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Wal-Mart shares little changed post earnings, well below option-implied move

Wal-Mart shares little changed post earnings, well below option-implied move. Shares off $0.74 near $96 this afternoon with option volume triple the daily average and 380k contracts on the tape, calls leading puts 3:2. Implied volatility (IV30) is down 8 points to 22.5. Heading into the number, straddle was priced near 4.60, or 4.8% of spot, which was in-line with the average move over the past two years.

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