FOXA · Expected Move
Fox Corporation Class A Common Stock
The expected move for FOXA 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).
FOXA 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 FOXA Expected Move
30-Day Straddle
$6.05
7-Day Straddle
$3.46
30-Day ATM IV
39.2%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to FOXA'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.
FOXA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $6.05 | $3.46 | 39.2% | 60% |
| 20261106 | $6.65 | $4.38 | 37.5% | 49% |
| 20261105 | $7.08 | $4.07 | 36.8% | 45% |
| 20261104 | $3.95 | $3.95 | 34.3% | 30% |
| 20261103 | $4.85 | $4.85 | 37.7% | 51% |
| 20261102 | $4.95 | $4.95 | 39.5% | 61% |
| 20261030 | $5.72 | $5.72 | 40.6% | 68% |
| 20261029 | $5.38 | $5.38 | 40.0% | 65% |
| 20261028 | $5.53 | $5.53 | 39.5% | 61% |
| 20261027 | $5.50 | $5.50 | 39.9% | 64% |
| 20261026 | $5.95 | $5.95 | 41.2% | 72% |
| 20261023 | $6.33 | $6.33 | 40.0% | 64% |
| 20261022 | $6.93 | $6.93 | 40.5% | 67% |
| 20261021 | $5.75 | $5.75 | 38.3% | 57% |
| 20261020 | $6.53 | $6.53 | 39.5% | 64% |
| 20261019 | $5.97 | $5.97 | 38.7% | 59% |
| 20261016 | $5.90 | $1.35 | 37.2% | 51% |
| 20261015 | $6.00 | $1.45 | 36.1% | 45% |
| 20261014 | $6.18 | $2.33 | 37.2% | 51% |
| 20261013 | $6.28 | $3.00 | 34.9% | 38% |
| 20261012 | $6.40 | $2.90 | 37.2% | 51% |
| 20261009 | $6.43 | $3.52 | 36.6% | 51% |
| 20261008 | $5.95 | $2.80 | 34.2% | 39% |
| 20261007 | $6.12 | $3.28 | 33.6% | 36% |
| 20261006 | $6.47 | $3.40 | 37.1% | 54% |
| 20261005 | $6.53 | $3.25 | 34.4% | 40% |
| 20261002 | $3.95 | $3.95 | 35.2% | 44% |
| 20261001 | $3.90 | $3.90 | 35.2% | 44% |
| 20260930 | $3.95 | $3.95 | 35.2% | 44% |
| 20260929 | $4.10 | $4.10 | 35.1% | 44% |
| 20260928 | $4.10 | $4.10 | 33.2% | 34% |
| 20260925 | $4.28 | $4.28 | 35.2% | 44% |
| 20260924 | $4.10 | $4.10 | 34.2% | 39% |
| 20260923 | $4.05 | $4.05 | 32.8% | 32% |
| 20260922 | $4.47 | $4.47 | 34.5% | 41% |
| 20260921 | $4.35 | $4.35 | 33.4% | 35% |
| 20260918 | $4.53 | $1.65 | 32.1% | 28% |
| 20260917 | $4.25 | $1.43 | 29.3% | 13% |
| 20260916 | $6.05 | $1.65 | 37.4% | 56% |
| 20260915 | $5.08 | $2.95 | 33.7% | 37% |
| 20260914 | $4.38 | $3.32 | 30.2% | 18% |
| 20260911 | $5.30 | $3.22 | 32.0% | 28% |
| 20260910 | $6.12 | $3.40 | 38.1% | 59% |
| 20260909 | $6.20 | $2.75 | 37.3% | 55% |
| 20260908 | $5.78 | $3.45 | 34.9% | 43% |
| 20260904 | $5.83 | $4.17 | 34.5% | 41% |
| 20260903 | $6.03 | $3.95 | 32.4% | 30% |
| 20260902 | $4.35 | $4.35 | 33.4% | 35% |
| 20260901 | $4.97 | $4.97 | 36.1% | 49% |
| 20260831 | $4.70 | $4.70 | 33.3% | 34% |
| 20260828 | $4.50 | $4.50 | 32.9% | 32% |
| 20260827 | $4.95 | $4.95 | 34.7% | 41% |
| 20260826 | $4.65 | $4.65 | 31.9% | 27% |
| 20260825 | $4.75 | $4.75 | 32.3% | 29% |
| 20260824 | $4.53 | $4.53 | 32.8% | 32% |
| 20260821 | $5.43 | $1.20 | 33.7% | 37% |
| 20260820 | $5.72 | $2.60 | 34.6% | 41% |
| 20260819 | $5.03 | $2.60 | 33.3% | 34% |
| 20260818 | $5.38 | $2.15 | 33.5% | 36% |
| 20260817 | $5.28 | $1.50 | 31.9% | 27% |
More on FOXA
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.