Tour v487
WMT
WALMART INC
$110.71 -0.44%
$110.61 (-0.09%)🌙
as of 08/03 06:08 PM
8/3 18:09

Option Volume

Detail
Current (08/03) 87,494
Calls: 57,103 (65%)
Puts: 30,391 (35%)
Prior (07/31) 90,621
Calls: 66,437 (73%)
Puts: 24,184 (27%)
Current vs Prior -3.45%
Calls: -14.05% (Calls)
Puts: +25.67% (Puts)
Prior 7-Day Total 656,655
Calls: 447,039 (68%)
Puts: 209,616 (32%)
Prior 7-Day Average 93,807
Calls: 63,862 (68%)
Puts: 29,945 (32%)
Current vs Prior 7-Day Avg -6.73%
Calls: -10.58%
Puts: +1.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $17.53M
Calls: $12.43M (71%)
Puts: $5.10M (29%)
Prior (07/31) $13.84M
Calls: $9.43M (68%)
Puts: $4.41M (32%)
Current vs Prior +26.63%
Calls: +31.80%
Puts: +15.58%
Prior 7-Day Total $142.87M
Calls: $92.74M (65%)
Puts: $50.13M (35%)
Prior 7-Day Average $20.41M
Calls: $13.25M (65%)
Puts: $7.16M (35%)
Current vs Prior 7-Day Avg -14.11%
Calls: -6.20%
Puts: -28.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.53
Prior (07/31) 0.36
Current vs Prior +46.21%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg +11.95%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 995,719
Calls: 518,088 (52%)
Puts: 477,631 (48%)
Prior (07/31) 1,048,250
Calls: 547,642 (52%)
Puts: 500,608 (48%)
Current vs Prior -5.01%
Prior 7-Day Total 6,255,748
Calls: 3,282,849 (52%)
Puts: 2,972,899 (48%)
Prior 7-Day Average 893,678
Calls: 468,978 (52%)
Puts: 424,699 (48%)
Current vs Prior 7-Day Avg +11.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.89% | 4.14%6.85% | 11.20%
Prior 3.21% | 4.50%6.86% | 11.24%
Current vs Prior -9.97% | -7.99%-0.22% | -0.36%
Prior 7-Day Avg 2.51% | 3.90%7.19% | 11.27%
Current vs 7-Day Avg +15.33% | +6.19%-4.75% | -0.60%
Prior 7-Day Eod 3.21% | 4.50%6.86% | 11.24%
Current vs 7-Day Eod -9.97% | -7.99%-0.22% | -0.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.72% | 3.86%
Calls: 3.93% | 3.53%
Puts: 5.52% | 4.19%
Prior 38.66% | 3.58%
Calls: 38.18% | 4.26%
Puts: 39.13% | 2.89%
Current vs Prior -87.79% | +7.82%
Prior 7-Day Avg 9.93% | 4.56%
Calls: 9.56% | 4.59%
Puts: 10.31% | 4.53%
Current vs 7-Day Avg -52.49% | -15.35%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($12.43M). Bullish P/C ratio of 0.53. P/C ratio rising 46% - increased hedging/bearish positioning.

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 78 of results (avg 7.0%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Aug 71.211.25$1.233.3%4.1K0.471.1K
$111.00Aug 141.942.02$1.984.0%2.4K0.49328
$110.00Aug 71.711.79$1.754.6%2.1K0.591.3K
$115.00Aug 211.841.93$1.894.8%5740.338.5K
$112.00Aug 70.820.86$0.844.8%2.5K0.361.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 211.881.95$1.923.6%610.322.3K
$109.00Aug 212.632.74$2.694.1%1880.411.6K
$111.00Aug 213.553.70$3.634.1%650.501.4K
$106.00Aug 211.571.64$1.614.3%2010.28314
$110.00Aug 213.053.20$3.134.8%4830.4611.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 28 found (avg $0.55, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Aug 70.150.16$0.166.3%1.3K0.09892
$120.00Aug 140.160.18$0.1711.8%1.6K0.073.9K
$115.00Aug 70.230.25$0.248.3%1.6K0.132.8K
$125.00Aug 210.280.34$0.3119.4%3040.0810.4K
$114.00Aug 70.340.38$0.3611.1%1.3K0.191.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 70.070.08$0.0812.5%4980.05911
$106.00Aug 70.120.14$0.1315.4%9870.08539
$107.00Aug 70.210.23$0.229.1%1.5K0.134.7K
$108.00Aug 70.350.39$0.3710.8%1.0K0.20678
$100.00Aug 210.420.50$0.4617.4%1.0K0.1034.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 104 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2119.7522.10$20.9311.2%--1.0056
$100.00Aug 710.5012.15$11.3314.6%101.0038
$90.00Aug 720.1022.65$21.3811.9%210.997
$95.00Aug 714.6016.50$15.5512.2%190.9910
$95.00Aug 1413.8517.75$15.8024.7%800.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Aug 76.4010.30$8.3546.7%21.0011
$120.00Aug 77.9510.50$9.2327.6%--1.0014
$121.00Aug 79.0011.50$10.2524.4%--1.0012
$125.00Aug 713.1015.50$14.3016.8%21.0018
$125.00Aug 1412.4015.55$13.9822.5%11.001

