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Walmart Inc. WMT

CONSUMER DEFENSIVE · DISCOUNT STORES
i

Market dataready · fetched 2026-10-20T14:16:36.727Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:16:35.734833287Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T14:11:50.837477+00:00

Share price$118.95
1D-1.5%
$118.69$119.21$119.73$120.25$120.775:30 AM6:30 AM9:00 AM1:00 PMWMT
Sold putSold call

Walmart Inc. options

Live interpolated WMT call and put midpoint premiums by absolute delta.Walmart Inc.$0.19$1.50$2.81$4.12$5.43$115.04$117.04$119.04$121.05$123.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMT spot · $118.94WMT PRICE$0.33$0.44$0.57$0.70$0.85$1.02$1.19$1.40$1.61$1.87$2.19$2.77$5.05$0.36$0.47$0.60$0.73$0.88$1.05$1.22$1.43$1.64$1.89$2.20$2.52$2.90
PutsExpensive1.47×
CallsExpensive1.38×
SkewBullish-1.78 pp
Implied moveBalanced±$2.41
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.5727.4%2.5%116.3829.1%2.5%
25Δ121.0527.6%2.1%116.9428.7%2.1%
30Δ120.6127.6%1.9%117.4028.4%1.8%
35Δ120.1927.7%1.6%117.8528.1%1.5%
40Δ119.7927.8%1.4%118.2528.0%1.3%
45Δ119.4027.9%1.2%118.6427.9%1.1%
50Δ119.0228.1%1.1%119.0227.9%1.0%
55Δ118.6428.1%0.9%119.4027.8%0.8%
60Δ118.2528.0%0.8%119.7827.6%0.7%
65Δ117.8428.2%0.6%120.1827.5%0.6%
70Δ117.3928.6%0.5%120.6227.6%0.4%
75Δ116.7131.2%0.4%121.0627.7%0.3%
80Δ114.4848.8%0.5%121.5627.3%0.2%

20Δ

Calls
Pseudo strike
121.57
IV
27.4%
B/E move
2.5%
Puts
Pseudo strike
116.38
IV
29.1%
B/E move
2.5%

25Δ

Calls
Pseudo strike
121.05
IV
27.6%
B/E move
2.1%
Puts
Pseudo strike
116.94
IV
28.7%
B/E move
2.1%

30Δ

Calls
Pseudo strike
120.61
IV
27.6%
B/E move
1.9%
Puts
Pseudo strike
117.40
IV
28.4%
B/E move
1.8%

35Δ

Calls
Pseudo strike
120.19
IV
27.7%
B/E move
1.6%
Puts
Pseudo strike
117.85
IV
28.1%
B/E move
1.5%

40Δ

Calls
Pseudo strike
119.79
IV
27.8%
B/E move
1.4%
Puts
Pseudo strike
118.25
IV
28.0%
B/E move
1.3%

45Δ

Calls
Pseudo strike
119.40
IV
27.9%
B/E move
1.2%
Puts
Pseudo strike
118.64
IV
27.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
119.02
IV
28.1%
B/E move
1.1%
Puts
Pseudo strike
119.02
IV
27.9%
B/E move
1.0%

55Δ

Calls
Pseudo strike
118.64
IV
28.1%
B/E move
0.9%
Puts
Pseudo strike
119.40
IV
27.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
118.25
IV
28.0%
B/E move
0.8%
Puts
Pseudo strike
119.78
IV
27.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
117.84
IV
28.2%
B/E move
0.6%
Puts
Pseudo strike
120.18
IV
27.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
117.39
IV
28.6%
B/E move
0.5%
Puts
Pseudo strike
120.62
IV
27.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
116.71
IV
31.2%
B/E move
0.4%
Puts
Pseudo strike
121.06
IV
27.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
114.48
IV
48.8%
B/E move
0.5%
Puts
Pseudo strike
121.56
IV
27.3%
B/E move
0.2%

Options history

WMT30.3531.1932.022026-10-19T19:49:30.279000+00:00: 30.86%2026-10-20T13:30:06.262000+00:00: 31.91%2026-10-20T13:45:19.342000+00:00: 30.93%2026-10-20T13:51:54.853000+00:00: 30.92%2026-10-20T14:01:29.662000+00:00: 30.47%2026-10-20T14:10:50.053000+00:00: 30.79%Oct 19Oct 20
Table
ObservationIVSkewImplied move
30.86%1.31 pp7.34%
31.91%-0.68 pp7.43%
30.93%-1.05 pp7.21%
30.92%-0.36 pp7.20%
30.47%-0.99 pp7.10%
30.79%-1.20 pp7.17%