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News Corporation Class A Common Stock NWSA

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Market datapartial · fetched 2026-10-23T15:45:57.911Z

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 · 2026-10-23T15:45:50.249340016Z

FundamentalsAlpha Vantage · unavailable

Share price$30.94
1D-0.9%
$30.76$30.88$31.00$31.12$31.245:30 AM6:30 AM9:00 AM1:00 PMNWSA
Sold putSold call

News Corporation Class A Common Stock options

Live interpolated NWSA call and put midpoint premiums by absolute delta.News Corporation Class A Common Stock$0.55$1.69$2.83$3.97$5.10$26.17$28.69$31.21$33.73$36.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWSA spot · $30.93NWSA PRICE$0.69$0.68$0.82$0.96$1.10$1.24$1.38$1.52$1.66$1.80$2.79$3.78$4.78$0.69$0.70$0.71$0.76$1.14$1.51$1.88$2.26$2.63$3.00$3.38$3.75$4.13
PutsExpensive1.86×
CallsExpensive1.93×
SkewBullish-6.40 pp
Implied moveBearish±$3.26
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.8882.2%27.9%26.1974.4%17.6%
25Δ34.9957.0%15.3%27.5060.7%13.4%
30Δ34.3754.4%13.7%28.8247.1%9.2%
35Δ33.7451.8%12.2%30.0534.8%5.3%
40Δ33.1249.3%10.6%30.5735.8%4.8%
45Δ32.5046.7%9.0%31.1036.8%4.4%
50Δ31.8744.1%7.5%31.6237.7%3.9%
55Δ31.2541.5%5.9%32.1438.7%3.4%
60Δ30.6238.9%4.4%32.6739.7%2.9%
65Δ30.0036.3%2.8%33.1940.6%2.4%
70Δ28.9244.0%2.5%33.7141.6%1.9%
75Δ27.8451.7%2.2%34.2342.6%1.5%
80Δ26.7759.3%2.0%34.7643.5%1.0%

20Δ

Calls
Pseudo strike
38.88
IV
82.2%
B/E move
27.9%
Puts
Pseudo strike
26.19
IV
74.4%
B/E move
17.6%

25Δ

Calls
Pseudo strike
34.99
IV
57.0%
B/E move
15.3%
Puts
Pseudo strike
27.50
IV
60.7%
B/E move
13.4%

30Δ

Calls
Pseudo strike
34.37
IV
54.4%
B/E move
13.7%
Puts
Pseudo strike
28.82
IV
47.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
33.74
IV
51.8%
B/E move
12.2%
Puts
Pseudo strike
30.05
IV
34.8%
B/E move
5.3%

40Δ

Calls
Pseudo strike
33.12
IV
49.3%
B/E move
10.6%
Puts
Pseudo strike
30.57
IV
35.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
32.50
IV
46.7%
B/E move
9.0%
Puts
Pseudo strike
31.10
IV
36.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
31.87
IV
44.1%
B/E move
7.5%
Puts
Pseudo strike
31.62
IV
37.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
31.25
IV
41.5%
B/E move
5.9%
Puts
Pseudo strike
32.14
IV
38.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
30.62
IV
38.9%
B/E move
4.4%
Puts
Pseudo strike
32.67
IV
39.7%
B/E move
2.9%

65Δ

Calls
Pseudo strike
30.00
IV
36.3%
B/E move
2.8%
Puts
Pseudo strike
33.19
IV
40.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
28.92
IV
44.0%
B/E move
2.5%
Puts
Pseudo strike
33.71
IV
41.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
27.84
IV
51.7%
B/E move
2.2%
Puts
Pseudo strike
34.23
IV
42.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
26.77
IV
59.3%
B/E move
2.0%
Puts
Pseudo strike
34.76
IV
43.5%
B/E move
1.0%

Options history

No recorded observations