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Walmart Inc. WMT

CONSUMER DEFENSIVE · DISCOUNT STORES
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Market dataready · fetched 2026-10-16T01:00:50.650Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:00.971854925Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T01:00:50.227590+00:00

Share price$118.15
1D-1.2%
AH$117.54$118.48$119.42$120.36$121.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWMT
Sold putSold callAH

Walmart Inc. options

Live interpolated WMT call and put midpoint premiums by absolute delta.Walmart Inc.$0.08$1.06$2.05$3.03$4.02$115.24$116.74$118.25$119.75$121.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMT spot · $118.15WMT PRICE$0.18$0.24$0.30$0.38$0.46$0.54$0.62$0.70$0.81$0.91$1.02$1.12$1.23$0.24$0.31$0.40$0.51$0.62$0.73$0.90$1.08$1.27$1.49$1.83$2.16$3.73
PutsCheap0.89×
CallsCheap0.52×
SkewBearish+13.66 pp
Implied moveBearish±$1.51
TiltBearish28.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.6126.2%1.4%116.4033.6%1.7%
25Δ119.3025.8%1.2%116.7733.3%1.4%
30Δ119.0025.3%1.0%117.1033.2%1.2%
35Δ118.7925.2%0.9%117.3733.6%1.1%
40Δ118.5925.0%0.8%117.6434.0%1.0%
45Δ118.3924.8%0.7%117.9134.3%0.8%
50Δ118.1824.7%0.6%118.2035.0%0.7%
55Δ117.9824.5%0.5%118.4935.9%0.6%
60Δ117.8023.7%0.4%118.7836.8%0.5%
65Δ117.6322.9%0.3%119.1137.9%0.5%
70Δ117.4522.2%0.3%119.5339.7%0.4%
75Δ117.2721.4%0.2%119.9441.5%0.3%
80Δ117.0920.6%0.1%121.4861.1%0.3%

20Δ

Calls
Pseudo strike
119.61
IV
26.2%
B/E move
1.4%
Puts
Pseudo strike
116.40
IV
33.6%
B/E move
1.7%

25Δ

Calls
Pseudo strike
119.30
IV
25.8%
B/E move
1.2%
Puts
Pseudo strike
116.77
IV
33.3%
B/E move
1.4%

30Δ

Calls
Pseudo strike
119.00
IV
25.3%
B/E move
1.0%
Puts
Pseudo strike
117.10
IV
33.2%
B/E move
1.2%

35Δ

Calls
Pseudo strike
118.79
IV
25.2%
B/E move
0.9%
Puts
Pseudo strike
117.37
IV
33.6%
B/E move
1.1%

40Δ

Calls
Pseudo strike
118.59
IV
25.0%
B/E move
0.8%
Puts
Pseudo strike
117.64
IV
34.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
118.39
IV
24.8%
B/E move
0.7%
Puts
Pseudo strike
117.91
IV
34.3%
B/E move
0.8%

50Δ

Calls
Pseudo strike
118.18
IV
24.7%
B/E move
0.6%
Puts
Pseudo strike
118.20
IV
35.0%
B/E move
0.7%

55Δ

Calls
Pseudo strike
117.98
IV
24.5%
B/E move
0.5%
Puts
Pseudo strike
118.49
IV
35.9%
B/E move
0.6%

60Δ

Calls
Pseudo strike
117.80
IV
23.7%
B/E move
0.4%
Puts
Pseudo strike
118.78
IV
36.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
117.63
IV
22.9%
B/E move
0.3%
Puts
Pseudo strike
119.11
IV
37.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
117.45
IV
22.2%
B/E move
0.3%
Puts
Pseudo strike
119.53
IV
39.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
117.27
IV
21.4%
B/E move
0.2%
Puts
Pseudo strike
119.94
IV
41.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
117.09
IV
20.6%
B/E move
0.1%
Puts
Pseudo strike
121.48
IV
61.1%
B/E move
0.3%