Chelsea aren't playing West Brom until January 13th, so he might have to wait until then to leave.
He could join a long list of managers to go after playing us and mostly losing - the curse of West Brom.
Mick McCarthy at Wolves
Chris Hughton twice, at Newcastle and Norwich
Roberto Di Matteo at Chelsea
AVB at Chelsea
Paulo Di Canio at Sunderland
Roberto Mancini at Man City (although they actually won 1-0)
Oh, and actually, Sir Alex Ferguson's last match before retirement was at The Hawthorns. It ended 5-5.