IntraAlpha
Create free account Start free

News Corp B NWS

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-22T21:10:14.093Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:02.050643915Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:10:12.462752+00:00

Share price$33.95
1D+3.0%
AH$32.87$33.16$33.46$33.76$34.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNWS
Sold putSold callAH

News Corp B options

Live interpolated NWS call and put midpoint premiums by absolute delta.News Corp B$0.39$1.59$2.79$3.99$5.19$27.59$30.51$33.42$36.34$39.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWS spot · $33.95NWS PRICE$0.52$0.58$0.64$0.70$0.85$1.31$1.78$2.24$2.70$3.17$3.63$4.09$4.55$1.02$1.22$1.35$1.48$1.61$1.75$1.88$2.01$2.41$3.01$3.62$4.23$4.84
PutsExpensive2.24×
CallsExpensive1.54×
SkewBearish+11.00 pp
Implied moveBearish±$3.66
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5454.8%18.0%28.2487.5%19.8%
25Δ38.3448.2%14.6%30.0976.7%15.0%
30Δ37.1441.7%11.3%30.8571.1%13.1%
35Δ35.9435.1%7.9%31.6165.5%11.3%
40Δ34.8730.7%5.2%32.3759.8%9.4%
45Δ34.2833.8%4.8%33.1354.2%7.6%
50Δ33.6936.9%4.4%33.8948.5%5.7%
55Δ33.0940.0%4.1%34.6542.9%3.9%
60Δ32.5043.1%3.7%35.4140.4%2.8%
65Δ31.9046.3%3.3%36.1740.7%2.3%
70Δ31.3149.4%2.9%36.9241.0%1.9%
75Δ30.7252.5%2.5%37.6841.2%1.5%
80Δ30.1255.6%2.1%38.4441.5%1.0%

20Δ

Calls
Pseudo strike
39.54
IV
54.8%
B/E move
18.0%
Puts
Pseudo strike
28.24
IV
87.5%
B/E move
19.8%

25Δ

Calls
Pseudo strike
38.34
IV
48.2%
B/E move
14.6%
Puts
Pseudo strike
30.09
IV
76.7%
B/E move
15.0%

30Δ

Calls
Pseudo strike
37.14
IV
41.7%
B/E move
11.3%
Puts
Pseudo strike
30.85
IV
71.1%
B/E move
13.1%

35Δ

Calls
Pseudo strike
35.94
IV
35.1%
B/E move
7.9%
Puts
Pseudo strike
31.61
IV
65.5%
B/E move
11.3%

40Δ

Calls
Pseudo strike
34.87
IV
30.7%
B/E move
5.2%
Puts
Pseudo strike
32.37
IV
59.8%
B/E move
9.4%

45Δ

Calls
Pseudo strike
34.28
IV
33.8%
B/E move
4.8%
Puts
Pseudo strike
33.13
IV
54.2%
B/E move
7.6%

50Δ

Calls
Pseudo strike
33.69
IV
36.9%
B/E move
4.4%
Puts
Pseudo strike
33.89
IV
48.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
33.09
IV
40.0%
B/E move
4.1%
Puts
Pseudo strike
34.65
IV
42.9%
B/E move
3.9%

60Δ

Calls
Pseudo strike
32.50
IV
43.1%
B/E move
3.7%
Puts
Pseudo strike
35.41
IV
40.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
31.90
IV
46.3%
B/E move
3.3%
Puts
Pseudo strike
36.17
IV
40.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
31.31
IV
49.4%
B/E move
2.9%
Puts
Pseudo strike
36.92
IV
41.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
30.72
IV
52.5%
B/E move
2.5%
Puts
Pseudo strike
37.68
IV
41.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
30.12
IV
55.6%
B/E move
2.1%
Puts
Pseudo strike
38.44
IV
41.5%
B/E move
1.0%

Options history

No recorded observations