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Warner Music Group Corp. Class A Common Stock WMG

i

Market dataready · fetched 2026-11-13T02:13:50.954Z

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 · 2026-11-12T23:15:07.591433355Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-13T02:13:50.496322+00:00

Share price$31.94
1D-0.8%
AH$31.58$31.72$31.86$32.00$32.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWMG
Sold putSold callAH

Warner Music Group Corp. Class A Common Stock options

Live interpolated WMG call and put midpoint premiums by absolute delta.Warner Music Group Corp. Class A Common Stock$1.60$2.50$3.40$4.29$5.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ 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 PRICEWMG PRICE$1.70$1.70$1.75$2.15$2.35$1.70$1.75$1.75$1.81$1.90$1.97$2.13$2.35$2.48$2.58$2.75$3.38$4.93
PutsExpensive1.92×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.78269.2%27.8%
25Δ27.19213.5%20.4%
30Δ40.14225.5%31.0%28.92171.8%14.9%
35Δ36.55177.4%19.8%30.12146.2%11.4%
40Δ34.61148.7%13.8%31.03128.1%8.8%
45Δ31.71113.1%6.9%
50Δ32.32103.3%5.5%
55Δ32.8897.3%4.4%
60Δ33.3089.5%3.5%
65Δ30.7880.3%3.1%33.6781.3%2.7%
70Δ30.3675.7%2.4%34.0974.5%1.9%
75Δ34.8378.5%1.5%
80Δ36.4396.2%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.78
IV
269.2%
B/E move
27.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.19
IV
213.5%
B/E move
20.4%

30Δ

Calls
Pseudo strike
40.14
IV
225.5%
B/E move
31.0%
Puts
Pseudo strike
28.92
IV
171.8%
B/E move
14.9%

35Δ

Calls
Pseudo strike
36.55
IV
177.4%
B/E move
19.8%
Puts
Pseudo strike
30.12
IV
146.2%
B/E move
11.4%

40Δ

Calls
Pseudo strike
34.61
IV
148.7%
B/E move
13.8%
Puts
Pseudo strike
31.03
IV
128.1%
B/E move
8.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.71
IV
113.1%
B/E move
6.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.32
IV
103.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.88
IV
97.3%
B/E move
4.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.30
IV
89.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
30.78
IV
80.3%
B/E move
3.1%
Puts
Pseudo strike
33.67
IV
81.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
30.36
IV
75.7%
B/E move
2.4%
Puts
Pseudo strike
34.09
IV
74.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.83
IV
78.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.43
IV
96.2%
B/E move
1.4%

Options history

IV · four-Friday blend39.57%
Daily EOD
WMG37.2%40.8%44.4%2026-10-19: 37.87%2026-10-20: 40.20%2026-10-21: 41.11%2026-10-22: 37.71%2026-10-23: 43.88%2026-10-26: 42.87%2026-10-27: 42.82%2026-10-28: 41.95%2026-10-29: 37.98%2026-10-30: 39.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.87%
40.20%
41.11%
37.71%
43.88%
42.87%
42.82%
41.95%
37.98%
39.57%