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News Corp A NWSA

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-23T00:42:19.218Z

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 · 2026-10-22T23:59:14.019841023Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:42:18.774975+00:00

Share price$31.06
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 Corp A options

Live interpolated NWSA call and put midpoint premiums by absolute delta.News Corp A$0.40$2.03$3.66$5.29$6.91$25.95$28.49$31.04$33.58$36.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWSA spot · $31.06NWSA PRICE$0.57$0.62$0.77$0.92$1.07$1.22$1.38$1.53$1.68$1.83$2.61$3.71$4.80$0.71$0.70$0.68$0.85$1.26$1.67$2.08$2.49$2.90$3.31$3.71$4.12$6.44
PutsExpensive2.04×
CallsExpensive1.83×
SkewBearish+0.48 pp
Implied moveBearish±$3.45
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5467.1%22.7%26.2475.3%17.8%
25Δ34.8151.0%14.1%27.7059.2%13.1%
30Δ34.2449.1%12.7%29.1643.1%8.3%
35Δ33.6647.3%11.3%30.2434.7%5.4%
40Δ33.0845.4%10.0%30.8036.4%4.9%
45Δ32.5043.5%8.6%31.3538.1%4.4%
50Δ31.9241.6%7.2%31.9139.9%4.0%
55Δ31.3439.7%5.8%32.4741.6%3.5%
60Δ30.7737.9%4.4%33.0243.3%3.0%
65Δ30.1936.0%3.1%33.5845.1%2.5%
70Δ29.2141.3%2.5%34.1446.8%2.1%
75Δ28.0450.1%2.2%34.6948.5%1.6%
80Δ26.8758.8%2.0%37.0763.1%1.4%

20Δ

Calls
Pseudo strike
37.54
IV
67.1%
B/E move
22.7%
Puts
Pseudo strike
26.24
IV
75.3%
B/E move
17.8%

25Δ

Calls
Pseudo strike
34.81
IV
51.0%
B/E move
14.1%
Puts
Pseudo strike
27.70
IV
59.2%
B/E move
13.1%

30Δ

Calls
Pseudo strike
34.24
IV
49.1%
B/E move
12.7%
Puts
Pseudo strike
29.16
IV
43.1%
B/E move
8.3%

35Δ

Calls
Pseudo strike
33.66
IV
47.3%
B/E move
11.3%
Puts
Pseudo strike
30.24
IV
34.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
33.08
IV
45.4%
B/E move
10.0%
Puts
Pseudo strike
30.80
IV
36.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
32.50
IV
43.5%
B/E move
8.6%
Puts
Pseudo strike
31.35
IV
38.1%
B/E move
4.4%

50Δ

Calls
Pseudo strike
31.92
IV
41.6%
B/E move
7.2%
Puts
Pseudo strike
31.91
IV
39.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
31.34
IV
39.7%
B/E move
5.8%
Puts
Pseudo strike
32.47
IV
41.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
30.77
IV
37.9%
B/E move
4.4%
Puts
Pseudo strike
33.02
IV
43.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
30.19
IV
36.0%
B/E move
3.1%
Puts
Pseudo strike
33.58
IV
45.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
29.21
IV
41.3%
B/E move
2.5%
Puts
Pseudo strike
34.14
IV
46.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
28.04
IV
50.1%
B/E move
2.2%
Puts
Pseudo strike
34.69
IV
48.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
26.87
IV
58.8%
B/E move
2.0%
Puts
Pseudo strike
37.07
IV
63.1%
B/E move
1.4%

Options history

No recorded observations