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Warner Music Group Corp. Class A Common Stock WMG

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Market datapartial · fetched 2026-10-23T02:22:15.164Z

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 · 2026-10-22T20:34:59.825944917Z

FundamentalsAlpha Vantage · unavailable

Share price$31.69
1D-0.1%
AH$31.49$31.63$31.76$31.89$32.035:30 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$0.34$1.35$2.35$3.36$4.36$25.66$28.46$31.26$34.06$36.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMG spot · $31.69WMG PRICE$0.63$0.63$1.12$1.24$1.36$1.36$1.14$1.24$1.34$1.51$1.96$2.40$2.86$0.45$0.82$1.18$1.55$1.94$1.76$1.42$2.41$2.71$2.73$2.74$3.15$4.07
PutsExpensive1.47×
CallsExpensive1.19×
SkewBearish+3.92 pp
Implied moveBearish±$2.56
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.1469.0%22.4%29.0241.9%9.8%
25Δ35.5752.1%14.3%29.3650.3%9.9%
30Δ36.2173.4%17.8%29.7158.7%10.0%
35Δ34.9666.1%14.2%30.1066.2%9.9%
40Δ33.8159.6%11.0%30.8567.9%8.8%
45Δ32.7449.6%7.6%31.4154.7%6.4%
50Δ31.9534.0%4.4%31.9337.7%3.7%
55Δ31.6131.8%3.7%32.7851.7%4.2%
60Δ31.2729.7%2.9%33.2451.7%3.7%
65Δ30.9028.6%2.3%33.5545.8%2.7%
70Δ30.3932.1%2.1%33.8739.9%1.8%
75Δ29.8735.0%1.8%34.4638.8%1.2%
80Δ29.3036.1%1.5%35.4742.8%0.9%

20Δ

Calls
Pseudo strike
38.14
IV
69.0%
B/E move
22.4%
Puts
Pseudo strike
29.02
IV
41.9%
B/E move
9.8%

25Δ

Calls
Pseudo strike
35.57
IV
52.1%
B/E move
14.3%
Puts
Pseudo strike
29.36
IV
50.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
36.21
IV
73.4%
B/E move
17.8%
Puts
Pseudo strike
29.71
IV
58.7%
B/E move
10.0%

35Δ

Calls
Pseudo strike
34.96
IV
66.1%
B/E move
14.2%
Puts
Pseudo strike
30.10
IV
66.2%
B/E move
9.9%

40Δ

Calls
Pseudo strike
33.81
IV
59.6%
B/E move
11.0%
Puts
Pseudo strike
30.85
IV
67.9%
B/E move
8.8%

45Δ

Calls
Pseudo strike
32.74
IV
49.6%
B/E move
7.6%
Puts
Pseudo strike
31.41
IV
54.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
31.95
IV
34.0%
B/E move
4.4%
Puts
Pseudo strike
31.93
IV
37.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
31.61
IV
31.8%
B/E move
3.7%
Puts
Pseudo strike
32.78
IV
51.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
31.27
IV
29.7%
B/E move
2.9%
Puts
Pseudo strike
33.24
IV
51.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
30.90
IV
28.6%
B/E move
2.3%
Puts
Pseudo strike
33.55
IV
45.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
30.39
IV
32.1%
B/E move
2.1%
Puts
Pseudo strike
33.87
IV
39.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
29.87
IV
35.0%
B/E move
1.8%
Puts
Pseudo strike
34.46
IV
38.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
29.30
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
35.47
IV
42.8%
B/E move
0.9%

Options history

No recorded observations