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News Corporation Class A Common Stock NWSA

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Market datapartial · fetched 2026-10-22T23:51:29.446Z

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 · 2026-10-22T22:48:37.394778449Z

FundamentalsAlpha Vantage · unavailable

Share price$31.05
1D+1.7%
AH$30.52$30.67$30.82$30.97$31.125:30 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$0.40$1.98$3.55$5.13$6.70$25.96$28.51$31.05$33.59$36.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWSA spot · $31.05NWSA PRICE$0.57$0.62$0.77$0.93$1.08$1.23$1.38$1.53$1.68$1.83$2.65$3.75$4.84$0.71$0.70$0.68$0.84$1.25$1.66$2.07$2.47$2.88$3.29$3.70$4.11$6.24
PutsExpensive2.03×
CallsExpensive1.84×
SkewNeutral-0.01 pp
Implied moveBearish±$3.44
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5367.0%22.7%26.2375.3%17.8%
25Δ34.8151.1%14.1%27.6859.3%13.1%
30Δ34.2349.2%12.7%29.1443.3%8.4%
35Δ33.6547.3%11.4%30.2334.5%5.4%
40Δ33.0745.5%10.0%30.7836.2%4.9%
45Δ32.4943.6%8.6%31.3437.9%4.4%
50Δ31.9141.7%7.2%31.8939.6%3.9%
55Δ31.3339.9%5.8%32.4541.3%3.5%
60Δ30.7538.0%4.4%33.0043.0%3.0%
65Δ30.1736.1%3.1%33.5644.7%2.5%
70Δ29.1741.9%2.5%34.1146.4%2.0%
75Δ28.0050.7%2.2%34.6748.2%1.6%
80Δ26.8359.5%2.0%36.8861.5%1.3%

20Δ

Calls
Pseudo strike
37.53
IV
67.0%
B/E move
22.7%
Puts
Pseudo strike
26.23
IV
75.3%
B/E move
17.8%

25Δ

Calls
Pseudo strike
34.81
IV
51.1%
B/E move
14.1%
Puts
Pseudo strike
27.68
IV
59.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
34.23
IV
49.2%
B/E move
12.7%
Puts
Pseudo strike
29.14
IV
43.3%
B/E move
8.4%

35Δ

Calls
Pseudo strike
33.65
IV
47.3%
B/E move
11.4%
Puts
Pseudo strike
30.23
IV
34.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
33.07
IV
45.5%
B/E move
10.0%
Puts
Pseudo strike
30.78
IV
36.2%
B/E move
4.9%

45Δ

Calls
Pseudo strike
32.49
IV
43.6%
B/E move
8.6%
Puts
Pseudo strike
31.34
IV
37.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
31.91
IV
41.7%
B/E move
7.2%
Puts
Pseudo strike
31.89
IV
39.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
31.33
IV
39.9%
B/E move
5.8%
Puts
Pseudo strike
32.45
IV
41.3%
B/E move
3.5%

60Δ

Calls
Pseudo strike
30.75
IV
38.0%
B/E move
4.4%
Puts
Pseudo strike
33.00
IV
43.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
30.17
IV
36.1%
B/E move
3.1%
Puts
Pseudo strike
33.56
IV
44.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
29.17
IV
41.9%
B/E move
2.5%
Puts
Pseudo strike
34.11
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
28.00
IV
50.7%
B/E move
2.2%
Puts
Pseudo strike
34.67
IV
48.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
26.83
IV
59.5%
B/E move
2.0%
Puts
Pseudo strike
36.88
IV
61.5%
B/E move
1.3%

Options history

No recorded observations