:2Aug 28-$0.78$0.22
$105.00$106.001:2Sep 4-$0.14$0.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$123.00$116.001:2Sep 11-$6.17$0.83
$105.00$104.001:2Aug 28-$0.38$0.62
$102.00$101.001:2Sep 4-$0.21$0.79
$90.00$85.001:2Oct 2-$0.01$4.99
$101.00$100.001:2Sep 4-$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 2.92%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$103.00Oct 9$3.000.500.2%2.92%3.14%62--
$105.00Oct 9$2.180.412.2%2.12%4.29%3--
$103.00Oct 2$2.850.500.2%2.77%3.00%237134
$104.00Oct 2$2.400.451.2%2.34%3.53%282400
$105.00Oct 2$1.920.402.2%1.87%4.04%214460
$107.00Oct 9$1.450.324.1%1.41%5.53%1--
$106.00Oct 2$1.620.353.1%1.58%4.72%68173
$107.00Oct 2$1.380.314.1%1.34%5.46%21651
$103.00Sep 25$2.510.500.2%2.44%2.67%265440
$104.00Sep 25$2.060.441.2%2.00%3.20%378313

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 123,919
Total Puts 75,398
Put/Call Ratio 0.61
Net Difference 48,521

Prior's Put/Call Breakdown

Total Calls 105,339
Total Puts 36,269
Put/Call Ratio 0.34
Net Difference 69,070

Prior 7-Day Put/Call Summary

Total Calls 1,131,374
Total Puts 686,367
Average Put/Call Ratio 0.66
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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