FOX (Fox Corporation Class B Common Stock)

Expected Move & Straddle Price History

The expected move for FOX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current FOX Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
Avg IV
0.8%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to FOX's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
FOX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $3.40 $3.40 0.8% 52%
20260924 $4.25 $4.25 0.7% 36%
20260923 $3.30 $3.30 0.7% 39%
20260922 $4.45 $4.45 0.8% 50%
20260921 $4.15 $4.15 0.7% 44%
20260918 $4.22 $2.67 0.6% 21%
20260917 $4.65 $1.68 0.7% 43%
20260916 $4.30 $1.30 0.7% 35%
20260915 $5.20 $1.62 0.7% 40%
20260914 $4.67 $2.38 0.5% 14%
20260911 $5.28 $2.60 0.6% 27%
20260910 $4.85 $3.32 0.5% 13%
20260909 $5.25 $3.33 0.6% 27%
20260908 $4.72 $2.40 0.6% 24%
20260904 $5.40 $2.25 0.6% 27%
20260903 $5.10 $2.75 0.5% 17%
20260902 $2.77 $2.77 0.9% 65%
20260901 $2.80 $2.80 0.8% 50%
20260831 $3.08 $3.08 0.9% 63%
20260828 $3.42 $3.42 0.8% 50%
20260827 $3.52 $3.52 0.7% 46%
20260826 $3.98 $3.98 0.6% 25%
20260825 $4.05 $4.05 0.4% 2%
20260824 $4.08 $4.08 0.7% 34%
20260821 $4.42 $1.25 0.6% 30%
20260820 $4.60 $1.50 0.7% 37%
20260819 $3.88 $2.50 0.7% 36%
20260818 $4.75 $2.17 0.7% 40%
20260817 $4.53 $1.50 0.6% 27%
20260814 $4.85 $2.12 0.5% 10%
20260813 $6.15 $3.10 0.5% 6%
20260812 $5.12 $2.00 0.5% 4%
20260811 $4.47 $2.08 0.6% 21%
20260810 $4.78 $2.85 0.5% 16%
20260806 $5.65 $3.92 0.4% 0%
20260805 $4.60 $4.60 1.0% 82%
20260804 $4.85 $4.85 0.9% 58%
20260803 $4.10 $4.10 0.9% 66%
20260731 $6.00 $6.00 0.9% 60%
20260730 $4.30 $4.30 0.8% 47%
20260729 $5.20 $5.20 0.7% 25%
20260728 $4.90 $4.90 0.8% 49%
20260727 $5.97 $5.97 0.8% 51%
20260724 $4.57 $4.57 0.8% 40%
20260723 $5.03 $5.03 0.8% 42%
20260722 $4.72 $4.72 0.8% 43%
20260721 $5.78 $5.78 0.7% 36%
20260720 $4.95 $4.95 0.8% 48%
20260716 $5.93 $1.43 0.7% 27%
20260715 $5.03 $1.45 0.6% 20%
20260714 $5.20 $2.38 0.6% 20%
20260713 $5.83 $2.55 0.7% 27%
20260710 $4.82 $2.90 0.6% 14%
20260709 $6.10 $3.95 0.5% 3%
20260708 $7.22 $4.12 0.7% 26%
20260707 $4.95 $3.33 0.7% 26%
20260706 $5.47 $2.85 0.6% 18%
20260702 $3.15 $3.15 1.1% 100%
20260701 $3.50 $3.50 1.1% 89%