WMT · Expected Move
Walmart Inc. Common Stock
The expected move for WMT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
WMT straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current WMT Expected Move
30-Day Straddle
$6.72
7-Day Straddle
$3.04
30-Day ATM IV
26.8%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to WMT's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
WMT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.72 | $3.04 | 26.8% | 44% |
| 20261015 | $6.30 | $3.41 | 25.1% | 31% |
| 20261014 | $6.18 | $3.53 | 23.3% | 17% |
| 20261013 | $5.57 | $3.38 | 21.4% | 2% |
| 20261012 | $5.73 | $2.32 | 21.6% | 3% |
| 20261009 | $5.41 | $2.53 | 21.5% | 2% |
| 20261008 | $5.69 | $2.91 | 22.9% | 14% |
| 20261007 | $6.08 | $3.00 | 24.2% | 24% |
| 20261006 | $6.34 | $3.21 | 24.7% | 28% |
| 20261005 | $5.89 | $2.05 | 23.3% | 16% |
| 20261002 | $5.48 | $2.43 | 23.8% | 20% |
| 20261001 | $5.40 | $2.75 | 22.7% | 12% |
| 20260930 | $5.39 | $3.15 | 22.7% | 12% |
| 20260929 | $5.50 | $3.29 | 22.7% | 12% |
| 20260928 | $5.66 | $2.31 | 22.9% | 13% |
| 20260925 | $5.49 | $2.54 | 23.1% | 15% |
| 20260924 | $5.62 | $3.02 | 22.8% | 13% |
| 20260923 | $5.68 | $3.29 | 22.6% | 11% |
| 20260922 | $5.96 | $3.51 | 23.2% | 16% |
| 20260921 | $5.77 | $2.24 | 22.7% | 12% |
| 20260918 | $5.50 | $2.67 | 22.4% | 10% |
| 20260917 | $5.69 | $2.77 | 22.5% | 10% |
| 20260916 | $5.94 | $3.04 | 22.8% | 13% |
| 20260915 | $5.95 | $3.44 | 23.2% | 15% |
| 20260914 | $6.02 | $2.42 | 23.1% | 15% |
| 20260911 | $5.27 | $2.48 | 22.2% | 8% |
| 20260910 | $5.48 | $2.85 | 23.0% | 14% |
| 20260909 | $5.61 | $3.08 | 23.1% | 15% |
| 20260908 | $5.90 | $3.48 | 23.9% | 21% |
| 20260904 | $5.17 | $2.22 | 21.9% | 6% |
| 20260903 | $5.29 | $2.56 | 21.4% | 2% |
| 20260902 | $5.25 | $2.73 | 21.6% | 3% |
| 20260901 | $5.50 | $3.00 | 22.3% | 9% |
| 20260831 | $5.41 | $1.98 | 21.8% | 5% |
| 20260828 | $4.71 | $2.19 | 21.2% | 0% |
| 20260827 | $5.13 | $2.58 | 22.0% | 5% |
| 20260826 | $5.26 | $2.95 | 21.7% | 2% |
| 20260825 | $5.22 | $3.16 | 21.4% | 0% |
| 20260824 | $5.73 | $2.31 | 22.5% | 5% |
| 20260821 | $5.13 | $2.51 | 21.9% | 0% |
| 20260820 | $5.22 | $2.97 | 22.1% | 0% |
| 20260819 | $7.90 | $6.43 | 29.9% | 60% |
| 20260818 | $7.90 | $6.55 | 29.9% | 60% |
| 20260817 | $8.03 | $5.61 | 29.5% | 57% |
| 20260814 | $7.70 | $5.67 | 29.2% | 54% |
| 20260813 | $7.53 | $5.98 | 29.6% | 58% |
| 20260812 | $7.64 | $6.27 | 29.0% | 52% |
| 20260811 | $8.38 | $6.06 | 31.0% | 71% |
| 20260810 | $8.35 | $2.36 | 32.1% | 81% |
| 20260807 | — | — | 30.5% | 66% |
| 20260806 | $8.32 | $3.61 | 32.5% | 84% |
| 20260805 | $7.91 | $3.80 | 31.1% | 72% |
| 20260804 | $8.68 | $4.09 | 34.0% | 99% |
| 20260803 | $8.18 | $2.68 | 31.9% | 79% |
| 20260731 | $7.80 | $3.03 | 32.0% | 80% |
| 20260730 | $7.85 | $3.46 | 31.5% | 75% |
| 20260729 | $8.25 | $3.83 | 31.6% | 77% |
| 20260728 | $8.20 | $3.84 | 31.4% | 75% |
| 20260727 | $8.27 | $2.59 | 31.5% | 75% |
| 20260724 | $7.40 | $2.88 | 30.4% | 65% |
More on WMT
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.