FOX · Expected Move
Fox Corporation Class B Common Stock
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).
FOX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FOX Expected Move
30-Day Straddle
$6.60
7-Day Straddle
$4.62
30-Day ATM IV
42.9%
IV Rank
67%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $6.60 | $4.62 | 42.9% | 67% |
| 20261106 | $6.05 | $3.85 | 38.7% | 48% |
| 20261105 | $6.30 | $3.85 | 38.9% | 49% |
| 20261104 | $4.47 | $4.47 | 39.2% | 50% |
| 20261103 | $3.92 | $3.92 | 35.7% | 35% |
| 20261102 | $3.80 | $3.80 | 39.5% | 52% |
| 20261030 | $5.35 | $5.35 | 43.0% | 67% |
| 20261029 | $5.57 | $5.57 | 44.6% | 75% |
| 20261028 | $4.72 | $4.72 | 39.9% | 54% |
| 20261027 | $5.68 | $5.68 | 41.7% | 62% |
| 20261026 | $5.08 | $5.08 | 39.4% | 51% |
| 20261023 | $5.15 | $5.15 | 39.1% | 50% |
| 20261022 | $5.85 | $5.85 | 41.5% | 61% |
| 20261021 | $5.60 | $5.60 | 40.5% | 56% |
| 20261020 | $5.80 | $5.80 | 42.0% | 63% |
| 20261019 | $5.28 | $5.28 | 37.4% | 43% |
| 20261016 | $5.65 | $2.52 | 37.3% | 42% |
| 20261015 | $6.05 | $2.05 | 39.8% | 53% |
| 20261014 | $4.83 | $1.32 | 34.9% | 31% |
| 20261013 | $5.17 | $1.12 | 36.9% | 40% |
| 20261012 | $6.62 | $1.23 | 43.6% | 70% |
| 20261009 | $5.80 | $1.57 | 38.1% | 46% |
| 20261008 | $6.82 | $2.77 | 38.5% | 47% |
| 20261007 | $5.33 | $1.65 | 35.3% | 33% |
| 20261006 | $5.85 | $1.80 | 35.7% | 35% |
| 20261005 | $5.95 | $2.25 | 38.2% | 46% |
| 20261002 | $2.02 | $2.02 | 36.6% | 39% |
| 20261001 | $2.17 | $2.17 | 34.4% | 29% |
| 20260930 | $2.90 | $2.90 | 37.2% | 42% |
| 20260929 | $2.60 | $2.60 | 33.9% | 27% |
| 20260928 | $2.65 | $2.65 | 34.7% | 30% |
| 20260925 | $2.98 | $2.98 | 32.5% | 21% |
| 20260924 | $4.25 | $4.25 | 35.9% | 36% |
| 20260923 | $3.30 | $3.30 | 32.8% | 22% |
| 20260922 | $4.45 | $4.45 | 32.9% | 23% |
| 20260921 | $4.15 | $4.15 | 32.0% | 18% |
| 20260918 | $4.22 | $2.67 | 33.3% | 24% |
| 20260917 | $4.65 | $1.68 | 34.9% | 31% |
| 20260916 | $4.30 | $1.30 | 31.9% | 18% |
| 20260915 | $5.20 | $1.62 | 36.6% | 39% |
| 20260914 | $4.67 | $2.38 | 31.7% | 17% |
| 20260911 | $5.28 | $2.60 | 32.5% | 21% |
| 20260910 | $4.85 | $3.32 | 32.7% | 22% |
| 20260909 | $5.25 | $3.33 | 34.9% | 31% |
| 20260908 | $4.72 | $2.40 | 31.1% | 14% |
| 20260904 | $5.40 | $2.25 | 33.5% | 25% |
| 20260903 | $5.10 | $2.75 | 29.9% | 9% |
| 20260902 | $2.77 | $2.77 | 27.9% | 0% |
| 20260901 | $2.80 | $2.80 | 30.0% | 8% |
| 20260831 | $3.08 | $3.08 | 30.7% | 11% |
| 20260828 | $3.42 | $3.42 | 30.2% | 10% |
| 20260827 | $3.52 | $3.52 | 29.3% | 5% |
| 20260826 | $3.98 | $3.98 | 31.2% | 13% |
| 20260825 | $4.05 | $4.05 | 28.4% | 1% |
| 20260824 | $4.08 | $4.08 | 32.3% | 17% |
| 20260821 | $4.42 | $1.25 | 31.9% | 15% |
| 20260820 | $4.60 | $1.50 | 33.5% | 22% |
| 20260819 | $3.88 | $2.50 | 28.1% | 0% |
| 20260818 | $4.75 | $2.17 | 31.8% | 6% |
| 20260817 | $4.53 | $1.50 | 30.5% | 0% |
More on FOX
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.