Most actively traded options today. High liquidity = easy entry/exit. 260 active (total vol 59.9K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Aug 71.211.25$1.233.3%4.1K0.471.1K
$112.00Aug 70.820.86$0.844.8%2.5K0.361.5K
$111.00Aug 141.942.02$1.984.0%2.4K0.49328
$110.00Aug 71.711.79$1.754.6%2.1K0.591.3K
$113.00Aug 70.540.57$0.555.5%1.9K0.272.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Aug 142.592.75$2.676.0%3.5K0.58189
$110.00Aug 70.940.99$0.975.2%2.4K0.411.3K
$109.00Aug 70.600.64$0.626.5%2.2K0.291.0K
$107.00Aug 70.210.23$0.229.1%1.5K0.134.7K
$111.00Aug 71.411.49$1.455.5%1.2K0.53865

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 47.0%, max 302.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$128.00Aug 7Sep 11126.8%31.5%302.6%--37
$90.00Aug 7Aug 2179.2%40.1%97.6%2163
$101.00Aug 7Aug 1454.1%27.5%96.8%732
$129.00Aug 7Aug 2181.4%42.6%90.9%--37
$123.00Aug 7Sep 1146.7%25.8%81.1%39156
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Aug 7Aug 2879.2%36.3%118.2%7165
$97.00Aug 7Sep 462.5%33.1%88.9%2175
$101.00Aug 7Sep 454.1%30.1%79.7%28154
$96.00Aug 7Sep 464.5%36.0%78.9%4125
$95.00Aug 7Sep 457.7%33.0%74.9%--132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 40.67, avg 3.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$126.00$130.00Aug 28$0.15$3.85$0.1525.67$126.15
$126.00$130.00Aug 14$0.18$3.82$0.1821.22$126.18
$125.00$128.00Sep 11$0.23$2.77$0.2312.04$125.23
$123.00$124.00Aug 21$0.10$0.90$0.109.00$123.10
$129.00$130.00Aug 21$0.10$0.90$0.109.00$129.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$0.12$4.88$0.1240.67$94.88
$95.00$90.00Aug 28$0.13$4.87$0.1337.46$94.87
$98.00$95.00Aug 28$0.23$2.77$0.2312.04$97.77
$104.00$103.00Aug 14$0.11$0.89$0.118.09$103.89
$102.00$101.00Aug 28$0.11$0.89$0.118.09$101.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 185 found (best R:R 22.81, avg 1.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$4.79$4.79$0.2122.81$99.79
$90.00$95.00Aug 21$4.76$4.76$0.2419.83$94.76
$95.00$97.00Aug 7$1.85$1.85$0.1512.33$96.85
$100.00$105.00Aug 28$4.59$4.59$0.4111.20$104.59
$103.00$104.00Aug 14$0.87$0.87$0.136.69$103.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$4.69$4.69$0.3115.13$125.31
$125.00$120.00Aug 14$4.63$4.63$0.3712.51$120.37
$116.00$115.00Aug 14$0.90$0.90$0.109.00$115.10
$120.00$119.00Aug 7$0.88$0.88$0.127.33$119.12
$118.00$117.00Aug 28$0.88$0.88$0.127.33$117.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $0.40, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Aug 7Aug 14$0.0546.7%32.2%
$125.00Aug 7Aug 14$0.0548.3%35.8%
$122.00Aug 7Aug 14$0.0839.6%31.4%
$129.00Aug 7Aug 21$0.1181.4%42.6%
$120.00Aug 7Aug 14$0.1437.1%30.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Aug 7Aug 14$0.0679.2%58.6%
$100.00Aug 7Aug 14$0.0837.1%32.8%
$103.00Aug 7Aug 14$0.1135.3%27.7%
$102.00Aug 7Aug 14$0.1237.3%30.6%
$120.00Aug 7Aug 14$0.1237.1%30.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 2.42% of stock, avg 8.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$111.00Aug 7$1.23$1.45$2.68$108.32$113.682.42%
$110.00Aug 7$1.75$0.97$2.72$107.28$112.722.46%
$112.00Aug 7$0.84$2.05$2.89$109.11$114.892.61%
$109.00Aug 7$2.40$0.62$3.02$105.98$112.022.73%
$113.00Aug 7$0.55$2.79$3.34$109.66$116.343.02%
$108.00Aug 7$3.18$0.37$3.55$104.45$111.553.21%
