Tour v422
WMT
WALMART INC
$111.74 +2.07%
$111.80 (+0.05%)🌙
as of 07/27 06:07 PM
7/27 18:07

Option Volume

Detail
Current (07/27) 84,543
Calls: 61,898 (73%)
Puts: 22,645 (27%)
Prior (07/24) 95,428
Calls: 70,155 (74%)
Puts: 25,273 (26%)
Current vs Prior -11.41%
Calls: -11.77% (Calls)
Puts: -10.40% (Puts)
Prior 7-Day Total 792,584
Calls: 534,393 (67%)
Puts: 258,191 (33%)
Prior 7-Day Average 113,226
Calls: 76,341 (67%)
Puts: 36,884 (33%)
Current vs Prior 7-Day Avg -25.33%
Calls: -18.92%
Puts: -38.61%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $18.00M
Calls: $13.72M (76%)
Puts: $4.28M (24%)
Prior (07/24) $19.24M
Calls: $11.92M (62%)
Puts: $7.32M (38%)
Current vs Prior -6.42%
Calls: +15.13%
Puts: -41.49%
Prior 7-Day Total $158.82M
Calls: $89.43M (56%)
Puts: $69.40M (44%)
Prior 7-Day Average $22.69M
Calls: $12.78M (56%)
Puts: $9.91M (44%)
Current vs Prior 7-Day Avg -20.66%
Calls: +7.38%
Puts: -56.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.37
Prior (07/24) 0.36
Current vs Prior +1.55%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -24.84%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 993,721
Calls: 516,885 (52%)
Puts: 476,836 (48%)
Prior (07/24) 833,439
Calls: 442,856 (53%)
Puts: 390,583 (47%)
Current vs Prior +19.23%
Prior 7-Day Total 6,718,303
Calls: 3,573,263 (53%)
Puts: 3,145,040 (47%)
Prior 7-Day Average 959,757
Calls: 510,466 (53%)
Puts: 449,291 (47%)
Current vs Prior 7-Day Avg +3.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.82% | 3.99%7.31% | 11.17%
Prior 3.11% | 4.17%7.23% | 11.47%
Current vs Prior -9.24% | -4.18%+1.19% | -2.66%
Prior 7-Day Avg 2.45% | 3.89%5.85% | 11.28%
Current vs 7-Day Avg +14.95% | +2.73%+25.03% | -0.97%
Prior 7-Day Eod 3.11% | 4.17%7.23% | 11.47%
Current vs 7-Day Eod -9.24% | -4.18%+1.19% | -2.66%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 5.13% | 4.56%
Calls: 3.83% | 3.59%
Puts: 6.43% | 5.53%
Prior 6.77% | 5.89%
Calls: 5.85% | 6.84%
Puts: 7.69% | 4.95%
Current vs Prior -24.22% | -22.58%
Prior 7-Day Avg 5.11% | 4.62%
Calls: 4.93% | 4.35%
Puts: 5.28% | 4.89%
Current vs 7-Day Avg +0.45% | -1.33%
Liquidity Acceptable
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($13.72M) vs puts ($4.28M). Extreme bullish P/C ratio of 0.37 - heavy call buying (61,898 calls vs 22,645 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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 47 of results (avg 6.9%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 212.322.41$2.373.8%1.5K0.387.6K
$116.00Aug 211.982.06$2.024.0%810.34230
$112.00Aug 213.603.75$3.684.1%3480.50513
$110.00Jul 312.342.44$2.394.2%1.7K0.713.4K
$112.00Jul 311.161.21$1.194.2%4.8K0.472.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 212.772.86$2.823.2%4280.4111.1K
$105.00Aug 211.201.26$1.234.9%3580.2246.8K
$110.00Jul 310.580.61$0.605.0%1.4K0.291.5K
$113.00Jul 311.962.07$2.015.5%2970.64729
$111.00Aug 142.002.12$2.065.8%270.44164

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 20 found (avg $0.53, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 310.100.11$0.119.1%7850.071.6K
$116.00Jul 310.170.18$0.185.6%9080.111.2K
$115.00Jul 310.290.31$0.306.7%2.7K0.173.9K
$125.00Aug 210.330.40$0.3718.9%3030.0910.9K
$117.00Aug 70.390.44$0.4211.9%3890.16358
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Jul 310.100.12$0.1118.2%4380.071.2K
$108.00Jul 310.190.22$0.2114.3%6220.121.8K
$109.00Jul 310.330.40$0.3718.9%5390.204.7K
$100.00Aug 210.400.49$0.4520.0%3210.1034.6K
$110.00Jul 310.580.61$0.605.0%1.4K0.291.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 127 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 3120.5023.80$22.1514.9%41.006
$95.00Jul 3115.5018.80$17.1519.2%41.006
$96.00Jul 3114.5017.80$16.1520.4%61.001
$97.00Jul 3112.8516.80$14.8326.6%111.002
$99.00Jul 3111.5014.05$12.7820.0%161.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 712.0014.40$13.2018.2%--1.0021
$130.00Jul 3117.0019.55$18.2714.0%81.00--
$123.00Jul 3110.5511.60$11.089.5%20.99--
$129.00Jul 3115.2518.60$16.9319.8%60.99--
$121.00Jul 318.009.40$8.7016.1%10.99--

