Walmart (WMT) option implied volatility bid up on more calls than puts into EPS

November 14, 2018 10:00 AM

Walmart (NYSE: WMT) November 104 puts are active. November call option implied volatility is at 73, December is at 29; compared to its 52-week range of 15 to 38 into the expected release of EPS before the open on November 15. November 103 straddle priced for a move of 4.4%. Call put ratio 1.4 calls to 1 put with focus on November 104 and 105 calls.


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