WMG · Expected Move
Warner Music Group Corp. Class A Common Stock
The expected move for WMG is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
WMG straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current WMG Expected Move
30-Day Straddle
$2.58
7-Day Straddle
$2.58
Avg IV
90.9%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to WMG's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
WMG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $2.58 | $2.58 | 90.9% | 84% |
| 20260928 | $3.40 | $3.40 | 97.0% | 97% |
| 20260925 | $1.73 | $1.73 | 81.9% | 66% |
| 20260924 | $2.42 | $2.42 | 78.6% | 60% |
| 20260923 | $2.25 | $2.25 | 88.6% | 80% |
| 20260922 | $2.78 | $2.78 | 83.1% | 69% |
| 20260921 | $2.80 | $2.80 | 82.8% | 68% |
| 20260918 | $2.00 | $1.62 | 72.7% | 48% |
| 20260917 | $2.55 | $0.57 | 69.0% | 40% |
| 20260916 | $1.65 | $1.82 | 77.9% | 58% |
| 20260915 | $3.58 | $1.42 | 66.7% | 39% |
| 20260914 | $3.85 | $0.90 | 72.7% | 50% |
| 20260911 | $3.42 | $1.30 | 65.5% | 37% |
| 20260910 | $2.27 | $1.67 | 68.5% | 42% |
| 20260909 | $2.65 | $2.08 | 73.9% | 53% |
| 20260908 | $3.10 | $2.90 | 72.8% | 50% |
| 20260904 | $2.42 | $2.95 | 67.3% | 40% |
| 20260903 | $2.67 | $1.55 | 58.7% | 24% |
| 20260902 | $1.65 | $1.65 | 69.8% | 45% |
| 20260901 | $3.08 | $3.08 | 62.5% | 31% |
| 20260831 | $1.80 | $1.80 | 61.1% | 28% |
| 20260828 | $2.73 | $2.73 | 66.0% | 38% |
| 20260827 | $3.20 | $3.20 | 60.4% | 27% |
| 20260826 | $1.48 | $1.48 | 53.7% | 14% |
| 20260825 | $2.33 | $2.33 | 53.9% | 14% |
| 20260824 | $2.22 | $2.22 | 52.5% | 12% |
| 20260821 | $2.58 | $0.68 | 54.5% | 16% |
| 20260820 | $2.15 | $0.78 | 50.0% | 7% |
| 20260819 | $2.50 | $1.43 | 53.0% | 13% |
| 20260818 | $1.68 | $1.12 | 51.2% | 9% |
| 20260817 | $1.48 | $1.35 | 53.6% | 14% |
| 20260814 | $1.98 | $2.02 | 49.5% | 6% |
| 20260813 | $2.48 | $1.27 | 55.3% | 17% |
| 20260812 | $2.38 | $1.88 | 55.3% | 17% |
| 20260811 | $3.20 | $2.17 | 56.0% | 19% |
| 20260810 | $2.33 | $1.27 | 53.6% | 14% |
| 20260806 | $3.45 | $2.78 | 48.9% | 5% |
| 20260805 | $4.17 | $4.17 | 85.5% | 75% |
| 20260804 | $2.48 | $2.48 | 78.8% | 62% |
| 20260803 | $3.75 | $3.75 | 89.5% | 82% |
| 20260731 | $2.20 | $2.20 | 72.3% | 50% |
| 20260730 | $2.72 | $2.72 | 69.8% | 45% |
| 20260729 | $3.53 | $3.53 | 63.6% | 33% |
| 20260728 | $2.97 | $2.97 | 62.9% | 32% |
| 20260727 | $3.28 | $3.28 | 63.3% | 32% |
| 20260724 | $3.77 | $3.77 | 68.0% | 41% |
| 20260723 | $3.67 | $3.67 | 64.3% | 34% |
| 20260722 | $2.00 | $2.00 | 57.5% | 21% |
| 20260721 | $2.40 | $2.40 | 59.2% | 25% |
| 20260720 | $2.55 | $2.55 | 61.8% | 30% |
| 20260716 | $3.08 | $2.15 | 54.0% | 15% |
| 20260715 | $3.33 | $1.80 | 56.6% | 20% |
| 20260714 | $2.95 | $1.27 | 58.9% | 24% |
| 20260713 | $2.45 | $1.70 | 57.2% | 21% |
| 20260710 | $3.70 | $0.80 | 55.0% | 17% |
| 20260709 | $3.45 | $1.23 | 50.1% | 7% |
| 20260708 | $3.42 | $2.53 | 53.5% | 14% |
| 20260707 | $3.38 | $1.68 | 53.4% | 14% |
| 20260706 | $3.50 | $2.97 | 50.8% | 8% |
More on WMG
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.