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Fox Corp Class A FOXA

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-15T20:04:29.578Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:04.148796567Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:27.847574+00:00

Share price$63.98
1D+1.5%
AH$62.77$63.18$63.59$64.01$64.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOXA
Sold putSold callAH

Fox Corp Class A options

Live interpolated FOXA call and put midpoint premiums by absolute delta.Fox Corp Class A$0.00$4.23$8.46$12.68$16.91$60.43$63.40$66.36$69.32$72.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $63.98OPTION PRICELive FOXA spot · $63.98FOXA PRICE$0.42$0.76$2.11$3.47$4.83$6.18$7.54$8.90$10.26$11.61$12.97$14.33$15.69$0.35$0.44$0.52$0.61$0.70$0.79$0.87$0.96$1.05$1.14$1.22$1.73$2.87
PutsExpensive3.79×
CallsExpensive4.85×
SkewBullish-142.24 pp
Implied moveBullish±$8.42
TiltBullish76.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.12127.5%7.1%60.6996.9%5.7%
25Δ64.4052.9%1.8%61.1092.3%5.2%
30Δ62.9983.5%1.8%61.5187.6%4.7%
35Δ61.58114.1%1.7%61.9183.0%4.2%
40Δ60.17144.7%1.6%62.3278.4%3.7%
45Δ58.76175.3%1.5%62.7273.8%3.2%
50Δ57.36205.9%1.4%63.1369.2%2.7%
55Δ55.95236.5%1.4%63.5464.6%2.2%
60Δ54.54267.2%1.3%63.9460.0%1.7%
65Δ53.13297.8%1.2%64.3555.4%1.2%
70Δ51.72328.4%1.1%64.7650.8%0.7%
75Δ50.31359.0%1.0%65.4753.6%0.4%
80Δ48.91389.6%1.0%66.6567.7%0.3%

20Δ

Calls
Pseudo strike
68.12
IV
127.5%
B/E move
7.1%
Puts
Pseudo strike
60.69
IV
96.9%
B/E move
5.7%

25Δ

Calls
Pseudo strike
64.40
IV
52.9%
B/E move
1.8%
Puts
Pseudo strike
61.10
IV
92.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
62.99
IV
83.5%
B/E move
1.8%
Puts
Pseudo strike
61.51
IV
87.6%
B/E move
4.7%

35Δ

Calls
Pseudo strike
61.58
IV
114.1%
B/E move
1.7%
Puts
Pseudo strike
61.91
IV
83.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
60.17
IV
144.7%
B/E move
1.6%
Puts
Pseudo strike
62.32
IV
78.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
58.76
IV
175.3%
B/E move
1.5%
Puts
Pseudo strike
62.72
IV
73.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
57.36
IV
205.9%
B/E move
1.4%
Puts
Pseudo strike
63.13
IV
69.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
55.95
IV
236.5%
B/E move
1.4%
Puts
Pseudo strike
63.54
IV
64.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
54.54
IV
267.2%
B/E move
1.3%
Puts
Pseudo strike
63.94
IV
60.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
53.13
IV
297.8%
B/E move
1.2%
Puts
Pseudo strike
64.35
IV
55.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
51.72
IV
328.4%
B/E move
1.1%
Puts
Pseudo strike
64.76
IV
50.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
50.31
IV
359.0%
B/E move
1.0%
Puts
Pseudo strike
65.47
IV
53.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
48.91
IV
389.6%
B/E move
1.0%
Puts
Pseudo strike
66.65
IV
67.7%
B/E move
0.3%