Most actively traded options today. High liquidity = easy entry/exit. 294 active (total vol 67.2K, top 4.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Jul 311.161.21$1.194.2%4.8K0.472.6K
$111.00Jul 311.691.79$1.745.7%4.7K0.591.8K
$120.00Aug 140.300.45$0.3839.5%3.8K0.123.2K
$113.00Jul 310.770.81$0.795.1%3.0K0.361.3K
$115.00Jul 310.290.31$0.306.7%2.7K0.173.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 211.701.83$1.777.3%2.0K0.29255
$111.00Jul 310.921.01$0.979.3%2.0K0.418.8K
$110.00Jul 310.580.61$0.605.0%1.4K0.291.5K
$104.00Aug 70.110.23$0.1770.6%9660.07181
$112.00Jul 311.361.45$1.416.4%8130.53458

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 62.8%, max 162.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Jul 31Aug 1487.0%34.9%149.3%183
$127.00Jul 31Aug 2170.5%31.4%124.9%4140
$95.00Jul 31Aug 2179.8%36.0%121.4%1687
$100.00Jul 31Aug 2171.1%33.0%115.2%27425
$126.00Jul 31Aug 2857.9%28.4%104.0%10438
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Jul 31Aug 2887.0%33.2%162.2%586
$100.00Jul 31Sep 471.1%34.4%106.4%21426
$97.00Jul 31Aug 2865.0%32.4%100.4%4120
$99.00Jul 31Sep 457.7%31.4%83.7%310
$90.00Jul 31Sep 473.4%40.2%82.7%135

