Tour v346
WMT
WALMART INC
$114.24 -0.62%
$114.30 (+0.05%)🌙
as of 07/17 06:06 PM
7/17 18:06

Option Volume

Detail
Current (07/17) 139,788
Calls: 98,639 (71%)
Puts: 41,149 (29%)
Prior (07/16) 111,374
Calls: 68,570 (62%)
Puts: 42,804 (38%)
Current vs Prior +25.51%
Calls: +43.85% (Calls)
Puts: -3.87% (Puts)
Prior 7-Day Total 688,965
Calls: 471,627 (68%)
Puts: 217,338 (32%)
Prior 7-Day Average 98,423
Calls: 67,375 (68%)
Puts: 31,048 (32%)
Current vs Prior 7-Day Avg +42.03%
Calls: +46.40%
Puts: +32.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $20.59M
Calls: $13.63M (66%)
Puts: $6.95M (34%)
Prior (07/16) $33.02M
Calls: $13.34M (40%)
Puts: $19.68M (60%)
Current vs Prior -37.65%
Calls: +2.23%
Puts: -64.68%
Prior 7-Day Total $191.36M
Calls: $99.96M (52%)
Puts: $91.41M (48%)
Prior 7-Day Average $27.34M
Calls: $14.28M (52%)
Puts: $13.06M (48%)
Current vs Prior 7-Day Avg -24.69%
Calls: -4.52%
Puts: -46.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.42
Prior (07/16) 0.62
Current vs Prior -33.17%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -14.45%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 1,086,322
Calls: 584,219 (54%)
Puts: 502,103 (46%)
Prior (07/16) 1,075,534
Calls: 579,072 (54%)
Puts: 496,462 (46%)
Current vs Prior +1.00%
Prior 7-Day Total 6,980,791
Calls: 3,797,660 (54%)
Puts: 3,183,131 (46%)
Prior 7-Day Average 997,255
Calls: 542,522 (54%)
Puts: 454,733 (46%)
Current vs Prior 7-Day Avg +8.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 0.99% | 3.19%0.99% | 10.09%
Prior 1.71% | 3.32%1.71% | 10.14%
Current vs Prior +87.38% | +33.02%-41.99% | -0.50%
Prior 7-Day Avg 2.26% | 3.63%2.72% | 10.26%
Current vs 7-Day Avg +41.46% | +21.73%-63.57% | -1.62%
Prior 7-Day Eod 1.71% | 3.32%1.71% | 10.14%
Current vs 7-Day Eod +87.38% | +33.02%-41.99% | -0.50%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 10.82% | 3.33%
Calls: 10.53% | 2.67%
Puts: 11.11% | 3.98%
Prior 5.05% | 4.13%
Calls: 5.41% | 3.53%
Puts: 4.69% | 4.74%
Current vs Prior +114.26% | -19.37%
Prior 7-Day Avg 5.34% | 3.40%
Calls: 3.96% | 2.96%
Puts: 6.71% | 3.82%
Current vs 7-Day Avg +102.73% | -1.94%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($13.63M). Extreme bullish P/C ratio of 0.42 - heavy call buying (98,639 calls vs 41,149 puts). P/C ratio dropping 33% - 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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 60 of results (avg 6.8%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 216.857.00$6.932.2%1890.672.3K
$115.00Aug 214.054.15$4.102.4%1.7K0.495.2K
$120.00Aug 212.152.23$2.193.7%2.1K0.3210.3K
$118.00Jul 240.380.40$0.395.1%1.2K0.181.4K
$125.00Aug 211.021.08$1.055.7%5.1K0.189.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 214.554.65$4.602.2%7730.5110.9K
$110.00Aug 212.382.45$2.422.9%9730.3310.9K
$113.00Jul 311.531.60$1.574.5%580.40210
$117.00Jul 243.203.35$3.284.6%4440.74799
$116.00Jul 313.103.25$3.184.7%320.60175

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 17 found (avg $0.56, cheapest $0.17)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 240.160.17$0.175.9%1.9K0.091.4K
$119.00Jul 240.250.28$0.2711.1%1.8K0.131.3K
$118.00Jul 240.380.40$0.395.1%1.2K0.181.4K
$130.00Aug 210.480.51$0.506.0%6040.1012.5K
$117.00Jul 240.560.65$0.6114.8%1.8K0.261.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 70.190.20$0.205.0%60.06102
$108.00Jul 310.270.32$0.3016.7%1530.11725
$111.00Jul 240.370.43$0.4015.0%7140.191.1K
$100.00Aug 210.390.42$0.417.3%8290.0833.0K
$107.00Aug 70.390.47$0.4318.6%680.134.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 118 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 2413.3516.40$14.8820.5%121.0014
$95.00Aug 2118.0521.85$19.9519.0%--1.0073
$95.00Jul 1717.4021.35$19.3820.4%151.00136
$100.00Jul 1713.2515.80$14.5317.5%421.00177
$102.00Jul 1710.4514.35$12.4031.5%21.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 170.700.87$0.7821.8%8.5K1.0011.6K
$116.00Jul 171.391.89$1.6430.5%2.3K1.00408
$117.00Jul 171.223.75$2.49101.6%1.2K1.00655
$118.00Jul 172.224.75$3.4972.5%3161.00308
$119.00Jul 173.205.75$4.4757.0%151.0024

