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John Wiley & Sons, Inc. Class A WLY

COMMUNICATION SERVICES · PUBLISHING
i

Market dataready · fetched 2026-11-12T04:07:38.130Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003032934Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T04:07:37.731619+00:00

Share price$51.20
1D-2.1%
AH$50.37$50.89$51.41$51.92$52.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWLY
Sold putSold callAH

John Wiley & Sons, Inc. Class A options

Live interpolated WLY call and put midpoint premiums by absolute delta.John Wiley & Sons, Inc. Class A$0.61$1.53$2.45$3.37$4.29$44.51$48.04$51.57$55.10$58.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WLY spot · $51.20WLY PRICE$0.71$0.93$1.14$1.27$1.37$1.48$1.59$1.70$1.80$1.91$0.78$0.91$1.05$1.18$1.42$1.74$2.07$2.40$2.72$3.05$3.38$3.70$4.03
PutsCheap0.88×
Calls——
Skew——
Implied moveBearish±$3.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.8982.0%14.5%45.8786.4%11.9%
25Δ56.5481.4%12.2%47.0678.0%9.9%
30Δ55.1980.7%10.0%48.2469.5%7.8%
35Δ54.4175.7%8.7%49.4261.1%5.8%
40Δ53.7269.9%7.6%50.2956.5%4.5%
45Δ53.0264.1%6.5%50.8655.5%4.1%
50Δ52.3358.3%5.3%51.4354.5%3.6%
55Δ51.6452.5%4.2%51.9953.5%3.1%
60Δ50.9546.7%3.0%52.5652.5%2.7%
65Δ50.2640.9%1.9%53.1351.5%2.2%
70Δ53.7050.5%1.7%
75Δ54.2649.5%1.2%
80Δ54.8348.5%0.8%

20Δ

Calls
Pseudo strike
57.89
IV
82.0%
B/E move
14.5%
Puts
Pseudo strike
45.87
IV
86.4%
B/E move
11.9%

25Δ

Calls
Pseudo strike
56.54
IV
81.4%
B/E move
12.2%
Puts
Pseudo strike
47.06
IV
78.0%
B/E move
9.9%

30Δ

Calls
Pseudo strike
55.19
IV
80.7%
B/E move
10.0%
Puts
Pseudo strike
48.24
IV
69.5%
B/E move
7.8%

35Δ

Calls
Pseudo strike
54.41
IV
75.7%
B/E move
8.7%
Puts
Pseudo strike
49.42
IV
61.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
53.72
IV
69.9%
B/E move
7.6%
Puts
Pseudo strike
50.29
IV
56.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
53.02
IV
64.1%
B/E move
6.5%
Puts
Pseudo strike
50.86
IV
55.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
52.33
IV
58.3%
B/E move
5.3%
Puts
Pseudo strike
51.43
IV
54.5%
B/E move
3.6%

55Δ

Calls
Pseudo strike
51.64
IV
52.5%
B/E move
4.2%
Puts
Pseudo strike
51.99
IV
53.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
50.95
IV
46.7%
B/E move
3.0%
Puts
Pseudo strike
52.56
IV
52.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
50.26
IV
40.9%
B/E move
1.9%
Puts
Pseudo strike
53.13
IV
51.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.70
IV
50.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.26
IV
49.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.83
IV
48.5%
B/E move
0.8%

Options history

IV · four-Friday blend43.14%
Daily EOD
WLY40.3%42.2%44.0%2026-10-20: 40.92%2026-10-21: 41.77%2026-10-22: 41.00%2026-10-23: 41.18%2026-10-26: 43.30%2026-10-27: 40.56%2026-10-28: 43.76%2026-10-29: 42.80%2026-10-30: 43.14%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
40.92%
41.77%
41.00%
41.18%
43.30%
40.56%
43.76%
42.80%
43.14%