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 148 found (best R:R 37.46, avg 3.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$126.00$130.00Aug 28$0.14$3.86$0.1427.57$126.14
$126.00$130.00Aug 14$0.20$3.80$0.2019.00$126.20
$123.00$124.00Aug 7$0.10$0.90$0.109.00$123.10
$118.00$119.00Aug 7$0.11$0.89$0.118.09$118.11
$120.00$121.00Aug 14$0.11$0.89$0.118.09$120.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$0.13$4.87$0.1337.46$94.87
$99.00$95.00Aug 21$0.23$3.77$0.2316.39$98.77
$97.00$95.00Aug 28$0.12$1.88$0.1215.67$96.88
$99.00$98.00Aug 28$0.10$0.90$0.109.00$98.90
$97.00$96.00Aug 7$0.11$0.89$0.118.09$96.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 193 found (best R:R 49.00, avg 1.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$95.00Aug 21$4.90$4.90$0.1049.00$94.90
$90.00$98.00Aug 14$7.50$7.50$0.5015.00$97.50
$102.00$104.00Aug 7$1.85$1.85$0.1512.33$103.85
$99.00$100.00Jul 31$0.90$0.90$0.109.00$99.90
$108.00$109.00Aug 14$0.85$0.85$0.155.67$108.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$4.74$4.74$0.2618.23$125.26
$120.00$118.00Aug 14$1.85$1.85$0.1512.33$118.15
$125.00$122.00Aug 7$2.75$2.75$0.2511.00$122.25
$129.00$125.00Jul 31$3.63$3.63$0.379.81$125.37
$118.00$117.00Aug 21$0.88$0.88$0.127.33$117.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $0.38, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 31Aug 7$0.0559.5%41.7%
$102.00Jul 31Aug 7$0.1046.1%31.9%
$121.00Jul 31Aug 7$0.1134.8%28.3%
$123.00Jul 31Aug 7$0.1139.3%32.8%
$128.00Jul 31Aug 7$0.1147.4%42.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Jul 31Aug 7$0.0646.1%31.9%
$101.00Jul 31Aug 7$0.0753.0%36.2%
$103.00Jul 31Aug 7$0.0732.9%26.6%
$97.00Jul 31Aug 7$0.1065.0%47.6%
$99.00Jul 31Aug 7$0.1057.7%41.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 121 found (cheapest 2.33% of stock, avg 8.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Jul 31$1.19$1.41$2.60$109.40$114.602.33%
$111.00Jul 31$1.74$0.97$2.71$108.29$113.712.43%
$113.00Jul 31$0.79$2.01$2.80$110.20$115.802.51%
$110.00Jul 31$2.39$0.60$2.99$107.01$112.992.68%
$114.00Jul 31$0.50$2.73$3.23$110.77$117.232.89%
$109.00Jul 31$3.13$0.37$3.50$105.50$112.503.13%
$112.00Aug 7$1.89$2.02$3.91$108.09$115.913.50%
$113.00Aug 7$1.44$2.55$3.99$109.01$116.993.57%
$111.00Aug 7$2.44$1.60$4.04$106.96$115.043.62%
$108.00Jul 31$3.95$0.21$4.16$103.84$112.163.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.26% of stock, avg 3.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$116.00$107.00Jul 31$0.18$0.11$0.29$106.71$116.29
$116.00$108.00Jul 31$0.18$0.21$0.39$107.61$116.39
$115.00$107.00Jul 31$0.30$0.11$0.41$106.59$115.41
$115.00$108.00Jul 31$0.30$0.21$0.51$107.49$115.51
$116.00$109.00Jul 31$0.18$0.37$0.55$108.45$116.55
$114.00$107.00Jul 31$0.50$0.11$0.61$106.39$114.61
$115.00$109.00Jul 31$0.30$0.37$0.67$108.33$115.67
$114.00$108.00Jul 31$0.50$0.21$0.71$107.29$114.71
$116.00$110.00Jul 31$0.18$0.60$0.78$109.22$116.78
$114.00$109.00Jul 31$0.50$0.37$0.87$108.13$114.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 153 found (best R:R 9.00, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
103/104107/108Aug 28$0.90$0.109.00$103.10$107.90
108/109112/113Aug 28$0.90$0.109.00$108.10$112.90
100/101105/107Aug 28$1.78$0.228.09$99.22$106.78
99/100109/110Sep 4$0.88$0.127.33$99.12$109.88
106/107108/109Aug 7$0.87$0.136.69$106.13$108.87
97/98109/110Aug 28$0.87$0.136.69$97.13$109.87
103/104112/113Aug 28$0.87$0.136.69$103.13$112.87
106/107111/112Aug 28$0.87$0.136.69$106.13$111.87
96/97108/109Aug 7$0.86$0.146.14$96.14$108.86
105/106108/109Aug 7$0.86$0.146.14$105.14$108.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 123 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$97.00$98.00$99.00Jul 31$0.05$0.9519.00
$125.00$126.00$127.00Jul 31$0.05$0.9519.00
$130.00$131.00$132.00Jul 31$0.05$0.9519.00
$106.00$107.00$108.00Aug 7$0.06$0.9415.67
$115.00$116.00$117.00Aug 21$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$108.00$109.00$110.00Aug 7$0.05$0.9519.00
$109.00$110.00$111.00Aug 14$0.05$0.9519.00
$112.00$113.00$114.00Aug 14$0.05$0.9519.00
$107.00$108.00$109.00Jul 31$0.06$0.9415.67
$106.00$107.00$108.00Aug 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. 136 found (best net $-0.05, 123 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$126.00$130.001:2Aug 28-$0.05$3.95
$123.00$125.001:2Sep 4-$0.23$1.77
$130.00$132.001:2Aug 7-$0.24$1.76
$112.00$115.001:2Sep 4-$1.26$1.74
$90.00$98.001:2Aug 14-$6.73$1.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 7-$0.05$4.95
$95.00$90.001:2Aug 28-$0.08$4.92
$99.00$95.001:2Sep 4-$1.32$2.68
$97.00$95.001:2Aug 28-$0.08$1.92
$97.00$95.001:2Jul 31-$0.11$1.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 3.58%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.00Sep 4$4.000.520.2%3.58%3.81%92
$112.00Aug 28$3.750.500.2%3.36%3.59%7898
$112.00Aug 21$3.600.500.2%3.22%3.45%348513
$113.00Aug 28$3.200.461.1%2.86%3.99%6778
$113.00Aug 21$3.100.461.1%2.77%3.90%204847
$114.00Aug 28$2.750.422.0%2.46%4.48%61173
$114.00Aug 21$2.640.422.0%2.36%4.39%91443
$115.00Sep 4$2.520.412.9%2.26%5.17%269
$116.00Sep 4$2.410.383.8%2.16%5.97%12--
$115.00Aug 28$2.390.382.9%2.14%5.06%57214

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 61,898
Total Puts 22,645
Put/Call Ratio 0.37
Net Difference 39,253

Prior's Put/Call Breakdown

Total Calls 70,155
Total Puts 25,273
Put/Call Ratio 0.36
Net Difference 44,882

Prior 7-Day Put/Call Summary

Total Calls 534,393
Total Puts 258,191
Average Put/Call Ratio 0.49
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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