Tour v477
WMT
WALMART INC
$111.20 +0.09%
$111.13 (-0.06%)🌙
as of 07/31 06:07 PM
7/31 18:07

Option Volume

Detail
Current (07/31) 90,621
Calls: 66,437 (73%)
Puts: 24,184 (27%)
Prior (07/30) 93,044
Calls: 54,715 (59%)
Puts: 38,329 (41%)
Current vs Prior -2.60%
Calls: +21.42% (Calls)
Puts: -36.90% (Puts)
Prior 7-Day Total 689,048
Calls: 463,172 (67%)
Puts: 225,876 (33%)
Prior 7-Day Average 98,435
Calls: 66,167 (67%)
Puts: 32,268 (33%)
Current vs Prior 7-Day Avg -7.94%
Calls: +0.41%
Puts: -25.05%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $13.84M
Calls: $9.43M (68%)
Puts: $4.41M (32%)
Prior (07/30) $30.19M
Calls: $18.99M (63%)
Puts: $11.20M (37%)
Current vs Prior -54.15%
Calls: -50.34%
Puts: -60.59%
Prior 7-Day Total $146.07M
Calls: $93.80M (64%)
Puts: $52.27M (36%)
Prior 7-Day Average $20.87M
Calls: $13.40M (64%)
Puts: $7.47M (36%)
Current vs Prior 7-Day Avg -33.66%
Calls: -29.63%
Puts: -40.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.36
Prior (07/30) 0.70
Current vs Prior -48.04%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -26.22%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 1,048,250
Calls: 547,642 (52%)
Puts: 500,608 (48%)
Prior (07/30) 826,582
Calls: 438,739 (53%)
Puts: 387,843 (47%)
Current vs Prior +26.82%
Prior 7-Day Total 6,009,054
Calls: 3,164,675 (53%)
Puts: 2,844,379 (47%)
Prior 7-Day Average 858,436
Calls: 452,096 (53%)
Puts: 406,339 (47%)
Current vs Prior 7-Day Avg +22.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.59% | 3.21%6.86% | 11.24%
Prior 1.86% | 3.56%7.09% | 11.23%
Current vs Prior +72.31% | +26.47%-3.26% | +0.07%
Prior 7-Day Avg 2.35% | 3.77%7.28% | 11.36%
Current vs 7-Day Avg +36.57% | +19.29%-5.79% | -1.03%
Prior 7-Day Eod 1.86% | 3.56%7.09% | 11.23%
Current vs 7-Day Eod +72.31% | +26.47%-3.26% | +0.07%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 38.66% | 3.58%
Calls: 38.18% | 4.26%
Puts: 39.13% | 2.89%
Prior 5.78% | 4.04%
Calls: 5.31% | 3.98%
Puts: 6.25% | 4.11%
Current vs Prior +568.86% | -11.39%
Prior 7-Day Avg 4.84% | 4.83%
Calls: 4.49% | 4.60%
Puts: 5.19% | 5.06%
Current vs 7-Day Avg +699.00% | -25.84%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($9.43M). Light premium activity with dollar volume down 54% vs prior. Extreme bullish P/C ratio of 0.36 - heavy call buying (66,437 calls vs 24,184 puts). P/C ratio dropping 48% - 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 BULLISH
7-Day Avg BULLISH
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 30 of results (avg 7.9%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 212.052.15$2.104.8%3.3K0.357.7K
$111.00Aug 71.631.72$1.675.4%1.2K0.53558
$110.00Aug 214.204.45$4.335.8%6400.563.3K
$112.00Aug 213.203.40$3.306.1%9330.48877
$113.00Aug 283.103.30$3.206.2%1070.44215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Aug 141.952.08$2.026.4%1280.47274
$108.00Aug 212.052.19$2.126.6%1320.351.6K
$112.00Aug 71.831.97$1.907.4%5760.57985
$105.00Aug 211.161.25$1.217.4%3140.2346.8K
$110.00Aug 141.501.62$1.567.7%1980.401.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 13 found (avg $0.65, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Aug 70.190.22$0.2114.3%5130.101.2K
$116.00Aug 70.270.32$0.3016.7%9150.14872
$115.00Aug 70.400.45$0.4311.6%1.9K0.192.6K
$114.00Aug 70.570.63$0.6010.0%1.6K0.25892
$121.00Aug 210.690.79$0.7413.5%460.16407
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Aug 70.140.17$0.1618.8%2210.08506
$109.00Aug 70.600.67$0.6410.9%2980.27963
$103.00Aug 210.790.88$0.8410.7%160.171.3K
$108.00Aug 140.850.97$0.9113.2%1570.27393
$110.00Aug 70.890.98$0.949.6%5780.361.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 132 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2120.2022.75$21.4811.9%--1.0056
$95.00Jul 3114.2017.55$15.8821.1%311.0029
$100.00Jul 319.2013.05$11.1334.6%521.00202
$102.00Jul 317.4511.05$9.2538.9%51.0023
$103.00Jul 316.8510.05$8.4537.9%21.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Jul 310.252.73$1.49166.4%7361.00770
$113.00Jul 311.503.40$2.4577.6%2391.001.2K
$114.00Jul 312.644.75$3.7057.0%491.00433
$115.00Jul 312.135.80$3.9792.4%221.00188
$116.00Jul 313.506.00$4.7552.6%31.005

