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News Corporation Class A Common Stock NWSA

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-13T01:31:48.599Z

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 · 2026-11-12T21:23:33.83725756Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:31:48.178759+00:00

Share price$26.27
1D-0.8%
AH$26.22$26.39$26.56$26.74$26.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNWSA
Sold putSold callAH

News Corporation Class A Common Stock options

Live interpolated NWSA call and put midpoint premiums by absolute delta.News Corporation Class A Common Stock$1.04$1.40$1.77$2.13$2.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICENWSA PRICE$1.07$1.07$1.07$1.13$1.21$1.29$1.37$1.45$1.53$1.61$1.69$1.96$2.40
Puts——
CallsExpensive3.78×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.54306.2%66.0%
25Δ34.55220.3%35.6%
30Δ31.14169.8%22.6%
35Δ29.59145.6%16.9%
40Δ28.98134.4%14.9%
45Δ28.36123.3%12.9%
50Δ27.75112.1%10.8%
55Δ27.13101.0%8.8%
60Δ26.5289.8%6.8%
65Δ25.9078.6%4.7%
70Δ25.2967.5%2.7%
75Δ24.7262.0%1.6%
80Δ24.2061.6%1.2%

20Δ

Calls
Pseudo strike
42.54
IV
306.2%
B/E move
66.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.55
IV
220.3%
B/E move
35.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
31.14
IV
169.8%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
29.59
IV
145.6%
B/E move
16.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
28.98
IV
134.4%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
28.36
IV
123.3%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.75
IV
112.1%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
27.13
IV
101.0%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
26.52
IV
89.8%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.90
IV
78.6%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.29
IV
67.5%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.72
IV
62.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.20
IV
61.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.81%
Daily EOD
NWSA33.8%36.5%39.2%2026-10-19: 34.53%2026-10-20: 34.39%2026-10-21: 36.01%2026-10-22: 34.51%2026-10-23: 34.21%2026-10-26: 38.29%2026-10-27: 38.72%2026-10-28: 37.62%2026-10-29: 35.97%2026-10-30: 38.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.53%
34.39%
36.01%
34.51%
34.21%
38.29%
38.72%
37.62%
35.97%
38.81%