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Warner Music Group Corp. Class A Common Stock WMG

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Market datapartial · fetched 2026-10-23T17:38:58.308Z

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 · 2026-10-23T17:37:52.889057337Z

FundamentalsAlpha Vantage · unavailable

Share price$31.05
1D-1.5%
$30.89$31.08$31.27$31.46$31.655:30 AM6:30 AM9:00 AM1:00 PMWMG
Sold putSold call

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$0.33$1.28$2.23$3.18$4.13$25.66$28.45$31.24$34.03$36.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMG spot · $31.05WMG PRICE$0.57$1.09$0.78$1.17$1.07$1.07$1.30$1.63$2.33$2.68$2.79$3.10$3.86$0.43$0.59$0.98$1.40$1.59$1.33$1.45$1.67$1.85$1.96$2.08$2.19$2.89
PutsExpensive1.20×
CallsExpensive1.41×
SkewBullish-13.05 pp
Implied moveBearish±$2.74
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.6362.9%19.8%28.4840.9%9.7%
25Δ38.8997.4%28.8%28.9542.7%8.6%
30Δ34.2753.7%12.9%29.3550.8%8.6%
35Δ33.7362.2%12.4%29.7459.6%8.7%
40Δ32.6648.7%8.6%30.2159.8%7.8%
45Δ31.7338.5%5.7%30.8543.1%4.9%
50Δ31.3239.9%5.1%31.3239.0%3.8%
55Δ30.8643.5%4.7%31.7438.5%3.1%
60Δ30.2654.7%4.9%32.1137.2%2.5%
65Δ29.7456.2%4.4%32.4034.5%2.0%
70Δ29.2850.4%3.3%32.6931.7%1.4%
75Δ28.6948.2%2.4%32.9829.0%0.8%
80Δ27.8152.4%2.0%33.7532.3%0.6%

20Δ

Calls
Pseudo strike
36.63
IV
62.9%
B/E move
19.8%
Puts
Pseudo strike
28.48
IV
40.9%
B/E move
9.7%

25Δ

Calls
Pseudo strike
38.89
IV
97.4%
B/E move
28.8%
Puts
Pseudo strike
28.95
IV
42.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
34.27
IV
53.7%
B/E move
12.9%
Puts
Pseudo strike
29.35
IV
50.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
33.73
IV
62.2%
B/E move
12.4%
Puts
Pseudo strike
29.74
IV
59.6%
B/E move
8.7%

40Δ

Calls
Pseudo strike
32.66
IV
48.7%
B/E move
8.6%
Puts
Pseudo strike
30.21
IV
59.8%
B/E move
7.8%

45Δ

Calls
Pseudo strike
31.73
IV
38.5%
B/E move
5.7%
Puts
Pseudo strike
30.85
IV
43.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
31.32
IV
39.9%
B/E move
5.1%
Puts
Pseudo strike
31.32
IV
39.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
30.86
IV
43.5%
B/E move
4.7%
Puts
Pseudo strike
31.74
IV
38.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
30.26
IV
54.7%
B/E move
4.9%
Puts
Pseudo strike
32.11
IV
37.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
29.74
IV
56.2%
B/E move
4.4%
Puts
Pseudo strike
32.40
IV
34.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
29.28
IV
50.4%
B/E move
3.3%
Puts
Pseudo strike
32.69
IV
31.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
28.69
IV
48.2%
B/E move
2.4%
Puts
Pseudo strike
32.98
IV
29.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
27.81
IV
52.4%
B/E move
2.0%
Puts
Pseudo strike
33.75
IV
32.3%
B/E move
0.6%

Options history

No recorded observations