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Walmart Inc. Common Stock WMT

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Market dataready · fetched 2026-11-09T20:54:36.879Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-09T20:54:33.942421353Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-09T09:24:06.571192+00:00

NewsAlpha Vantage · collected 2026-11-08T23:40:54.765891+00:00

Earnings observationsAlpha Vantage · collected 2026-11-08T23:40:17.447585+00:00

Share price$125.56
1D+0.3%
$123.91$124.41$124.91$125.41$125.915:30 AM6:30 AM9:00 AM1:00 PMWMT
Sold putSold call

Walmart Inc. Common Stock options

Live interpolated WMT call and put midpoint premiums by absolute delta.Walmart Inc. Common Stock$0.33$1.35$2.37$3.39$4.41$120.71$123.18$125.66$128.14$130.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMT spot · $125.56WMT PRICE$0.44$0.59$0.75$0.92$1.13$1.35$1.59$1.85$2.17$2.53$2.98$3.50$4.12$0.47$0.62$0.79$0.97$1.16$1.36$1.59$1.85$2.14$2.46$2.84$3.12$3.32
PutsExpensive1.13×
CallsExpensive1.11×
SkewBullish-1.54 pp
Implied moveBalanced±$3.18
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.0830.2%3.2%122.2331.5%3.0%
25Δ128.4130.1%2.7%122.9631.1%2.6%
30Δ127.7930.1%2.4%123.5630.8%2.2%
35Δ127.2430.2%2.1%124.1430.6%1.9%
40Δ126.7130.4%1.8%124.6730.2%1.6%
45Δ126.2030.6%1.6%125.1929.9%1.4%
50Δ125.6930.7%1.4%125.6829.6%1.2%
55Δ125.1830.8%1.2%126.1729.5%1.0%
60Δ124.6431.1%1.0%126.6729.4%0.8%
65Δ124.0931.7%0.8%127.1929.3%0.7%
70Δ123.4732.3%0.7%127.7329.3%0.5%
75Δ122.7933.0%0.6%128.1828.1%0.4%
80Δ122.0133.8%0.5%128.5425.7%0.3%

20Δ

Calls
Pseudo strike
129.08
IV
30.2%
B/E move
3.2%
Puts
Pseudo strike
122.23
IV
31.5%
B/E move
3.0%

25Δ

Calls
Pseudo strike
128.41
IV
30.1%
B/E move
2.7%
Puts
Pseudo strike
122.96
IV
31.1%
B/E move
2.6%

30Δ

Calls
Pseudo strike
127.79
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
123.56
IV
30.8%
B/E move
2.2%

35Δ

Calls
Pseudo strike
127.24
IV
30.2%
B/E move
2.1%
Puts
Pseudo strike
124.14
IV
30.6%
B/E move
1.9%

40Δ

Calls
Pseudo strike
126.71
IV
30.4%
B/E move
1.8%
Puts
Pseudo strike
124.67
IV
30.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
126.20
IV
30.6%
B/E move
1.6%
Puts
Pseudo strike
125.19
IV
29.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
125.69
IV
30.7%
B/E move
1.4%
Puts
Pseudo strike
125.68
IV
29.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
125.18
IV
30.8%
B/E move
1.2%
Puts
Pseudo strike
126.17
IV
29.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
124.64
IV
31.1%
B/E move
1.0%
Puts
Pseudo strike
126.67
IV
29.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
124.09
IV
31.7%
B/E move
0.8%
Puts
Pseudo strike
127.19
IV
29.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
123.47
IV
32.3%
B/E move
0.7%
Puts
Pseudo strike
127.73
IV
29.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
122.79
IV
33.0%
B/E move
0.6%
Puts
Pseudo strike
128.18
IV
28.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
122.01
IV
33.8%
B/E move
0.5%
Puts
Pseudo strike
128.54
IV
25.7%
B/E move
0.3%

Options history

IV · four-Friday blend37.71%
Daily close
WMT17.7%34.6%51.4%2026-08-11: 32.89%2026-08-12: 34.79%2026-08-13: 34.69%2026-08-14: 35.60%2026-08-17: 40.88%2026-08-18: 45.08%2026-08-19: 49.09%2026-08-20: 26.45%2026-08-21: 21.78%2026-08-24: 23.37%2026-08-25: 22.66%2026-08-26: 22.30%2026-08-27: 21.35%2026-08-28: 20.04%2026-08-31: 21.90%2026-09-01: 22.80%2026-09-02: 21.74%2026-09-03: 21.14%2026-09-04: 20.67%2026-09-08: 24.53%2026-09-09: 23.61%2026-09-10: 23.17%2026-09-11: 21.60%2026-09-14: 24.19%2026-09-15: 24.36%2026-09-16: 24.19%2026-09-17: 22.54%2026-09-18: 21.84%2026-09-21: 23.15%2026-09-22: 24.25%2026-09-23: 23.88%2026-09-24: 24.95%2026-09-25: 22.09%2026-09-28: 23.49%2026-09-29: 24.52%2026-09-30: 24.58%2026-10-01: 22.80%2026-10-02: 21.61%2026-10-05: 22.59%2026-10-06: 23.23%2026-10-07: 22.38%2026-10-08: 22.63%2026-10-09: 20.93%2026-10-12: 23.10%2026-10-13: 22.71%2026-10-14: 24.94%2026-10-15: 25.82%2026-10-16: 24.19%2026-10-19: 24.23%2026-10-20: 23.99%2026-10-21: 24.33%2026-10-22: 26.37%2026-10-23: 26.26%2026-10-26: 28.66%2026-10-27: 26.48%2026-10-28: 26.84%2026-10-29: 28.03%2026-10-30: 31.02%2026-11-03: 35.33%2026-11-06: 37.71%Aug 11Sep 22Nov 6
60 observations2026-08-11 — 2026-11-06
Table
DateIV (%)
32.89%
34.79%
34.69%
35.60%
40.88%
45.08%
49.09%
26.45%
21.78%
23.37%
22.66%
22.30%
21.35%
20.04%
21.90%
22.80%
21.74%
21.14%
20.67%
24.53%
23.61%
23.17%
21.60%
24.19%
24.36%
24.19%
22.54%
21.84%
23.15%
24.25%
23.88%
24.95%
22.09%
23.49%
24.52%
24.58%
22.80%
21.61%
22.59%
23.23%
22.38%
22.63%
20.93%
23.10%
22.71%
24.94%
25.82%
24.19%
24.23%
23.99%
24.33%
26.37%
26.26%
28.66%
26.48%
26.84%
28.03%
31.02%
35.33%
37.71%

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