Most actively traded options today. High liquidity = easy entry/exit. 286 active (total vol 118.2K, top 10.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 170.000.01$0.01100.0%10.5K0.0119.6K
$115.00Jul 170.000.01$0.01100.0%10.1K0.037.1K
$116.00Jul 170.000.01$0.01100.0%5.4K0.024.1K
$119.00Jul 170.000.01$0.01100.0%5.1K0.013.7K
$125.00Aug 211.021.08$1.055.7%5.1K0.189.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 170.700.87$0.7821.8%8.5K1.0011.6K
$114.00Jul 170.010.03$0.02100.0%4.9K0.141.9K
$116.00Jul 171.391.89$1.6430.5%2.3K1.00408
$113.00Jul 170.000.01$0.01100.0%2.0K0.022.3K
$115.00Jul 241.891.99$1.945.2%1.6K0.571.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 64 strikes (avg 1315.6%, max 4739.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$129.00Jul 17Aug 71527.2%31.7%4713.3%787
$126.00Jul 17Aug 281329.5%32.6%3980.6%15254
$127.00Jul 17Aug 7950.9%27.3%3383.3%151.0K
$131.00Jul 17Jul 311652.2%49.8%3220.7%1680
$101.00Jul 17Aug 14681.4%24.6%2670.7%131
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Jul 17Aug 281441.9%29.8%4739.1%139
$97.00Jul 17Aug 141026.7%27.8%3598.0%--92
$96.00Jul 17Aug 14930.5%31.2%2879.4%--74
$95.00Jul 17Aug 28871.6%35.4%2363.9%22.0K
$135.00Jul 17Aug 21777.5%31.9%2338.2%--32