Most actively traded options today. High liquidity = easy entry/exit. 305 active (total vol 72.6K, top 15.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Jul 310.000.01$0.01100.0%15.8K0.032.6K
$113.00Jul 310.000.01$0.01100.0%4.6K0.022.3K
$111.00Jul 310.190.37$0.2864.3%4.0K0.782.3K
$115.00Aug 212.052.15$2.104.8%3.3K0.357.7K
$120.00Aug 70.050.08$0.0742.9%2.4K0.043.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 310.000.01$0.01100.0%5.4K0.022.3K
$111.00Jul 310.020.06$0.04100.0%3.6K0.228.6K
$109.00Aug 141.131.28$1.2112.4%8570.33618
$112.00Jul 310.252.73$1.49166.4%7361.00770
$111.00Aug 71.291.41$1.358.9%6000.47842

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 1354.3%, max 5423.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Jul 31Aug 141567.9%32.5%4723.5%3214
$124.00Jul 31Sep 41439.4%31.8%4419.6%12113
$129.00Jul 31Aug 211762.4%40.7%4231.4%1161
$90.00Jul 31Aug 211364.3%37.7%3521.8%--78
$127.00Jul 31Sep 4893.6%31.9%2703.7%6113
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Jul 31Sep 41658.9%30.0%5423.5%559
$90.00Jul 31Aug 281364.3%39.3%3370.2%32148
$97.00Jul 31Sep 4867.5%32.9%2539.3%--134
$101.00Jul 31Sep 11589.9%25.4%2222.0%1191
$106.00Jul 31Sep 11607.2%26.1%2222.0%382.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 153 found (best R:R 37.46, avg 3.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$127.00$130.00Aug 14$0.11$2.89$0.1126.27$127.11
$127.00$130.00Sep 4$0.22$2.78$0.2212.64$127.22
$120.00$125.00Sep 11$0.42$4.58$0.4210.90$120.42
$121.00$122.00Aug 7$0.10$0.90$0.109.00$121.10
$121.00$122.00Aug 28$0.11$0.89$0.118.09$121.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$0.13$4.87$0.1337.46$94.87
$95.00$90.00Aug 28$0.16$4.84$0.1630.25$94.84
$97.00$95.00Aug 21$0.11$1.89$0.1117.18$96.89
$98.00$95.00Aug 28$0.17$2.83$0.1716.65$97.83
$110.00$108.00Sep 4$0.18$1.82$0.1810.11$109.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 200 found (best R:R 25.67, avg 1.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$4.67$4.67$0.3314.15$99.67
$111.00$112.00Sep 4$0.90$0.90$0.109.00$111.90
$101.00$102.00Jul 31$0.88$0.88$0.127.33$101.88
$99.00$100.00Aug 14$0.88$0.88$0.127.33$99.88
$95.00$105.00Aug 28$8.64$8.64$1.366.35$103.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$121.00Aug 7$3.85$3.85$0.1525.67$121.15
$130.00$125.00Aug 21$4.78$4.78$0.2221.73$125.22
$120.00$118.00Jul 31$1.87$1.87$0.1314.38$118.13
$125.00$120.00Aug 21$4.47$4.47$0.538.43$120.53
$120.00$118.00Aug 14$1.78$1.78$0.228.09$118.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.38, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 31Aug 7$0.06386.6%30.2%
$128.00Jul 31Aug 7$0.09881.3%57.2%
$108.00Jul 31Aug 7$0.11169.5%25.0%
$123.00Jul 31Aug 7$0.11496.9%42.5%
$101.00Jul 31Aug 7$0.12589.9%44.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$118.00Jul 31Aug 7$0.07309.6%28.2%
$120.00Jul 31Aug 7$0.07386.6%30.2%
$113.00Jul 31Aug 7$0.0997.8%26.1%
$105.00Jul 31Aug 7$0.11331.4%27.6%
$101.00Jul 31Aug 7$0.13589.9%44.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 129 found (cheapest 0.29% of stock, avg 7.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$111.00Jul 31$0.28$0.04$0.32$110.68$111.320.29%
$110.00Jul 31$1.19$0.01$1.20$108.80$111.201.08%
$112.00Jul 31$0.01$1.49$1.50$110.50$113.501.35%
$109.00Jul 31$2.11$0.01$2.12$106.88$111.121.91%
$113.00Jul 31$0.01$2.45$2.46$110.54$115.462.21%
$111.00Aug 7$1.67$1.35$3.02$107.98$114.022.72%
