John Wiley & Sons, Inc. (WLY) Options History
Historical options analytics archive for WLY with monthly max pain, implied volatility, gamma exposure, and put/call data.
51 months of complete options data available.
WLY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WLY. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 43.9% | 41.5% | $45.00 | $65.4K | -$2.2M | 1.62 |
| 2026-05 | 20 | 50.3% | 53.4% | $45.00 | $7.5K | -$650.9K | 1.14 |
| 2026-04 | 21 | 38.8% | 41.1% | $40.00 | $4.4K | -$498.1K | 1.77 |
| 2026-03 | 22 | 46.2% | 52.0% | $35.00 | $1.2K | -$332.9K | 3.54 |
| 2026-02 | 19 | 52.3% | 62.2% | $30.00 | -$994 | -$281.2K | 4.78 |
| 2026-01 | 20 | 48.5% | 41.2% | $30.00 | $2.4K | -$259.9K | 2.70 |
This archive aggregates WLY's daily end-of-day options snapshots into monthly summaries, spanning 2022-04 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how WLY option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 43.9%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.62.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked WLY history questions
- How much options history is available for WLY?
- This archive holds 51 months of WLY options analytics, spanning 2022-04 through 2026-06. Each entry is a monthly rollup of WLY's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the WLY archive.
- What data does each monthly WLY aggregate contain?
- Every monthly row summarizes that month of WLY option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 43.9%, an average IV rank of 41.5%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.62.
- How is the WLY options-history archive built and how often does it update?
- The archive is derived from WLY's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how WLY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.