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Fox Corp Class A FOXA

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-15T20:35:52.660Z

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 2026-10-15T20:35:52.094870+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$60.45$63.40$66.36$69.31$72.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $63.98OPTION PRICELive FOXA spot · $63.98FOXA PRICE$0.42$0.76$2.11$3.47$4.83$6.19$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
PutsExpensive3.78×
CallsExpensive4.84×
SkewBullish-143.90 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
20Δ68.12128.7%7.1%60.6997.9%5.7%
25Δ64.4053.1%1.8%61.1093.2%5.2%
30Δ62.9984.0%1.8%61.5188.5%4.7%
35Δ61.58115.0%1.7%61.9183.8%4.2%
40Δ60.17146.0%1.6%62.3279.0%3.7%
45Δ58.76177.0%1.5%62.7274.3%3.2%
50Δ57.36208.0%1.4%63.1369.6%2.7%
55Δ55.95238.9%1.4%63.5464.9%2.2%
60Δ54.54269.9%1.3%63.9460.2%1.7%
65Δ53.13300.9%1.2%64.3555.5%1.2%
70Δ51.72331.9%1.1%64.7650.8%0.7%
75Δ50.31362.9%1.0%65.4753.7%0.4%
80Δ48.91393.8%1.0%66.6568.1%0.3%

20Δ

Calls
Pseudo strike
68.12
IV
128.7%
B/E move
7.1%
Puts
Pseudo strike
60.69
IV
97.9%
B/E move
5.7%

25Δ

Calls
Pseudo strike
64.40
IV
53.1%
B/E move
1.8%
Puts
Pseudo strike
61.10
IV
93.2%
B/E move
5.2%

30Δ

Calls
Pseudo strike
62.99
IV
84.0%
B/E move
1.8%
Puts
Pseudo strike
61.51
IV
88.5%
B/E move
4.7%

35Δ

Calls
Pseudo strike
61.58
IV
115.0%
B/E move
1.7%
Puts
Pseudo strike
61.91
IV
83.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
60.17
IV
146.0%
B/E move
1.6%
Puts
Pseudo strike
62.32
IV
79.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
58.76
IV
177.0%
B/E move
1.5%
Puts
Pseudo strike
62.72
IV
74.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
57.36
IV
208.0%
B/E move
1.4%
Puts
Pseudo strike
63.13
IV
69.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
55.95
IV
238.9%
B/E move
1.4%
Puts
Pseudo strike
63.54
IV
64.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
54.54
IV
269.9%
B/E move
1.3%
Puts
Pseudo strike
63.94
IV
60.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
53.13
IV
300.9%
B/E move
1.2%
Puts
Pseudo strike
64.35
IV
55.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
51.72
IV
331.9%
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
362.9%
B/E move
1.0%
Puts
Pseudo strike
65.47
IV
53.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
48.91
IV
393.8%
B/E move
1.0%
Puts
Pseudo strike
66.65
IV
68.1%
B/E move
0.3%