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John Wiley & Sons, Inc. Class A WLY

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Market datapartial · fetched 2026-10-23T02:43:00.826Z

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 · 2026-10-22T23:00:00.003256464Z

FundamentalsAlpha Vantage · unavailable

Share price$54.05
1D+3.3%
AH$51.94$52.52$53.09$53.66$54.245:30 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$0.87$2.23$3.59$4.94$6.30$45.46$49.74$54.02$58.31$62.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLY spot · $54.05WLY PRICE$1.06$1.30$1.53$1.76$1.99$2.21$2.43$2.63$2.83$3.03$3.23$3.42$3.62$1.02$1.15$1.41$1.67$1.92$2.18$2.44$2.80$3.43$4.05$4.67$5.29$5.91
PutsExpensive1.33×
CallsExpensive1.14×
SkewBullish-4.65 pp
Implied moveBalanced±$4.87
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.9168.3%22.0%47.5858.2%13.8%
25Δ63.2464.6%19.4%50.0047.3%9.6%
30Δ61.4460.2%16.5%50.8845.3%8.5%
35Δ59.6555.9%13.6%51.7543.4%7.3%
40Δ57.8551.5%10.7%52.6341.4%6.2%
45Δ56.0647.1%7.8%53.5039.5%5.1%
50Δ54.7943.3%5.9%54.3837.6%3.9%
55Δ54.2640.4%5.3%55.2536.2%3.0%
60Δ53.7437.5%4.7%56.1036.2%2.5%
65Δ53.2234.6%4.1%56.9636.2%2.1%
70Δ52.7031.8%3.5%57.8236.2%1.7%
75Δ52.1728.9%2.9%58.6736.1%1.2%
80Δ51.6526.0%2.3%59.5336.1%0.8%

20Δ

Calls
Pseudo strike
64.91
IV
68.3%
B/E move
22.0%
Puts
Pseudo strike
47.58
IV
58.2%
B/E move
13.8%

25Δ

Calls
Pseudo strike
63.24
IV
64.6%
B/E move
19.4%
Puts
Pseudo strike
50.00
IV
47.3%
B/E move
9.6%

30Δ

Calls
Pseudo strike
61.44
IV
60.2%
B/E move
16.5%
Puts
Pseudo strike
50.88
IV
45.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
59.65
IV
55.9%
B/E move
13.6%
Puts
Pseudo strike
51.75
IV
43.4%
B/E move
7.3%

40Δ

Calls
Pseudo strike
57.85
IV
51.5%
B/E move
10.7%
Puts
Pseudo strike
52.63
IV
41.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
56.06
IV
47.1%
B/E move
7.8%
Puts
Pseudo strike
53.50
IV
39.5%
B/E move
5.1%

50Δ

Calls
Pseudo strike
54.79
IV
43.3%
B/E move
5.9%
Puts
Pseudo strike
54.38
IV
37.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
54.26
IV
40.4%
B/E move
5.3%
Puts
Pseudo strike
55.25
IV
36.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
53.74
IV
37.5%
B/E move
4.7%
Puts
Pseudo strike
56.10
IV
36.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
53.22
IV
34.6%
B/E move
4.1%
Puts
Pseudo strike
56.96
IV
36.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
52.70
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
57.82
IV
36.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
52.17
IV
28.9%
B/E move
2.9%
Puts
Pseudo strike
58.67
IV
36.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
51.65
IV
26.0%
B/E move
2.3%
Puts
Pseudo strike
59.53
IV
36.1%
B/E move
0.8%

Options history

No recorded observations