What is WMT's IV rank?

At the close on Sep 28, 2026, WMT's IV rank was 18 with 30-day implied volatility of 22.3%. IV sits 18% of the way from its one-year low to its one-year high. Its IV percentile was 19: IV is higher than 19% of the past year's readings.

What is the expected move for WMT?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $7.09 (6.5%), a range of $101.64 to $115.82. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on WMT?

At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on WMT: Cash-Secured Put Entries on Mega Caps (24), Long Call Butterflies for Pinning (16), Iron Condor, 2-ATR Profit Zone (11), Bear Put Spreads Below the 200-Day (4), Married Put Protection (4). Open a screen in the app to see the individual trades, refreshed intraday.

Is WMT option volume above average?

On Sep 28, 2026, WMT option volume was 0.6x its average, quieter than usual.

WMT options: IV rank, expected move and trade screens

Walmart Inc. · Consumer

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

WMT closed at $108.73 on Sep 28, 2026 with 30-day implied volatility of 22.3%. That is near the bottom of its one-year range (IV rank 18), so options on WMT are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 19% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $7.09, or 6.5%.

The price is below both its 50-day (-0.5%) and 200-day (-8.3%) moving averages. It is 19.0% below its 52-week high and 8.1% above its 52-week low. The 14-day RSI of 51.6 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.14, about 2.0% of the price, a measure of a typical day's range.

Option volume at the close (70.5K contracts) was 0.6x its average, quieter than usual. A negative beta of -0.05 means WMT has tended to move against the broad market. 5 of our preset screens found trades on WMT at the close, led by Cash-Secured Put Entries on Mega Caps with 24 trades.

WMT stats at the close

Price: $108.73; Market cap $863B
Implied volatility: 22.3%; 30-day, at the money
IV rank: 18; IV sits 18% of the way from its one-year low to its one-year high.
IV percentile: 19; IV is higher than 19% of the past year's readings.
ATR (14-day): $2.14; 2.0% of the price on a typical day
RSI (14-day): 51.6; Between 30 and 70, neutral
52-week range: -19.0% from high; +8.1% from the 52-week low
Moving averages: -0.5% vs 50-day; -8.3% vs the 200-day
Beta: -0.05; Sensitivity to the broad market
Option volume: 0.6x avg; 70.5K contracts vs 118K average

WMT expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 2, 20264 days	25.4%	±$2.89 (2.7%)	$105.84 to $111.62	$2.32
Oct 30, 202632 days	22.0%	±$7.09 (6.5%)	$101.64 to $115.82	$5.66
Nov 20, 202653 days	28.9%	±$11.96 (11.0%)	$96.77 to $120.69	$9.57
Dec 18, 202681 days	27.6%	±$14.16 (13.0%)	$94.57 to $122.89	$11.30

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for WMT from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

24 trades pass on WMT

Annualized return: 2.1% to 15.0%
Probability of profit: 78.2% to 98.6%

Cash-secured put screener

Long Call Butterflies for Pinning

Call Butterfly

16 trades pass on WMT

Return on risk: 146.9% to 1,000%+
Probability of profit: 12.3% to 71.3%

Butterfly spread screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

11 trades pass on WMT

Return on risk: 25.8% to 92.3%
Probability of profit: 70.1% to 80.8%

Iron condor scanner

Bear Put Spreads Below the 200-Day

Bear Put Spread

4 trades pass on WMT

Return on risk: 134.2% to 319.3%
Probability of profit: 33.7% to 44.9%

Bear put spread screener

Married Put Protection

Married Put

4 trades pass on WMT

Probability of profit: 30.8% to 39.7%

Married put screener

WMT options FAQ

What is WMT's IV rank?: At the close on Sep 28, 2026, WMT's IV rank was 18 with 30-day implied volatility of 22.3%. IV sits 18% of the way from its one-year low to its one-year high. Its IV percentile was 19: IV is higher than 19% of the past year's readings.
What is the expected move for WMT?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $7.09 (6.5%), a range of $101.64 to $115.82. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on WMT?: At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on WMT: Cash-Secured Put Entries on Mega Caps (24), Long Call Butterflies for Pinning (16), Iron Condor, 2-ATR Profit Zone (11), Bear Put Spreads Below the 200-Day (4), Married Put Protection (4). Open a screen in the app to see the individual trades, refreshed intraday.
Is WMT option volume above average?: On Sep 28, 2026, WMT option volume was 0.6x its average, quieter than usual.

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