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 151 found (best R:R 26.27, avg 3.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$126.00$130.00Aug 14$0.15$3.85$0.1525.67$126.15
$130.00$135.00Aug 21$0.28$4.72$0.2816.86$130.28
$130.00$135.00Aug 28$0.45$4.55$0.4510.11$130.45
$119.00$120.00Jul 24$0.10$0.90$0.109.00$119.10
$132.00$133.00Jul 24$0.10$0.90$0.109.00$132.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$98.00$95.00Aug 28$0.11$2.89$0.1126.27$97.89
$100.00$95.00Aug 21$0.28$4.72$0.2816.86$99.72
$109.00$108.00Jul 31$0.10$0.90$0.109.00$108.90
$104.00$103.00Aug 7$0.10$0.90$0.109.00$103.90
$108.00$107.00Aug 7$0.10$0.90$0.109.00$107.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 189 found (best R:R 37.46, avg 1.87)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$96.00$100.00Jul 17$3.85$3.85$0.1525.67$99.85
$101.00$104.00Aug 7$2.80$2.80$0.2014.00$103.80
$101.00$105.00Aug 14$3.57$3.57$0.438.30$104.57
$105.00$109.00Aug 14$3.53$3.53$0.477.51$108.53
$111.00$112.00Jul 24$0.86$0.86$0.146.14$111.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Jul 17$4.87$4.87$0.1337.46$125.13
$135.00$130.00Jul 17$4.85$4.85$0.1532.33$130.15
$125.00$122.00Aug 7$2.72$2.72$0.289.71$122.28
$130.00$125.00Aug 21$4.45$4.45$0.558.09$125.55
$122.00$120.00Jul 31$1.73$1.73$0.276.41$120.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $0.42, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$122.00Jul 17Jul 24$0.06336.2%26.8%
$123.00Jul 17Jul 24$0.06426.5%30.3%
$124.00Jul 17Jul 24$0.06409.9%32.5%
$101.00Jul 17Jul 24$0.07681.4%56.4%
$130.00Jul 17Jul 24$0.08617.2%49.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$96.00Jul 17Aug 14$0.05930.5%31.2%
$107.00Jul 17Jul 24$0.05474.3%29.4%
$95.00Jul 17Jul 24$0.07871.6%66.1%
$106.00Jul 17Jul 24$0.07387.7%31.4%
$108.00Jul 17Jul 24$0.09300.9%26.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 116 found (cheapest 0.32% of stock, avg 7.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$114.00Jul 17$0.35$0.02$0.37$113.63$114.370.32%
$115.00Jul 17$0.01$0.78$0.79$114.21$115.790.69%
$116.00Jul 17$0.01$1.64$1.65$114.35$117.651.44%
$113.00Jul 17$2.00$0.01$2.01$110.99$115.011.76%
$117.00Jul 17$0.01$2.49$2.50$114.50$119.502.19%
$114.00Jul 24$1.71$1.40$3.11$110.89$117.112.72%
$112.00Jul 17$3.11$0.01$3.12$108.88$115.122.73%
$115.00Jul 24$1.24$1.94$3.18$111.82$118.182.78%
$113.00Jul 24$2.33$0.97$3.30$109.70$116.302.89%
$116.00Jul 24$0.86$2.60$3.46$112.54$119.463.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.26% of stock, avg 3.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$127.00$114.00Jul 17$0.28$0.02$0.30$113.70$127.30
$119.00$110.00Jul 24$0.27$0.25$0.52$109.48$119.52
$118.00$110.00Jul 24$0.39$0.25$0.64$109.36$118.64
$119.00$111.00Jul 24$0.27$0.40$0.67$110.33$119.67
$118.00$111.00Jul 24$0.39$0.40$0.79$110.21$118.79
$117.00$110.00Jul 24$0.61$0.25$0.86$109.14$117.86
$119.00$112.00Jul 24$0.27$0.63$0.90$111.10$119.90
$130.00$100.00Aug 21$0.50$0.41$0.91$99.09$130.91
$117.00$111.00Jul 24$0.61$0.40$1.01$109.99$118.01
$118.00$112.00Jul 24$0.39$0.63$1.02$110.98$119.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 187 found (best R:R 15.67, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/97110/111Jul 31$1.88$0.1215.67$95.12$111.88
102/103105/109Aug 14$3.66$0.3410.76$99.34$108.66
100/102107/108Jul 24$1.80$0.209.00$100.20$108.80
106/107109/110Aug 7$0.90$0.109.00$106.10$109.90
107/108112/113Aug 28$0.90$0.109.00$107.10$112.90
107/108116/117Aug 28$0.90$0.109.00$107.10$116.90
108/109117/118Aug 28$0.90$0.109.00$108.10$117.90
106/107113/114Aug 28$0.89$0.118.09$106.11$113.89
108/109114/115Aug 28$0.89$0.118.09$108.11$114.89
95/100105/110Aug 21$4.43$0.577.77$95.57$109.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 110 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$116.00$117.00$118.00Aug 14$0.05$0.9519.00
$125.00$130.00$135.00Aug 21$0.27$4.7317.52
$117.00$118.00$119.00Jul 31$0.06$0.9415.67
$126.00$127.00$128.00Aug 7$0.06$0.9415.67
$120.00$121.00$122.00Aug 14$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$106.00$107.00Jul 31$0.05$0.9519.00
$110.00$111.00$112.00Jul 31$0.05$0.9519.00
$107.00$108.00$109.00Jul 24$0.06$0.9415.67
$109.00$110.00$111.00Jul 24$0.06$0.9415.67
$105.00$106.00$107.00Aug 7$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 146 found (best net $-0.24, 123 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Aug 21-$0.28$4.72
$126.00$130.001:2Aug 14-$0.08$3.92
$126.00$130.001:2Aug 28-$0.26$3.74
$110.00$115.001:2Aug 21-$1.27$3.73
$105.00$110.001:2Aug 21-$2.78$2.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Aug 21-$0.24$4.76
$120.00$115.001:2Aug 21-$1.50$3.50
$98.00$95.001:2Jul 24-$0.07$2.93
$100.00$97.001:2Jul 17-$0.09$2.91
$98.00$95.001:2Aug 28-$0.24$2.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 3.76%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Aug 28$4.300.490.7%3.76%4.43%3160
$115.00Aug 21$4.050.490.7%3.55%4.21%1.7K5.2K
$116.00Aug 28$3.800.461.5%3.33%4.87%5319
$117.00Aug 28$3.400.432.4%2.98%5.39%1029
$115.00Aug 14$2.860.490.7%2.50%3.17%74201
$118.00Aug 28$2.680.403.3%2.35%5.64%1264
$119.00Aug 28$2.660.374.2%2.33%6.50%96
$116.00Aug 14$2.530.441.5%2.21%3.76%13228
$115.00Aug 7$2.480.470.7%2.17%2.84%2241.7K
$120.00Aug 28$2.380.345.0%2.08%7.13%147177

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 98,639
Total Puts 41,149
Put/Call Ratio 0.42
Net Difference 57,490

Prior's Put/Call Breakdown

Total Calls 68,570
Total Puts 42,804
Put/Call Ratio 0.62
Net Difference 25,766

Prior 7-Day Put/Call Summary

Total Calls 471,627
Total Puts 217,338
Average Put/Call Ratio 0.49
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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