Tour v528
WMT
WALMART INC
$107.44 +0.67%
$107.45 (+0.01%)🌙
as of 09/21 06:04 PM
9/21 18:04

Option Volume

Detail
Current (09/21) 82,240
Calls: 60,477 (74%)
Puts: 21,763 (26%)
Prior (09/18) 108,229
Calls: 65,036 (60%)
Puts: 43,193 (40%)
Current vs Prior -24.01%
Calls: -7.01% (Calls)
Puts: -49.61% (Puts)
Prior 7-Day Total 669,674
Calls: 450,184 (67%)
Puts: 219,490 (33%)
Prior 7-Day Average 111,612
Calls: 64,312 (67%)
Puts: 31,355 (33%)
Current vs Prior 7-Day Avg -26.32%
Calls: -5.96%
Puts: -30.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $14.75M
Calls: $10.19M (69%)
Puts: $4.56M (31%)
Prior (09/18) $13.27M
Calls: $7.50M (56%)
Puts: $5.77M (44%)
Current vs Prior +11.11%
Calls: +35.90%
Puts: -21.08%
Prior 7-Day Total $142.43M
Calls: $68.60M (48%)
Puts: $73.83M (52%)
Prior 7-Day Average $23.74M
Calls: $9.80M (48%)
Puts: $10.55M (52%)
Current vs Prior 7-Day Avg -37.88%
Calls: +3.98%
Puts: -56.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.36
Prior (09/18) 0.66
Current vs Prior -45.82%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -34.69%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 992,598
Calls: 572,536 (58%)
Puts: 420,062 (42%)
Prior (09/18) 1,245,535
Calls: 736,127 (59%)
Puts: 509,408 (41%)
Current vs Prior -20.31%
Prior 7-Day Total 7,338,514
Calls: 4,385,654 (60%)
Puts: 2,952,860 (40%)
Prior 7-Day Average 1,223,085
Calls: 730,942 (60%)
Puts: 492,143 (40%)
Current vs Prior 7-Day Avg -18.84%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 2.57% | 3.75%5.26% | 11.48%
Prior 2.97% | 3.87%1.06% | 7.66%
Current vs Prior -13.51% | -3.07%+396.71% | +49.74%
Prior 7-Day Avg 2.45% | 3.62%2.13% | 7.97%
Current vs 7-Day Avg +4.89% | +3.51%+146.84% | +44.00%
Prior 7-Day Eod 2.97% | 3.87%1.06% | 7.66%
Current vs 7-Day Eod -13.51% | -3.07%+396.71% | +49.74%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 15.47% | 3.50%
Calls: 20.31% | 3.57%
Puts: 10.64% | 3.42%
Prior 15.47% | 3.50%
Calls: 20.31% | 3.57%
Puts: 10.64% | 3.42%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 6.68% | 6.17%
Calls: 6.57% | 4.33%
Puts: 6.79% | 8.00%
Current vs 7-Day Avg +131.59% | -43.26%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($10.19M). Extreme bullish P/C ratio of 0.36 - heavy call buying (60,477 calls vs 21,763 puts). P/C ratio dropping 46% - sentiment shifting bullish. Declining open interest (down 20%) indicates positions being closed.

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 BEARISH
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 61 of results (avg 7.0%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Sep 250.510.52$0.521.9%3.1K0.302.1K
$100.00Oct 27.607.80$7.702.6%10.95169
$107.00Oct 162.902.99$2.953.1%880.55--
$106.00Oct 22.612.72$2.674.1%3020.65962
$108.00Oct 162.352.45$2.404.2%4600.48--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 163.753.90$3.833.9%410.644.7K
$105.00Oct 161.341.40$1.374.4%7430.336.1K
$110.00Sep 252.702.85$2.785.4%500.82649
$108.00Oct 21.871.98$1.935.7%1560.54356
$107.00Sep 250.830.88$0.865.8%1.0K0.421.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 29 found (avg $0.54, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Sep 250.140.15$0.156.7%1.2K0.112.0K
$110.00Sep 250.270.29$0.287.1%4.8K0.1932.4K
$109.00Sep 250.510.52$0.521.9%3.1K0.302.1K
$113.00Oct 20.210.24$0.2213.6%2370.11770
$108.00Sep 250.840.90$0.876.9%3.1K0.433.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Sep 250.080.09$0.0911.1%1.8K0.062.8K
$104.00Sep 250.140.17$0.1618.8%4900.112.0K
$105.00Sep 250.270.29$0.287.1%1.5K0.181.5K
$106.00Sep 250.490.56$0.5313.2%2.2K0.291.0K
$107.00Sep 250.830.88$0.865.8%1.0K0.421.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 91 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 2511.7012.90$12.309.8%--0.9936
$99.00Sep 257.558.80$8.1815.3%10.9925
$100.00Sep 257.258.75$8.0018.8%40.98126
$91.00Oct 215.0518.40$16.7320.0%--0.9810
$95.00Oct 211.3013.85$12.5820.3%--0.9862
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Sep 258.159.05$8.6010.5%11.00--
$113.00Sep 255.206.55$5.8823.0%30.96150
$120.00Oct 1611.3512.85$12.1012.4%20.9538
$115.00Oct 26.758.60$7.6824.1%110.94258
$112.00Sep 254.255.60$4.9327.4%30.9490