$111.00Aug 14$1.98$2.09$4.07$106.93$115.073.68%
$110.00Aug 14$2.49$1.63$4.12$105.88$114.123.72%
$107.00Aug 7$3.93$0.22$4.15$102.85$111.153.75%
$112.00Aug 14$1.56$2.67$4.23$107.77$116.233.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.51% of stock, avg 3.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$114.00$104.00Aug 7$0.36$0.20$0.56$103.44$114.56
$114.00$107.00Aug 7$0.36$0.22$0.58$106.42$114.58
$114.00$108.00Aug 7$0.36$0.37$0.73$107.27$114.73
$113.00$104.00Aug 7$0.55$0.20$0.75$103.25$113.75
$113.00$107.00Aug 7$0.55$0.22$0.77$106.23$113.77
$113.00$108.00Aug 7$0.55$0.37$0.92$107.08$113.92
$114.00$109.00Aug 7$0.36$0.62$0.98$108.02$114.98
$112.00$104.00Aug 7$0.84$0.20$1.04$102.96$113.04
$112.00$107.00Aug 7$0.84$0.22$1.06$105.94$113.06
$113.00$109.00Aug 7$0.55$0.62$1.17$107.83$114.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 202 found (best R:R 26.78, avg credit $0.97)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/98100/105Aug 28$4.82$0.1826.78$93.18$104.82
90/95100/105Aug 28$4.72$0.2816.86$90.28$104.72
107/109116/118Sep 11$1.87$0.1314.38$107.13$117.87
100/102113/114Sep 11$1.80$0.209.00$100.20$114.80
103/104107/108Aug 14$0.89$0.118.09$103.11$107.89
100/101106/107Aug 21$0.89$0.118.09$100.11$106.89
106/107109/110Aug 21$0.89$0.118.09$106.11$109.89
100/101110/111Sep 4$0.89$0.118.09$100.11$110.89
106/107108/109Sep 4$0.89$0.118.09$106.11$108.89
105/106108/109Aug 21$0.88$0.127.33$105.12$108.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$114.00$115.00$116.00Aug 14$0.05$0.9519.00
$111.00$112.00$113.00Aug 14$0.06$0.9415.67
$115.00$116.00$117.00Aug 14$0.06$0.9415.67
$117.00$118.00$119.00Aug 14$0.06$0.9415.67
$119.00$120.00$121.00Aug 14$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$107.00$108.00Aug 7$0.06$0.9415.67
$106.00$107.00$108.00Aug 14$0.06$0.9415.67
$109.00$110.00$111.00Aug 21$0.06$0.9415.67
$101.00$102.00$103.00Aug 28$0.06$0.9415.67
$113.00$114.00$115.00Aug 28$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. 120 found (best net $-0.03, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Sep 11-$0.85$4.15
$126.00$130.001:2Aug 28-$0.03$3.97
$125.00$128.001:2Sep 11-$0.26$2.74
$100.00$105.001:2Aug 28-$2.84$2.16
$100.00$105.001:2Aug 21-$3.02$1.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 7-$0.03$4.97
$95.00$90.001:2Aug 14-$0.11$4.89
$121.00$115.001:2Sep 4-$2.52$3.48
$114.00$110.001:2Sep 11-$1.82$2.18
$97.00$95.001:2Aug 21-$0.06$1.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 77 found (best yield 3.70%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$111.00Sep 11$4.100.530.3%3.70%3.97%4516
$111.00Aug 28$3.700.500.3%3.34%3.60%344146
$111.00Sep 4$3.650.500.3%3.30%3.56%7165
$112.00Sep 4$3.500.461.2%3.16%4.33%7333
$111.00Aug 21$3.350.500.3%3.03%3.29%571593
$113.00Sep 11$3.000.472.1%2.71%4.78%23
$112.00Aug 28$2.950.461.2%2.66%3.83%46254
$112.00Aug 21$2.850.461.2%2.57%3.74%541767
$113.00Aug 28$2.820.422.1%2.55%4.62%28314
$113.00Sep 4$2.780.432.1%2.51%4.58%152

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 57,103
Total Puts 30,391
Put/Call Ratio 0.53
Net Difference 26,712

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 447,039
Total Puts 209,616
Average Put/Call Ratio 0.48
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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