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No strategies meet current entry criteria.
Walmart (WMT) operates in the Consumer Staples sector and has actively traded listed options. IV Rank 34% is 8pp below the Consumer Staples sector median of 42%. See Walls for support and resistance levels.
WMT Edge Score: 56/100 — data coverage is strong, but current trading conditions are unfavorable.
No strategies meet entry criteria. Consider waiting for better conditions.
See full analysis →WMT conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Why two RV values? Yang-Zhang RV (30.2%, OHLC-based) captures intraday volatility, while ORATS RV (26.5%, close-to-close) uses only closing prices. For WMT, YZ is higher — suggesting significant intraday movement not captured in closing prices. VRP is computed using ORATS RV to match the IV source. Gap: 3.7pp. Full IV Analysis →
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Walmart is trading in a normal volatility regime with an RV ratio of 1.03. The 20-day Yang-Zhang realized vol of 30.2% is roughly in line with the 60-day average of 24.2%, meaning the stock's recent price action matches historical expectations. For a consumer staples stock like WMT, this is a neutral signal — premium sellers can participate but should be selective with sizing and strike selection.
Over the past 20 trading days, WMT's volatility has been rising rapidly. The RV ratio climbed from 1.07 to 1.03, indicating the stock has become progressively more active. Only 0 of 20 days (0%) were in seller-favorable territory. Premium sellers should wait for stabilization before initiating new positions.
Based on current realized volatility, traders can expect WMT to move approximately ±$2.38 (1.9%) per day and ±$5.33 (4.2%) over five trading days. At a stock price of $125.38, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
VolRadar's top-ranked strategy for WMT is no premium selling edge. Negative VRP (-0.8%). Options are priced below realized volatility — no edge for sellers. This assessment is based on current VRP, IV Rank, realized volatility regime, and earnings proximity. Conditions update daily after market close.
Consumer staples typically offer lower volatility — useful for premium sellers seeking consistency over large premiums. WMT specifically a Consumer Staples sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks WMT daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about WMT
Walmart currently shows a weak premium selling signal because negative VRP. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Walmart's IV Rank is 34%, indicating relatively cheap options. While premiums are thinner, low IV can present opportunities for option buyers or for sellers who focus on probability rather than absolute premium. See the IV Analysis page for detailed breakdown.
VolRadar tracks Walmart across 10 analysis dimensions updated daily after market close. The premium selling signal combines VRP edge, volatility regime, IV Rank, earnings proximity, and market-wide conditions into a single actionable verdict. Each sub-page goes deeper: VRP Analysis for the implied-vs-realized spread, IV Analysis for peer comparisons, Expected Move for strike placement, Earnings Crush for event history, and the Strategy Builder for modeling specific trades.
Walmart currently shows a weak premium selling signal because negative VRP (-0.8pp). Consider waiting for conditions to improve.
Walmart's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 1.03.
Walmart's snapshot: IV Rank 34% (average premiums), VRP -0.8pp (no edge), RV Ratio 1.03 (normal volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Walmart: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Walmart right now: negative VRP (-0.8pp) means options are underpricing actual movement, removing the statistical edge sellers rely on. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Based on Yang-Zhang realized volatility, Walmart has a 1-day expected move of ±$2.38 (±1.9%) and a 5-day expected move of ±$5.33 (±4.3%). This means the stock is expected to trade between $120 and $131 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Consumer Staples tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.