There are several options for these problems called gaps and islands. You could look for more information, but here's a good article: https://www.simple-talk.com/sql/t-sql-programming/the-sql-of-gaps-and-islands-in-sequences/

Here's an option:

WITH CTE AS(

SELECT STOCKID,

WMNUMBER,

WMNUMBER - ROW_NUMBER() OVER( PARTITION BY STOCKID ORDER BY WMNUMBER) grouper

FROM #TEMP_WK_STOCK

)

SELECT STOCKID,

MIN( WMNUMBER) AS MIN_WMNUMBER,

MAX( WMNUMBER) AS MAX_WMNUMBER

FROM CTE

GROUP BY STOCKID, grouper

ORDER BY STOCKID, MIN_WMNUMBER;