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Fox Corp Class A FOXA

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-16T00:18:41.590Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:08:43.820304318Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:40.870617+00:00

Share price$64.09
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$0.64$3.06$5.48$7.89$10.31$53.86$58.82$63.79$68.75$73.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOXA spot · $64.09FOXA PRICE$0.90$1.08$1.37$1.67$1.98$2.29$2.64$3.11$3.58$4.04$4.51$4.98$6.57$1.18$1.20$1.61$2.07$2.52$2.97$3.42$4.26$5.18$6.10$7.02$8.29$9.62
PutsExpensive1.06×
CallsCheap0.92×
SkewBearish+5.95 pp
Implied moveBearish±$6.07
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.1143.3%15.5%55.7055.3%14.9%
25Δ70.3438.2%11.4%59.6738.3%8.8%
30Δ69.0437.1%9.9%60.9037.3%7.5%
35Δ67.9536.5%8.6%61.8837.7%6.7%
40Δ66.8535.9%7.4%62.8738.2%5.8%
45Δ65.7635.3%6.2%63.8538.6%5.0%
50Δ64.7434.7%5.1%64.8339.1%4.2%
55Δ63.8734.2%4.5%66.0440.1%3.6%
60Δ63.0133.6%3.9%67.3041.3%3.1%
65Δ62.1433.1%3.3%68.5642.4%2.5%
70Δ61.2832.5%2.6%69.8243.6%2.0%
75Δ60.4132.0%2.0%71.4043.4%1.5%
80Δ58.5234.5%1.6%73.0543.1%1.0%

20Δ

Calls
Pseudo strike
73.11
IV
43.3%
B/E move
15.5%
Puts
Pseudo strike
55.70
IV
55.3%
B/E move
14.9%

25Δ

Calls
Pseudo strike
70.34
IV
38.2%
B/E move
11.4%
Puts
Pseudo strike
59.67
IV
38.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
69.04
IV
37.1%
B/E move
9.9%
Puts
Pseudo strike
60.90
IV
37.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
67.95
IV
36.5%
B/E move
8.6%
Puts
Pseudo strike
61.88
IV
37.7%
B/E move
6.7%

40Δ

Calls
Pseudo strike
66.85
IV
35.9%
B/E move
7.4%
Puts
Pseudo strike
62.87
IV
38.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
65.76
IV
35.3%
B/E move
6.2%
Puts
Pseudo strike
63.85
IV
38.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
64.74
IV
34.7%
B/E move
5.1%
Puts
Pseudo strike
64.83
IV
39.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
63.87
IV
34.2%
B/E move
4.5%
Puts
Pseudo strike
66.04
IV
40.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
63.01
IV
33.6%
B/E move
3.9%
Puts
Pseudo strike
67.30
IV
41.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
62.14
IV
33.1%
B/E move
3.3%
Puts
Pseudo strike
68.56
IV
42.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
61.28
IV
32.5%
B/E move
2.6%
Puts
Pseudo strike
69.82
IV
43.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
60.41
IV
32.0%
B/E move
2.0%
Puts
Pseudo strike
71.40
IV
43.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
58.52
IV
34.5%
B/E move
1.6%
Puts
Pseudo strike
73.05
IV
43.1%
B/E move
1.0%