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Walmart Inc WMT 129.17 4.31 3.45%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $130.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$1.46 $128.70 – $131.62 $128.40 – $131.92 $127.02 – $133.30
2 sessions ±1.6% ±$2.03 $128.13 – $132.19 $127.70 – $132.62 $125.79 – $134.53
3 sessions ±2.0% ±$2.55 $127.61 – $132.71 $127.11 – $133.21 $124.72 – $135.60
1 week ±2.5% ±$3.25 $126.91 – $133.41 $126.19 – $134.13 $123.24 – $137.08
2 weeks ±3.5% ±$4.56 $125.60 – $134.72 $124.52 – $135.80 $120.44 – $139.88
3 weeks Earnings ±7.2% ±$9.41 $120.75 – $139.57 $118.51 – $141.81 $110.38 – $149.94
1 month Earnings ±7.7% ±$10.07 $120.09 – $140.23 $117.65 – $142.67 $108.98 – $151.34
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. WMT reports in 11 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.11%
Average actual move
4.62%
Beyond the implied move
3 / 7
Median IV change
-36.11%
Reaction session Implied Actual Used ATM IV before → after
August 20, 2026 ±4.97% -9.15% 1.84× 35.3% → 35.6%
May 21, 2026 ±4.55% -7.27% 1.60× 37.1% → 25.2%
February 19, 2026 ±5.81% -1.38% 0.24× —
August 21, 2025 ±4.76% -4.49% 0.94× 33.5% → 21.8%
May 15, 2025 ±4.89% -0.50% 0.10× 37.2% → 23.4%
February 20, 2025 ±5.21% -6.53% 1.25× 37.8% → 23.4%
November 19, 2024 ±5.56% +3.00% 0.54× 43.0% → 20.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →