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Fox Corporation Class B Common Stock FOX

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-12T00:56:31.583Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:28:25.934536977Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:39.980839+00:00

Share price$60.63
1D+0.8%
AH$59.34$59.69$60.04$60.39$60.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOX
Sold putSold callAH

Fox Corporation Class B Common Stock options

Live interpolated FOX call and put midpoint premiums by absolute delta.Fox Corporation Class B Common Stock$0.40$1.56$2.72$3.88$5.04$53.13$56.80$60.47$64.14$67.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOX spot · $60.63FOX PRICE$0.52$0.74$0.96$1.17$1.39$1.60$1.82$2.04$2.42$2.99$3.56$4.13$4.71$0.84$1.18$1.52$1.87$2.21$2.55$2.84$3.14$3.43$3.73$4.02$4.32$4.61
PutsExpensive1.30×
CallsCheap0.74×
SkewBearish+19.03 pp
Implied moveBearish±$4.66
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.2840.1%6.9%55.6968.2%9.5%
25Δ63.7141.1%6.3%56.5969.5%8.6%
30Δ63.1442.1%5.7%57.5070.7%7.7%
35Δ62.5843.1%5.1%58.4072.0%6.8%
40Δ62.0144.1%4.6%59.3173.3%5.8%
45Δ61.4445.1%4.0%60.1673.4%5.0%
50Δ60.8746.1%3.4%60.8169.7%4.4%
55Δ60.3047.1%2.8%61.4766.0%3.8%
60Δ59.6447.7%2.4%62.1362.3%3.2%
65Δ58.8848.0%2.0%62.7858.6%2.6%
70Δ58.1248.3%1.7%63.4454.9%2.0%
75Δ57.3548.5%1.4%64.0951.2%1.4%
80Δ56.5948.8%1.1%64.7547.5%0.8%

20Δ

Calls
Pseudo strike
64.28
IV
40.1%
B/E move
6.9%
Puts
Pseudo strike
55.69
IV
68.2%
B/E move
9.5%

25Δ

Calls
Pseudo strike
63.71
IV
41.1%
B/E move
6.3%
Puts
Pseudo strike
56.59
IV
69.5%
B/E move
8.6%

30Δ

Calls
Pseudo strike
63.14
IV
42.1%
B/E move
5.7%
Puts
Pseudo strike
57.50
IV
70.7%
B/E move
7.7%

35Δ

Calls
Pseudo strike
62.58
IV
43.1%
B/E move
5.1%
Puts
Pseudo strike
58.40
IV
72.0%
B/E move
6.8%

40Δ

Calls
Pseudo strike
62.01
IV
44.1%
B/E move
4.6%
Puts
Pseudo strike
59.31
IV
73.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
61.44
IV
45.1%
B/E move
4.0%
Puts
Pseudo strike
60.16
IV
73.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
60.87
IV
46.1%
B/E move
3.4%
Puts
Pseudo strike
60.81
IV
69.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
60.30
IV
47.1%
B/E move
2.8%
Puts
Pseudo strike
61.47
IV
66.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
59.64
IV
47.7%
B/E move
2.4%
Puts
Pseudo strike
62.13
IV
62.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
58.88
IV
48.0%
B/E move
2.0%
Puts
Pseudo strike
62.78
IV
58.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
58.12
IV
48.3%
B/E move
1.7%
Puts
Pseudo strike
63.44
IV
54.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
57.35
IV
48.5%
B/E move
1.4%
Puts
Pseudo strike
64.09
IV
51.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
56.59
IV
48.8%
B/E move
1.1%
Puts
Pseudo strike
64.75
IV
47.5%
B/E move
0.8%

Options history

IV · four-Friday blend39.13%
Daily close
FOX31.8%35.7%39.7%2026-08-21: 34.02%2026-08-24: 34.93%2026-08-26: 32.94%2026-08-27: 32.32%2026-08-28: 33.78%2026-08-31: 34.31%2026-09-01: 36.15%2026-09-02: 33.25%2026-09-03: 34.56%2026-09-18: 33.51%2026-09-21: 33.74%2026-09-22: 33.65%2026-09-23: 34.53%2026-09-24: 35.51%2026-09-25: 33.78%2026-09-29: 35.83%2026-10-01: 33.10%2026-10-16: 34.82%2026-10-19: 35.16%2026-10-20: 35.69%2026-10-21: 34.47%2026-10-22: 35.08%2026-10-23: 33.83%2026-10-26: 36.38%2026-10-27: 37.68%2026-10-28: 38.08%2026-10-29: 38.33%2026-10-30: 39.13%Aug 21Sep 24Oct 30
28 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
34.02%
34.93%
32.94%
32.32%
33.78%
34.31%
36.15%
33.25%
34.56%
33.51%
33.74%
33.65%
34.53%
35.51%
33.78%
35.83%
33.10%
34.82%
35.16%
35.69%
34.47%
35.08%
33.83%
36.38%
37.68%
38.08%
38.33%
39.13%