Most actively traded options today. High liquidity = easy entry/exit. 245 active (total vol 57.2K, top 6.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Sep 251.351.42$1.395.0%6.3K0.583.5K
$110.00Sep 250.270.29$0.287.1%4.8K0.1932.4K
$110.00Oct 161.501.60$1.556.5%4.2K0.3613.3K
$108.00Sep 250.840.90$0.876.9%3.1K0.433.0K
$109.00Sep 250.510.52$0.521.9%3.1K0.302.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Sep 250.490.56$0.5313.2%2.2K0.291.0K
$103.00Sep 250.080.09$0.0911.1%1.8K0.062.8K
$105.00Sep 250.270.29$0.287.1%1.5K0.181.5K
$107.00Sep 250.830.88$0.865.8%1.0K0.421.2K
$105.00Oct 161.341.40$1.374.4%7430.336.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 16.1%, max 22.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Sep 25Oct 3025.2%20.6%22.4%629996
$107.00Sep 25Oct 3024.4%20.9%16.8%6.4K3.6K
$105.00Sep 25Oct 3025.2%21.7%16.1%3051.8K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Sep 25Oct 3025.2%20.6%22.4%2.2K1.1K
$107.00Sep 25Oct 3024.4%20.9%16.8%1.1K1.2K
$105.00Sep 25Oct 3025.2%21.7%16.1%1.5K1.6K
$109.00Sep 25Oct 2324.9%24.4%2.0%52666

