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News Corporation Class B Common Stock NWS

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-04T03:19:59.713Z

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 · 2026-11-04T00:04:02.524411364Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:19:56.964246+00:00

Share price$32.55
1D+0.1%
AH$32.01$32.12$32.24$32.35$32.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNWS
Sold putSold callAH

News Corporation Class B Common Stock options

Live interpolated NWS call and put midpoint premiums by absolute delta.News Corporation Class B Common Stock$0.42$2.81$5.19$7.57$9.96$27.12$29.77$32.43$35.08$37.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWS spot · $32.55NWS PRICE$0.68$0.72$0.77$0.95$1.18$1.40$1.63$1.86$2.08$2.31$2.54$2.76$2.99$0.75$0.81$0.96$1.14$1.32$1.49$1.67$1.85$2.03$2.21$2.38$2.56$9.27
PutsExpensive2.45×
CallsExpensive1.83×
SkewBearish+3.52 pp
Implied moveBalanced±$3.30
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7897.0%24.3%27.6097.1%17.5%
25Δ37.6480.1%17.8%29.5574.4%11.7%
30Δ35.4963.1%11.4%30.3667.0%9.7%
35Δ34.6158.4%9.2%30.8464.1%8.8%
40Δ34.1057.3%8.4%31.3161.2%7.8%
45Δ33.5956.3%7.5%31.7958.3%6.9%
50Δ33.0855.2%6.6%32.2655.5%6.0%
55Δ32.5754.1%5.8%32.7352.6%5.1%
60Δ32.0653.0%4.9%33.2149.7%4.2%
65Δ31.5551.9%4.0%33.6846.8%3.3%
70Δ31.0450.8%3.2%34.1643.9%2.4%
75Δ30.5349.7%2.3%34.6341.1%1.5%
80Δ30.0248.6%1.4%41.12109.4%2.1%

20Δ

Calls
Pseudo strike
39.78
IV
97.0%
B/E move
24.3%
Puts
Pseudo strike
27.60
IV
97.1%
B/E move
17.5%

25Δ

Calls
Pseudo strike
37.64
IV
80.1%
B/E move
17.8%
Puts
Pseudo strike
29.55
IV
74.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
35.49
IV
63.1%
B/E move
11.4%
Puts
Pseudo strike
30.36
IV
67.0%
B/E move
9.7%

35Δ

Calls
Pseudo strike
34.61
IV
58.4%
B/E move
9.2%
Puts
Pseudo strike
30.84
IV
64.1%
B/E move
8.8%

40Δ

Calls
Pseudo strike
34.10
IV
57.3%
B/E move
8.4%
Puts
Pseudo strike
31.31
IV
61.2%
B/E move
7.8%

45Δ

Calls
Pseudo strike
33.59
IV
56.3%
B/E move
7.5%
Puts
Pseudo strike
31.79
IV
58.3%
B/E move
6.9%

50Δ

Calls
Pseudo strike
33.08
IV
55.2%
B/E move
6.6%
Puts
Pseudo strike
32.26
IV
55.5%
B/E move
6.0%

55Δ

Calls
Pseudo strike
32.57
IV
54.1%
B/E move
5.8%
Puts
Pseudo strike
32.73
IV
52.6%
B/E move
5.1%

60Δ

Calls
Pseudo strike
32.06
IV
53.0%
B/E move
4.9%
Puts
Pseudo strike
33.21
IV
49.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
31.55
IV
51.9%
B/E move
4.0%
Puts
Pseudo strike
33.68
IV
46.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
31.04
IV
50.8%
B/E move
3.2%
Puts
Pseudo strike
34.16
IV
43.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
30.53
IV
49.7%
B/E move
2.3%
Puts
Pseudo strike
34.63
IV
41.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
30.02
IV
48.6%
B/E move
1.4%
Puts
Pseudo strike
41.12
IV
109.4%
B/E move
2.1%

Options history

IV · four-Friday blend41.67%
Daily EOD
NWS34.3%38.3%42.2%2026-10-19: 38.02%2026-10-20: 36.82%2026-10-21: 36.52%2026-10-22: 36.48%2026-10-23: 34.88%2026-10-26: 37.12%2026-10-27: 41.67%Oct 19Oct 22Oct 27
7 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
38.02%
36.82%
36.52%
36.48%
34.88%
37.12%
41.67%