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Fox Corporation Class B Common Stock FOX

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Market datapartial · fetched 2026-10-24T04:23:01.847Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:05.28333361Z

FundamentalsAlpha Vantage · unavailable

Share price$59.46
1D-1.9%
AH$59.31$59.70$60.08$60.46$60.845:30 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$0.81$3.18$5.55$7.92$10.29$50.01$54.98$59.95$64.93$69.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOX spot · $59.46FOX PRICE$1.08$2.13$1.82$1.78$1.87$1.95$2.14$2.88$3.61$4.35$5.08$5.82$7.64$1.06$1.20$1.59$1.98$2.38$2.77$3.18$3.80$4.41$5.02$5.64$6.25$9.61
PutsExpensive1.42×
CallsExpensive1.51×
SkewBullish-6.03 pp
Implied moveBearish±$5.32
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.5164.4%20.4%51.9760.4%14.4%
25Δ76.66104.9%32.5%55.2545.3%9.1%
30Δ67.7268.0%17.0%56.2245.3%8.1%
35Δ64.0252.3%10.7%57.1845.3%7.2%
40Δ62.6045.9%8.4%58.1545.4%6.2%
45Δ61.1939.5%6.2%59.1245.4%5.2%
50Δ59.8534.5%4.3%60.0945.4%4.3%
55Δ58.8937.2%3.9%61.0644.8%3.7%
60Δ57.9340.0%3.5%62.0244.3%3.1%
65Δ56.9742.7%3.1%62.9943.7%2.5%
70Δ56.0045.4%2.7%63.9643.1%1.9%
75Δ55.0448.1%2.4%64.9242.6%1.3%
80Δ52.9953.7%2.0%68.4947.1%1.0%

20Δ

Calls
Pseudo strike
70.51
IV
64.4%
B/E move
20.4%
Puts
Pseudo strike
51.97
IV
60.4%
B/E move
14.4%

25Δ

Calls
Pseudo strike
76.66
IV
104.9%
B/E move
32.5%
Puts
Pseudo strike
55.25
IV
45.3%
B/E move
9.1%

30Δ

Calls
Pseudo strike
67.72
IV
68.0%
B/E move
17.0%
Puts
Pseudo strike
56.22
IV
45.3%
B/E move
8.1%

35Δ

Calls
Pseudo strike
64.02
IV
52.3%
B/E move
10.7%
Puts
Pseudo strike
57.18
IV
45.3%
B/E move
7.2%

40Δ

Calls
Pseudo strike
62.60
IV
45.9%
B/E move
8.4%
Puts
Pseudo strike
58.15
IV
45.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
61.19
IV
39.5%
B/E move
6.2%
Puts
Pseudo strike
59.12
IV
45.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
59.85
IV
34.5%
B/E move
4.3%
Puts
Pseudo strike
60.09
IV
45.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
58.89
IV
37.2%
B/E move
3.9%
Puts
Pseudo strike
61.06
IV
44.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
57.93
IV
40.0%
B/E move
3.5%
Puts
Pseudo strike
62.02
IV
44.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
56.97
IV
42.7%
B/E move
3.1%
Puts
Pseudo strike
62.99
IV
43.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
56.00
IV
45.4%
B/E move
2.7%
Puts
Pseudo strike
63.96
IV
43.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
55.04
IV
48.1%
B/E move
2.4%
Puts
Pseudo strike
64.92
IV
42.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
52.99
IV
53.7%
B/E move
2.0%
Puts
Pseudo strike
68.49
IV
47.1%
B/E move
1.0%

Options history

No recorded observations