WMT Implied Volatility
WMT $120.11 · Updated Oct 26, 4:00 PM ET
WMT at-the-money implied volatility is 27.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 31.4%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 120 | 27.6% |
| Nov 6, 2026 | 11 | 120 | 24.8% |
| Nov 13, 2026 | 18 | 120 | 25.5% |
| Nov 20, 2026 | 25 | 120 | 34.4% |
| Nov 27, 2026 | 32 | 120 | 31.4% |
| Dec 4, 2026 | 39 | 120 | 29.8% |
| Dec 18, 2026 | 53 | 120 | 28.8% |
| Jan 15, 2027 | 81 | 120 | 27.1% |
| Mar 19, 2027 | 144 | 120 | 27.7% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 112 | 64.9% | 34.5% |
| 113 | 0.0% | 30.1% |
| 114 | 0.0% | 32.4% |
| 115 | 25.4% | 29.8% |
| 116 | 0.0% | 29.0% |
| 117 | 21.5% | 28.9% |
| 118 | 27.1% | 28.5% |
| 119 | 27.5% | 28.1% |
| 120 | 27.4% | 27.9% |
| 121 | 27.0% | 28.0% |
| 122 | 26.8% | 27.8% |
| 123 | 27.0% | 28.1% |
| 124 | 27.1% | 33.7% |
| 125 | 27.6% | 0.0% |
| 126 | 28.8% | 42.4% |
| 127 | 28.5% | 39.1% |
| 128 | 30.8% | 57.0% |
How this is calculated: Implied Volatility methodology