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 4.56, avg 3.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$99.00$100.00Sep 25$0.18$0.82$0.1899%4.56$99.18
$101.00$102.00Oct 9$0.35$0.65$0.3588%1.86$101.35
$102.00$103.00Sep 25$0.47$0.53$0.4796%1.13$102.47
$99.00$100.00Oct 30$0.38$0.62$0.3887%1.63$99.38
$101.00$102.00Oct 16$0.38$0.62$0.3886%1.63$101.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$114.00Oct 9$0.20$0.80$0.2090%4.00$114.80
$111.00$110.00Oct 30$0.40$0.60$0.4066%1.50$110.60
$113.00$112.00Oct 9$0.62$0.38$0.6283%0.61$112.38
$109.00$108.00Oct 23$0.34$0.66$0.3457%1.94$108.66
$108.00$107.00Oct 30$0.32$0.68$0.3252%2.13$107.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 96 found (best R:R 7.33, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$122.00$123.00Oct 2$0.88$0.88$0.1284%7.33$122.88
$119.00$120.00Oct 2$0.21$0.21$0.7992%0.27$119.21
$121.00$125.00Oct 9$0.32$0.32$3.6890%0.09$121.32
$110.00$111.00Oct 30$0.53$0.53$0.4761%1.13$110.53
$117.00$118.00Oct 30$0.25$0.25$0.7584%0.33$117.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$90.00Oct 2$0.63$0.63$2.3790%0.27$92.37
$96.00$95.00Oct 2$0.23$0.23$0.7793%0.30$95.77
$101.00$100.00Oct 23$0.31$0.31$0.6982%0.45$100.69
$98.00$97.00Oct 30$0.22$0.22$0.7888%0.28$97.78
$91.00$90.00Sep 25$0.13$0.13$0.8797%0.15$90.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.62, cheapest $0.56)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Sep 25Oct 2$0.6424.9%23.3%
$107.00Sep 25Oct 2$0.7124.4%22.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$108.00Sep 25Oct 2$0.5624.9%23.3%
$107.00Sep 25Oct 2$0.5824.4%22.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 85 found (cheapest 2.08% of stock, avg 5.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Sep 25$0.87$1.37$2.24$105.76$110.242.08%
$107.00Sep 25$1.39$0.86$2.25$104.75$109.252.09%
$109.00Sep 25$0.52$2.00$2.52$106.48$111.522.35%
$106.00Sep 25$2.03$0.53$2.56$103.44$108.562.38%
$105.00Sep 25$2.67$0.28$2.95$102.05$107.952.75%
$110.00Sep 25$0.28$2.78$3.06$106.94$113.062.85%
$108.00Oct 2$1.51$1.93$3.44$104.56$111.443.20%
$107.00Oct 2$2.10$1.44$3.54$103.46$110.543.29%
$104.00Sep 25$3.50$0.16$3.66$100.34$107.663.41%
$109.00Oct 2$1.11$2.60$3.71$105.29$112.713.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.16% of stock, avg 2.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$112.00$103.00Sep 25$0.08$0.09$0.17$102.83$112.17
$111.00$103.00Sep 25$0.15$0.09$0.24$102.76$111.24
$112.00$104.00Sep 25$0.08$0.16$0.24$103.76$112.24
$111.00$104.00Sep 25$0.15$0.16$0.31$103.69$111.31
$112.00$105.00Sep 25$0.08$0.28$0.36$104.64$112.36
$110.00$103.00Sep 25$0.28$0.09$0.37$102.63$110.37
$111.00$105.00Sep 25$0.15$0.28$0.43$104.57$111.43
$110.00$104.00Sep 25$0.28$0.16$0.44$103.56$110.44
$110.00$105.00Sep 25$0.28$0.28$0.56$104.44$110.56
$112.00$106.00Sep 25$0.08$0.53$0.61$105.39$112.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 199 found (best R:R 1.01, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
90/93122/123Oct 2$1.51$1.4973%1.01$91.49$123.51
90/93119/120Oct 2$0.84$2.1682%0.39$92.16$119.84
90/93123/125Oct 2$0.77$2.2384%0.35$92.23$123.77
95/96119/120Oct 2$0.44$0.5685%0.79$95.56$119.44
90/93117/118Oct 2$0.74$2.2684%0.33$92.26$117.74
95/96117/118Oct 2$0.34$0.6687%0.52$95.66$117.34
97/98117/118Oct 30$0.47$0.5373%0.89$97.53$117.47
100/101112/113Oct 23$0.64$0.3654%1.78$100.36$112.64
97/98119/120Oct 30$0.41$0.5976%0.69$97.59$119.41
100/101117/118Oct 23$0.44$0.5671%0.79$100.56$117.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$106.00$107.00$108.00Sep 25$0.12$0.8828%7.33
$108.00$109.00$110.00Sep 25$0.11$0.8924%8.09
$108.00$109.00$110.00Oct 2$0.07$0.9317%13.29
$111.00$112.00$113.00Oct 2$0.05$0.9511%19.00
$110.00$111.00$112.00Sep 25$0.06$0.9412%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$106.00$107.00Sep 25$0.08$0.9224%11.50
$107.00$108.00$109.00Sep 25$0.12$0.8828%7.33
$108.00$109.00$110.00Oct 2$0.06$0.9417%15.67
$105.00$106.00$107.00Oct 2$0.07$0.9317%13.29
$108.00$109.00$110.00Oct 9$0.05$0.9514%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 145 found (best net $-1.06, 136 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$105.001:2Oct 30-$1.06$3.94
$108.00$109.001:2Sep 25-$0.17$0.83
$107.00$108.001:2Sep 25-$0.35$0.65
$122.00$125.001:2Oct 30-$0.02$2.98
$120.00$122.001:2Oct 30-$0.04$1.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Oct 16-$3.50$1.50
$115.00$111.001:2Oct 30-$1.98$2.02
$108.00$107.001:2Sep 25-$0.35$0.65
$107.00$106.001:2Sep 25-$0.20$0.80
$95.00$90.001:2Oct 16-$0.09$4.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 2.46%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$109.00Oct 30$2.640.441.4%2.46%3.91%23132
$108.00Oct 30$3.050.480.5%2.84%3.36%10134
$110.00Oct 30$2.230.392.4%2.08%4.46%29142
$108.00Oct 23$2.750.480.5%2.56%3.08%24260
$109.00Oct 23$2.210.431.4%2.06%3.51%9112
$111.00Oct 30$1.640.343.3%1.53%4.84%889
$112.00Oct 30$1.480.304.2%1.38%5.62%14207
$110.00Oct 23$1.840.382.4%1.71%4.10%439726
$108.00Oct 16$2.350.480.5%2.19%2.71%460--
$111.00Oct 23$1.410.333.3%1.31%4.63%17209

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 60,477
Total Puts 21,763
Put/Call Ratio 0.36
Net Difference 38,714

Prior's Put/Call Breakdown

Total Calls 65,036
Total Puts 43,193
Put/Call Ratio 0.66
Net Difference 21,843

Prior 7-Day Put/Call Summary

Total Calls 450,184
Total Puts 219,490
Average Put/Call Ratio 0.55
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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