$108.00Jul 31$3.11$0.01$3.12$104.88$111.122.81%
$112.00Aug 7$1.22$1.90$3.12$108.88$115.122.81%
$110.00Aug 7$2.27$0.94$3.21$106.79$113.212.89%
$113.00Aug 7$0.88$2.54$3.42$109.58$116.423.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 0.13% of stock, avg 3.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.00$111.00Jul 31$0.10$0.04$0.14$110.86$119.14
$132.00$111.00Jul 31$0.36$0.04$0.40$110.60$132.40
$119.00$106.00Jul 31$0.10$0.38$0.48$105.52$119.48
$116.00$108.00Aug 7$0.30$0.41$0.71$107.29$116.71
$132.00$106.00Jul 31$0.36$0.38$0.74$105.26$132.74
$115.00$108.00Aug 7$0.43$0.41$0.84$107.16$115.84
$116.00$109.00Aug 7$0.30$0.64$0.94$108.06$116.94
$114.00$108.00Aug 7$0.60$0.41$1.01$106.99$115.01
$115.00$109.00Aug 7$0.43$0.64$1.07$107.93$116.07
$124.00$111.00Jul 31$1.07$0.04$1.11$109.89$125.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 211 found (best R:R 17.18, avg credit $0.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
99/100105/107Sep 4$1.89$0.1117.18$98.11$106.89
108/110119/120Sep 11$1.88$0.1215.67$108.12$120.88
98/99105/107Sep 4$1.86$0.1413.29$97.14$106.86
106/107109/111Sep 4$1.84$0.1611.50$105.16$110.84
100/101105/106Aug 21$0.90$0.109.00$100.10$105.90
98/99105/106Aug 28$0.90$0.109.00$98.10$105.90
104/105108/109Aug 28$0.90$0.109.00$104.10$108.90
98/99114/115Sep 4$0.90$0.109.00$98.10$114.90
102/103106/107Aug 21$0.89$0.118.09$102.11$106.89
100/101105/106Aug 28$0.89$0.118.09$100.11$105.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 126 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$126.00$127.00Jul 31$0.05$0.9519.00
$124.00$125.00$126.00Aug 7$0.05$0.9519.00
$111.00$112.00$113.00Aug 14$0.05$0.9519.00
$109.00$110.00$111.00Aug 7$0.06$0.9415.67
$112.00$113.00$114.00Aug 7$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$108.00$109.00$110.00Aug 14$0.05$0.9519.00
$104.00$105.00$106.00Aug 14$0.06$0.9415.67
$107.00$108.00$109.00Aug 14$0.06$0.9415.67
$110.00$111.00$112.00Aug 14$0.06$0.9415.67
$111.00$112.00$113.00Aug 14$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. 139 found (best net $-0.05, 120 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$125.001:2Sep 11-$0.49$4.51
$127.00$130.001:2Sep 4-$0.03$2.97
$125.00$128.001:2Sep 11-$0.09$2.91
$127.00$130.001:2Aug 28-$0.10$2.90
$130.00$132.001:2Aug 7-$0.03$1.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 7-$0.05$4.95
$95.00$90.001:2Jul 31-$0.15$4.85
$98.00$95.001:2Aug 28-$0.10$2.90
$115.00$111.001:2Sep 11-$1.55$2.45
$100.00$98.001:2Aug 21-$0.01$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 3.10%, avg 0.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.00Sep 4$3.450.480.7%3.10%3.82%1424
$112.00Aug 21$3.200.480.7%2.88%3.60%933877
$112.00Aug 28$3.200.480.7%2.88%3.60%43231
$113.00Aug 28$3.100.441.6%2.79%4.41%107215
$114.00Sep 4$2.800.432.5%2.52%5.04%34
$113.00Aug 21$2.780.441.6%2.50%4.12%258844
$113.00Sep 4$2.480.451.6%2.23%3.85%151
$115.00Sep 11$2.440.383.4%2.19%5.61%1--
$114.00Aug 21$2.380.402.5%2.14%4.66%27607
$114.00Aug 28$2.370.402.5%2.13%4.65%2258

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 66,437
Total Puts 24,184
Put/Call Ratio 0.36
Net Difference 42,253

Prior's Put/Call Breakdown

Total Calls 54,715
Total Puts 38,329
Put/Call Ratio 0.70
Net Difference 16,386

Prior 7-Day Put/Call Summary

Total Calls 463,172
Total Puts 225,876
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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