Option Greeks measure how Walmart Inc (WMT) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. WMT implied volatility is near the top of its one-year range, which spreads delta and gamma over a wider range of strikes than usual.
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WMT Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the WMT Greeks charts?
Gamma, theta, and vega are largest for strikes near the Walmart stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect WMT's Greeks?
Walmart IV rank is 88, so implied volatility is near the top of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 16.5% to 37.8%. See the WMT implied volatility history for a longer view.
How much gamma and delta do WMT options carry in total?
Across all open Walmart options on Nov 4, 2026, net gamma exposure was $150.01M and net delta exposure was $5.23B per 1% move in the stock. The WMT gamma exposure chart shows where that gamma sits by strike.
What is Walmart Inc?
Since its founding in 1962, Walmart has become the world's largest retailer, operating over 10,700 stores globally (including 4,600 namesake locations on its home turf and another 600 Sam's Club outlets) and growing its e-commerce presence, attracting 270 million customers weekly.