IntraAlpha
Create free account Start free

Walmart Inc. WMT

CONSUMER DEFENSIVE · DISCOUNT STORES
i

Market dataready · fetched 2026-10-16T00:18:45.940Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:18:45.117404+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.$0.86$3.87$6.89$9.90$12.92$100.54$108.41$116.28$124.15$132.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMT spot · $118.15WMT PRICE$1.18$1.58$1.97$2.48$2.98$3.48$4.14$4.88$5.61$6.36$7.47$8.57$9.67$1.36$1.85$2.36$2.87$3.51$4.17$4.83$5.64$6.67$7.70$8.85$10.45$12.05
PutsExpensive1.39×
CallsExpensive1.29×
SkewBearish+1.51 pp
Implied moveBearish±$8.97
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.8629.3%10.1%109.6931.2%8.3%
25Δ126.9329.3%8.8%111.4531.1%7.2%
30Δ125.0029.3%7.5%113.1131.0%6.3%
35Δ123.5129.2%6.6%114.7730.9%5.3%
40Δ122.0129.1%5.8%116.2430.8%4.6%
45Δ120.5129.0%4.9%117.6930.5%3.9%
50Δ119.0929.0%4.3%119.1330.3%3.3%
55Δ117.7129.2%3.8%120.6330.3%2.7%
60Δ116.3329.3%3.2%122.1930.4%2.2%
65Δ114.9429.4%2.7%123.7530.6%1.8%
70Δ113.3629.4%2.3%125.4130.8%1.3%
75Δ111.7729.4%1.9%127.4430.9%1.0%
80Δ110.1929.4%1.4%129.4631.1%0.6%

20Δ

Calls
Pseudo strike
128.86
IV
29.3%
B/E move
10.1%
Puts
Pseudo strike
109.69
IV
31.2%
B/E move
8.3%

25Δ

Calls
Pseudo strike
126.93
IV
29.3%
B/E move
8.8%
Puts
Pseudo strike
111.45
IV
31.1%
B/E move
7.2%

30Δ

Calls
Pseudo strike
125.00
IV
29.3%
B/E move
7.5%
Puts
Pseudo strike
113.11
IV
31.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
123.51
IV
29.2%
B/E move
6.6%
Puts
Pseudo strike
114.77
IV
30.9%
B/E move
5.3%

40Δ

Calls
Pseudo strike
122.01
IV
29.1%
B/E move
5.8%
Puts
Pseudo strike
116.24
IV
30.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
120.51
IV
29.0%
B/E move
4.9%
Puts
Pseudo strike
117.69
IV
30.5%
B/E move
3.9%

50Δ

Calls
Pseudo strike
119.09
IV
29.0%
B/E move
4.3%
Puts
Pseudo strike
119.13
IV
30.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
117.71
IV
29.2%
B/E move
3.8%
Puts
Pseudo strike
120.63
IV
30.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
116.33
IV
29.3%
B/E move
3.2%
Puts
Pseudo strike
122.19
IV
30.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
114.94
IV
29.4%
B/E move
2.7%
Puts
Pseudo strike
123.75
IV
30.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
113.36
IV
29.4%
B/E move
2.3%
Puts
Pseudo strike
125.41
IV
30.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
111.77
IV
29.4%
B/E move
1.9%
Puts
Pseudo strike
127.44
IV
30.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
110.19
IV
29.4%
B/E move
1.4%
Puts
Pseudo strike
129.46
IV
31.1%
B/E move
0.6%