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Warner Music Group Corp. Class A Common Stock WMG

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Market datapartial · fetched 2026-10-23T04:10:32.383Z

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$1.34$2.33$3.33$4.33$25.65$28.46$31.28$34.09$36.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMG spot · $31.69WMG PRICE$0.63$0.63$1.12$1.24$1.36$1.36$1.14$1.24$1.35$1.52$1.96$2.41$2.87$0.45$0.82$1.18$1.55$1.94$1.76$1.42$2.40$2.71$2.73$2.74$3.14$4.04
PutsExpensive1.49×
CallsExpensive1.21×
SkewBearish+4.13 pp
Implied moveBearish±$2.56
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.1469.1%22.4%29.0241.9%9.8%
25Δ35.5752.2%14.2%29.3650.7%9.9%
30Δ36.2173.5%17.8%29.7159.5%10.0%
35Δ34.9566.6%14.2%30.1067.4%9.9%
40Δ33.8060.4%11.0%30.8469.0%8.8%
45Δ32.7350.4%7.6%31.4155.7%6.4%
50Δ31.9434.6%4.4%31.9338.5%3.7%
55Δ31.6032.4%3.7%32.7752.4%4.2%
60Δ31.2730.2%2.9%33.2352.7%3.7%
65Δ30.8929.2%2.3%33.5546.6%2.7%
70Δ30.3932.8%2.1%33.8640.6%1.8%
75Δ29.8635.7%1.8%34.4539.4%1.2%
80Δ29.2936.8%1.5%35.4443.3%0.9%

20Δ

Calls
Pseudo strike
38.14
IV
69.1%
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
52.2%
B/E move
14.2%
Puts
Pseudo strike
29.36
IV
50.7%
B/E move
9.9%

30Δ

Calls
Pseudo strike
36.21
IV
73.5%
B/E move
17.8%
Puts
Pseudo strike
29.71
IV
59.5%
B/E move
10.0%

35Δ

Calls
Pseudo strike
34.95
IV
66.6%
B/E move
14.2%
Puts
Pseudo strike
30.10
IV
67.4%
B/E move
9.9%

40Δ

Calls
Pseudo strike
33.80
IV
60.4%
B/E move
11.0%
Puts
Pseudo strike
30.84
IV
69.0%
B/E move
8.8%

45Δ

Calls
Pseudo strike
32.73
IV
50.4%
B/E move
7.6%
Puts
Pseudo strike
31.41
IV
55.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
31.94
IV
34.6%
B/E move
4.4%
Puts
Pseudo strike
31.93
IV
38.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
31.60
IV
32.4%
B/E move
3.7%
Puts
Pseudo strike
32.77
IV
52.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
31.27
IV
30.2%
B/E move
2.9%
Puts
Pseudo strike
33.23
IV
52.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
30.89
IV
29.2%
B/E move
2.3%
Puts
Pseudo strike
33.55
IV
46.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
30.39
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
33.86
IV
40.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
29.86
IV
35.7%
B/E move
1.8%
Puts
Pseudo strike
34.45
IV
39.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
29.29
IV
36.8%
B/E move
1.5%
Puts
Pseudo strike
35.44
IV
43.3%
B/E move
0.9%

Options history

No recorded observations