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Walmart Inc. options tape

Read from CBOE's delayed chain on 23 September 2026, with Walmart Inc. at $109.99: open interest within 90 days was 296,243 call and 170,199 put contracts, a put/call ratio of 0.57; the day's volume was 106,437 calls and 29,544 puts (0.28). The most call open interest sits at the $110.00 strike (66,023 contracts) and the most put open interest at $100.00 (33,817). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 2.0% of spot. For 16 October 2026, implied volatility was 24.0% at the put 5% below spot and 22.8% at the call 5% above, +1.2 points.

Spot$109.99+2.49% on the day
Put/call, open interest0.57170,199 puts, 296,243 calls
Put/call, volume0.2829,544 puts, 106,437 calls
Priced move2.0%straddle to 25 September 2026, 2 days
30-day implied volatility22.8%
Put minus call IV, 5% out+1.2 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$110.0066,023
Puts$100.0033,817

The strike with the most open interest on each side, across expiries within 90 days.

Strikes where the day's volume was at least twice the open interest

ContractVolumeOpen interest beforePremium traded
25 September 2026 call at $109.009,3203,241$1.7 million
25 September 2026 call at $111.0014,8062,309$1.1 million
9 October 2026 call at $110.001,867621$452,747
16 October 2026 call at $111.001,627130$381,531
25 September 2026 put at $109.003,220627$186,760
25 September 2026 put at $110.001,565623$153,370
30 October 2026 call at $112.00564213$145,794
2 October 2026 put at $108.001,584302$130,680

Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.

Open interest built since 22 September 2026

ContractOpen interest nowChange
20 November 2026 call at $130.008,995+2,401
16 October 2026 call at $110.0015,291+1,983
25 September 2026 call at $109.003,241+1,126
25 September 2026 call at $115.003,414+1,093
25 September 2026 put at $106.002,118+1,073
25 September 2026 call at $107.004,571+1,053
25 September 2026 call at $114.001,032+571
9 October 2026 call at $108.00891+540

Contracts whose open interest rose by 250 or more against the previous day's snapshot.

Source

CBOE delayed quotes for WMT, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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