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John Wiley & Sons, Inc. Class A WLY

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Market datapartial · fetched 2026-10-22T16:41:22.028Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:41:03.030433381Z

FundamentalsAlpha Vantage · unavailable

Share price$53.71
1D+2.6%
$51.96$52.47$52.99$53.50$54.015:30 AM6:30 AM9:00 AM1:00 PMWLY
Sold putSold call

John Wiley & Sons, Inc. Class A options

Live interpolated WLY call and put midpoint premiums by absolute delta.John Wiley & Sons, Inc. Class A$0.82$3.23$5.63$8.04$10.44$44.32$48.90$53.48$58.07$62.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLY spot · $53.71WLY PRICE$1.08$1.33$1.58$1.82$2.07$2.32$2.53$2.72$2.90$3.09$3.28$3.47$3.65$1.15$1.26$1.52$1.88$2.23$2.59$2.95$3.39$4.36$5.32$6.28$7.30$9.75
PutsExpensive1.64×
CallsExpensive1.18×
SkewBearish+2.99 pp
Implied moveBearish±$5.47
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.9569.9%22.9%45.4871.8%17.5%
25Δ63.0865.8%19.9%48.7455.0%11.6%
30Δ61.2161.7%16.9%50.5648.0%8.7%
35Δ59.3457.6%13.9%51.4847.0%7.7%
40Δ57.4753.4%10.9%52.3946.1%6.6%
45Δ55.6149.3%7.8%53.3145.2%5.6%
50Δ54.6145.9%6.4%54.2244.3%4.5%
55Δ54.0342.8%5.7%55.1843.8%3.6%
60Δ53.4539.7%4.9%56.4045.8%3.1%
65Δ52.8736.6%4.2%57.6247.7%2.6%
70Δ52.3033.6%3.5%58.8349.7%2.2%
75Δ51.7230.5%2.7%60.1151.8%1.7%
80Δ51.1427.4%2.0%62.7756.9%1.3%

20Δ

Calls
Pseudo strike
64.95
IV
69.9%
B/E move
22.9%
Puts
Pseudo strike
45.48
IV
71.8%
B/E move
17.5%

25Δ

Calls
Pseudo strike
63.08
IV
65.8%
B/E move
19.9%
Puts
Pseudo strike
48.74
IV
55.0%
B/E move
11.6%

30Δ

Calls
Pseudo strike
61.21
IV
61.7%
B/E move
16.9%
Puts
Pseudo strike
50.56
IV
48.0%
B/E move
8.7%

35Δ

Calls
Pseudo strike
59.34
IV
57.6%
B/E move
13.9%
Puts
Pseudo strike
51.48
IV
47.0%
B/E move
7.7%

40Δ

Calls
Pseudo strike
57.47
IV
53.4%
B/E move
10.9%
Puts
Pseudo strike
52.39
IV
46.1%
B/E move
6.6%

45Δ

Calls
Pseudo strike
55.61
IV
49.3%
B/E move
7.8%
Puts
Pseudo strike
53.31
IV
45.2%
B/E move
5.6%

50Δ

Calls
Pseudo strike
54.61
IV
45.9%
B/E move
6.4%
Puts
Pseudo strike
54.22
IV
44.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
54.03
IV
42.8%
B/E move
5.7%
Puts
Pseudo strike
55.18
IV
43.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
53.45
IV
39.7%
B/E move
4.9%
Puts
Pseudo strike
56.40
IV
45.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
52.87
IV
36.6%
B/E move
4.2%
Puts
Pseudo strike
57.62
IV
47.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
52.30
IV
33.6%
B/E move
3.5%
Puts
Pseudo strike
58.83
IV
49.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
51.72
IV
30.5%
B/E move
2.7%
Puts
Pseudo strike
60.11
IV
51.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
51.14
IV
27.4%
B/E move
2.0%
Puts
Pseudo strike
62.77
IV
56.9%
B/E move
1.3%

Options history

No recorded observations