Warner Music Group Corp. (WMG) Options History
Historical options analytics archive for WMG with monthly max pain, implied volatility, gamma exposure, and put/call data.
126 months of complete options data available.
WMG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WMG. 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 | 73.6% | 40.0% | $29.00 | -$1.0M | $7.9M | 117.57 |
| 2026-05 | 20 | 43.0% | 59.2% | $29.00 | $1.2M | -$18.1M | 2.51 |
| 2026-04 | 21 | 41.3% | 57.3% | $26.00 | $617.8K | -$8.2M | 0.46 |
| 2026-03 | 22 | 42.8% | 59.7% | $27.00 | $11.5K | $2.3M | 5.56 |
| 2026-02 | 19 | 39.4% | 50.8% | $29.00 | $607.9K | -$7.2M | 50.87 |
| 2026-01 | 20 | 34.6% | 38.4% | $30.00 | $624.7K | -$9.9M | 0.86 |
This archive aggregates WMG's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 WMG 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 73.6%, a month-end max-pain strike around $29.00, an average put/call ratio of 117.57.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
2011
Jan | Feb | Mar | Apr | May | Jun | Jul
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked WMG history questions
- How much options history is available for WMG?
- This archive holds 126 months of WMG options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of WMG'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 WMG archive.
- What data does each monthly WMG aggregate contain?
- Every monthly row summarizes that month of WMG 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 73.6%, an average IV rank of 40.0%, a month-end max-pain strike around $29.00, an average put/call ratio of 117.57.
- How is the WMG options-history archive built and how often does it update?
- The archive is derived from WMG'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 WMG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.