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Fox Corporation Class A Common Stock FOXA

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Market dataready · fetched 2026-11-06T22:03:45.211Z

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 · 2026-11-06T21:57:09.118289639Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T22:03:43.877817+00:00

Share price$66.40
1D-1.9%
AH$64.97$65.83$66.69$67.56$68.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOXA
Sold putSold callAH

Fox Corporation Class A Common Stock options

Live interpolated FOXA call and put midpoint premiums by absolute delta.Fox Corporation Class A Common Stock$0.49$2.06$3.64$5.21$6.78$58.45$62.59$66.73$70.87$75.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FOXA spot · $66.40FOXA PRICE$0.80$0.82$1.03$1.36$1.70$2.03$2.36$2.69$3.03$3.70$4.58$5.45$6.33$0.66$0.84$1.01$1.18$1.48$1.82$2.15$2.49$2.83$3.16$3.50$3.84
Puts——
CallsCheap0.86×
Skew——
Implied moveBullish±$4.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.1560.1%12.9%61.5844.1%8.2%
25Δ71.1645.7%8.4%62.6441.8%6.9%
30Δ69.5640.5%6.3%63.7039.5%5.6%
35Δ68.8441.3%5.7%64.7537.2%4.3%
40Δ68.1342.0%5.2%65.4636.3%3.6%
45Δ67.4142.8%4.6%66.0635.8%3.3%
50Δ66.7043.6%4.0%66.6635.4%2.9%
55Δ65.9844.3%3.4%67.2634.9%2.5%
60Δ65.2645.1%2.8%67.8634.5%2.1%
65Δ64.3046.7%2.4%68.4634.0%1.7%
70Δ63.1948.8%2.1%69.0633.6%1.3%
75Δ62.0850.9%1.7%69.6633.1%0.9%
80Δ60.9853.0%1.4%

20Δ

Calls
Pseudo strike
74.15
IV
60.1%
B/E move
12.9%
Puts
Pseudo strike
61.58
IV
44.1%
B/E move
8.2%

25Δ

Calls
Pseudo strike
71.16
IV
45.7%
B/E move
8.4%
Puts
Pseudo strike
62.64
IV
41.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
69.56
IV
40.5%
B/E move
6.3%
Puts
Pseudo strike
63.70
IV
39.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
68.84
IV
41.3%
B/E move
5.7%
Puts
Pseudo strike
64.75
IV
37.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
68.13
IV
42.0%
B/E move
5.2%
Puts
Pseudo strike
65.46
IV
36.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
67.41
IV
42.8%
B/E move
4.6%
Puts
Pseudo strike
66.06
IV
35.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
66.70
IV
43.6%
B/E move
4.0%
Puts
Pseudo strike
66.66
IV
35.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
65.98
IV
44.3%
B/E move
3.4%
Puts
Pseudo strike
67.26
IV
34.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
65.26
IV
45.1%
B/E move
2.8%
Puts
Pseudo strike
67.86
IV
34.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
64.30
IV
46.7%
B/E move
2.4%
Puts
Pseudo strike
68.46
IV
34.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
63.19
IV
48.8%
B/E move
2.1%
Puts
Pseudo strike
69.06
IV
33.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
62.08
IV
50.9%
B/E move
1.7%
Puts
Pseudo strike
69.66
IV
33.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
60.98
IV
53.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.61%
Daily close
FOXA32.8%37.3%41.8%2026-08-13: 36.90%2026-08-21: 35.27%2026-08-24: 33.81%2026-08-25: 33.64%2026-08-26: 33.45%2026-08-27: 35.27%2026-08-28: 35.26%2026-08-31: 33.98%2026-09-01: 36.26%2026-09-02: 35.11%2026-09-04: 35.45%2026-09-08: 37.91%2026-09-10: 39.56%2026-09-11: 37.91%2026-09-14: 41.16%2026-09-17: 38.66%2026-09-18: 35.21%2026-09-21: 34.72%2026-09-22: 33.86%2026-09-23: 34.22%2026-09-24: 34.94%2026-09-25: 35.33%2026-09-28: 34.11%2026-09-29: 35.28%2026-09-30: 35.13%2026-10-01: 35.39%2026-10-02: 34.23%2026-10-16: 34.23%2026-10-19: 36.05%2026-10-20: 36.09%2026-10-21: 35.82%2026-10-22: 37.88%2026-10-23: 35.18%2026-10-26: 37.07%2026-10-27: 36.55%2026-10-28: 37.35%2026-10-29: 37.64%2026-10-30: 37.61%Aug 13Sep 22Oct 30
38 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.90%
35.27%
33.81%
33.64%
33.45%
35.27%
35.26%
33.98%
36.26%
35.11%
35.45%
37.91%
39.56%
37.91%
41.16%
38.66%
35.21%
34.72%
33.86%
34.22%
34.94%
35.33%
34.11%
35.28%
35.13%
35.39%
34.23%
34.23%
36.05%
36.09%
35.82%
37.88%
35.18%
37.07%
36.55%
37.35%
37.64%
37.61%