What is WMT's IV rank?

At the last close, WMT's IV rank was 79 with 30-day implied volatility of 33.9%. IV sits 79% of the way from its one-year low to its one-year high. Its IV percentile was 95: IV is higher than 95% of the past year's readings.

What is the expected move for WMT?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $12.30 (9.6%), a range of $115.79 to $140.39. 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 last close, these OptionClaws preset screens had passing trades on WMT: Bear Call Spreads on Overbought Stocks (76), Cash-Secured Put Entries on Mega Caps (41), Iron Condor, 2-ATR Profit Zone (19), Long Call Butterflies for Pinning (19). Open a screen in the app to see the individual trades, refreshed intraday.

Is WMT option volume above average?

At the last close, WMT option volume was 0.7x its average, quieter than usual.

WMT options: IV rank, expected move and trade screens

Walmart Inc. · Consumer

In the app, stock prices are live and options data is refreshed intraday.

WMT last closed at $128.09 with 30-day implied volatility of 33.9%. That is near the top of its one-year range (IV rank 79), so option premiums on WMT are expensive compared with its own recent history. Measured by IV percentile, IV is higher than 95% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $12.30, or 9.6%.

The price is above both its 50-day (+11.8%) and 200-day (+7.7%) moving averages. It is 4.6% below its 52-week high and 27.3% above its 52-week low. The 14-day RSI of 67.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.79, about 2.2% of the price, a measure of a typical day's range.

Option volume at the close (73.9K contracts) was 0.7x its average, quieter than usual. A negative beta of -0.06 means WMT has tended to move against the broad market. 4 of our preset screens found trades on WMT at the close, led by Bear Call Spreads on Overbought Stocks with 76 trades.

WMT stats at the close

Price: $128.09; Market cap $1.02T
Implied volatility: 33.9%; 30-day, at the money
IV rank: 79; IV sits 79% of the way from its one-year low to its one-year high.
IV percentile: 95; IV is higher than 95% of the past year's readings.
ATR (14-day): $2.79; 2.2% of the price on a typical day
RSI (14-day): 67.9; Between 30 and 70, neutral
52-week range: -4.6% from high; +27.3% from the 52-week low
Moving averages: +11.8% vs 50-day; +7.7% vs the 200-day
Beta: -0.06; Sensitivity to the broad market
Option volume: 0.7x avg; 73.9K contracts vs 103K 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
Nov 20, 20267 days	56.6%	±$10.03 (7.8%)	$118.06 to $138.12	$8.00
Dec 11, 202628 days	34.7%	±$12.30 (9.6%)	$115.79 to $140.39	$9.80
Jan 15, 202763 days	28.8%	±$15.34 (12.0%)	$112.75 to $143.43	$12.30
Feb 19, 202798 days	30.9%	±$20.48 (16.0%)	$107.61 to $148.57	$16.35

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.

Bear Call Spreads on Overbought Stocks

Bear Call Spread

76 trades pass on WMT

Return on risk: 1.5% to 68.1%
Probability of profit: 65.3% to 93.4%

Bear call spread screener

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

41 trades pass on WMT

Annualized return: 4.0% to 52.1%
Probability of profit: 74.1% to 98.3%

Cash-secured put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

19 trades pass on WMT

Return on risk: 20.5% to 70.9%
Probability of profit: 73.0% to 94.3%

Iron condor scanner

Long Call Butterflies for Pinning

Call Butterfly

19 trades pass on WMT

Return on risk: 151.6% to 1,000%+
Probability of profit: 7.4% to 71.0%

Butterfly spread screener

WMT options FAQ

What is WMT's IV rank?: At the last close, WMT's IV rank was 79 with 30-day implied volatility of 33.9%. IV sits 79% of the way from its one-year low to its one-year high. Its IV percentile was 95: IV is higher than 95% of the past year's readings.
What is the expected move for WMT?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $12.30 (9.6%), a range of $115.79 to $140.39. 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 last close, these OptionClaws preset screens had passing trades on WMT: Bear Call Spreads on Overbought Stocks (76), Cash-Secured Put Entries on Mega Caps (41), Iron Condor, 2-ATR Profit Zone (19), Long Call Butterflies for Pinning (19). Open a screen in the app to see the individual trades, refreshed intraday.
Is WMT option volume above average?: At the last close, WMT option volume was 0.7x its average, quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.