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News Corporation Class B Common Stock NWS

i

Market dataready · fetched 2026-11-12T15:16:06.241Z

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 · 2026-11-12T15:16:02.033173513Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:16:05.347972+00:00

Share price$29.62
1D-1.1%
$29.51$29.62$29.72$29.82$29.935:30 AM6:30 AM9:00 AM1:00 PMNWS
Sold putSold call

News Corporation Class B Common Stock options

Live interpolated NWS call and put midpoint premiums by absolute delta.News Corporation Class B Common Stock$0.69$2.39$4.09$5.79$7.49$24.98$27.62$30.26$32.89$35.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NWS spot · $29.62NWS PRICE$0.88$1.55$2.46$3.37$4.27$5.18$6.09$7.00$0.88$0.95$1.02$1.09$1.16$1.24$1.31
Puts——
Calls——
Skew——
Implied moveBullish±$2.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.00156.8%18.5%
25Δ35.36147.5%22.3%25.76142.8%16.2%
30Δ26.53128.9%13.9%
35Δ27.29115.0%11.6%
40Δ28.05101.0%9.2%
45Δ28.8187.1%6.9%
50Δ29.2170.0%3.9%29.5773.2%4.6%
55Δ28.2689.3%3.7%
60Δ27.31108.5%3.6%
65Δ26.36127.8%3.4%
70Δ25.40147.1%3.3%
75Δ24.45166.4%3.1%
80Δ23.50185.7%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.00
IV
156.8%
B/E move
18.5%

25Δ

Calls
Pseudo strike
35.36
IV
147.5%
B/E move
22.3%
Puts
Pseudo strike
25.76
IV
142.8%
B/E move
16.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.53
IV
128.9%
B/E move
13.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.29
IV
115.0%
B/E move
11.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.05
IV
101.0%
B/E move
9.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.81
IV
87.1%
B/E move
6.9%

50Δ

Calls
Pseudo strike
29.21
IV
70.0%
B/E move
3.9%
Puts
Pseudo strike
29.57
IV
73.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
28.26
IV
89.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
27.31
IV
108.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.36
IV
127.8%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.40
IV
147.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.45
IV
166.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.50
IV
185.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.67%
Daily EOD
NWS34.3%38.3%42.2%2026-10-19: 38.02%2026-10-20: 36.82%2026-10-21: 36.52%2026-10-22: 36.48%2026-10-23: 34.88%2026-10-26: 37.12%2026-10-27: 41.67%Oct 19Oct 22Oct 27
7 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
38.02%
36.82%
36.52%
36.48%
34.88%
37.12%
41.67%