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Fox Corporation Class B Common Stock FOX

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-03T14:43:18.259Z

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 · 2026-11-03T14:43:10.596985501Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T14:43:15.993492+00:00

Share price$56.87
1D+0.8%
$56.00$56.19$56.38$56.57$56.765:30 AM6:30 AM9:00 AM1:00 PMFOX
Sold putSold call

Fox Corporation Class B Common Stock options

Live interpolated FOX call and put midpoint premiums by absolute delta.Fox Corporation Class B Common Stock$0.27$2.22$4.17$6.12$8.07$50.03$53.67$57.31$60.96$64.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOX spot · $56.87FOX PRICE$0.48$0.55$0.65$0.75$0.84$0.94$1.04$1.13$1.23$1.33$1.43$1.52$1.62$0.67$0.84$1.01$1.28$1.67$2.07$2.47$2.86$3.26$3.65$4.13$5.82$7.51
PutsFair1.04×
CallsCheap0.47×
SkewBearish+20.01 pp
Implied moveBearish±$3.50
TiltBearish46.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.7538.7%9.4%52.0247.3%9.7%
25Δ59.9131.2%6.3%53.1944.3%7.9%
30Δ59.5529.6%5.9%54.3641.4%6.2%
35Δ59.2028.1%5.4%55.3040.0%5.0%
40Δ58.8526.5%5.0%55.9840.5%4.5%
45Δ58.4925.0%4.5%56.6640.9%4.0%
50Δ58.1423.5%4.1%57.3441.4%3.5%
55Δ57.7821.9%3.6%58.0141.8%3.0%
60Δ57.4320.4%3.1%58.6942.3%2.5%
65Δ57.0718.8%2.7%59.3742.7%2.0%
70Δ56.7217.3%2.2%60.1243.5%1.6%
75Δ56.3715.8%1.8%61.9449.4%1.3%
80Δ56.0114.2%1.3%63.7755.4%1.1%

20Δ

Calls
Pseudo strike
61.75
IV
38.7%
B/E move
9.4%
Puts
Pseudo strike
52.02
IV
47.3%
B/E move
9.7%

25Δ

Calls
Pseudo strike
59.91
IV
31.2%
B/E move
6.3%
Puts
Pseudo strike
53.19
IV
44.3%
B/E move
7.9%

30Δ

Calls
Pseudo strike
59.55
IV
29.6%
B/E move
5.9%
Puts
Pseudo strike
54.36
IV
41.4%
B/E move
6.2%

35Δ

Calls
Pseudo strike
59.20
IV
28.1%
B/E move
5.4%
Puts
Pseudo strike
55.30
IV
40.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
58.85
IV
26.5%
B/E move
5.0%
Puts
Pseudo strike
55.98
IV
40.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
58.49
IV
25.0%
B/E move
4.5%
Puts
Pseudo strike
56.66
IV
40.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
58.14
IV
23.5%
B/E move
4.1%
Puts
Pseudo strike
57.34
IV
41.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
57.78
IV
21.9%
B/E move
3.6%
Puts
Pseudo strike
58.01
IV
41.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
57.43
IV
20.4%
B/E move
3.1%
Puts
Pseudo strike
58.69
IV
42.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
57.07
IV
18.8%
B/E move
2.7%
Puts
Pseudo strike
59.37
IV
42.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
56.72
IV
17.3%
B/E move
2.2%
Puts
Pseudo strike
60.12
IV
43.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
56.37
IV
15.8%
B/E move
1.8%
Puts
Pseudo strike
61.94
IV
49.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
56.01
IV
14.2%
B/E move
1.3%
Puts
Pseudo strike
63.77
IV
55.4%
B/E move
1.1%

Options history

IV · four-Friday blend39.13%
Daily close
FOX31.5%37.4%43.2%2026-08-05: 42.42%2026-08-06: 39.57%2026-08-07: 36.74%2026-08-10: 38.86%2026-08-21: 34.02%2026-08-24: 34.93%2026-08-26: 32.94%2026-08-27: 32.32%2026-08-28: 33.78%2026-08-31: 34.31%2026-09-01: 36.15%2026-09-02: 33.25%2026-09-03: 34.56%2026-09-18: 33.51%2026-09-21: 33.74%2026-09-22: 33.65%2026-09-23: 34.53%2026-09-24: 35.51%2026-09-25: 33.78%2026-09-29: 35.83%2026-10-01: 33.10%2026-10-16: 34.82%2026-10-19: 35.16%2026-10-20: 35.69%2026-10-21: 34.47%2026-10-22: 35.08%2026-10-23: 33.83%2026-10-26: 36.38%2026-10-27: 37.68%2026-10-28: 38.08%2026-10-29: 38.33%2026-10-30: 39.13%Aug 5Sep 22Oct 30
32 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
42.42%
39.57%
36.74%
38.86%
34.02%
34.93%
32.94%
32.32%
33.78%
34.31%
36.15%
33.25%
34.56%
33.51%
33.74%
33.65%
34.53%
35.51%
33.78%
35.83%
33.10%
34.82%
35.16%
35.69%
34.47%
35.08%
33.83%
36.38%
37.68%
38.08%
38.33%
39.13%