NWS · Expected Move
News Corporation Class B Common Stock
The expected move for NWS 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).
NWS 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 NWS Expected Move
30-Day Straddle
$3.42
7-Day Straddle
$2.58
30-Day ATM IV
38.4%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to NWS'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.
NWS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.42 | $2.58 | 38.4% | 56% |
| 20261015 | $3.03 | $2.05 | 36.9% | 50% |
| 20261014 | $4.93 | $2.60 | 42.6% | 73% |
| 20261013 | $3.73 | $3.55 | 39.5% | 61% |
| 20261012 | $4.67 | $2.85 | 38.7% | 57% |
| 20261009 | $4.20 | $3.27 | 44.8% | 82% |
| 20261008 | $4.40 | $2.75 | 39.0% | 58% |
| 20261007 | $4.30 | $2.58 | 40.2% | 64% |
| 20261006 | $3.60 | $3.40 | 42.1% | 71% |
| 20261005 | $4.47 | $2.62 | 43.3% | 76% |
| 20261002 | $3.20 | $3.20 | 37.8% | 54% |
| 20261001 | $3.15 | $3.15 | 41.8% | 70% |
| 20260930 | $2.72 | $2.72 | 36.2% | 52% |
| 20260929 | $3.27 | $3.27 | 40.6% | 68% |
| 20260928 | $3.45 | $3.45 | 37.0% | 55% |
| 20260925 | $3.52 | $3.52 | 38.4% | 60% |
| 20260924 | $3.33 | $3.33 | 40.3% | 67% |
| 20260923 | $3.57 | $3.57 | 41.9% | 73% |
| 20260922 | $4.15 | $4.15 | 37.4% | 57% |
| 20260921 | $3.17 | $3.17 | 35.3% | 49% |
| 20260918 | $3.65 | $4.97 | 33.4% | 42% |
| 20260917 | $3.75 | $3.22 | 38.9% | 62% |
| 20260916 | $3.42 | $2.67 | 35.8% | 51% |
| 20260915 | $3.28 | $2.23 | 33.7% | 43% |
| 20260914 | $3.35 | $2.83 | 31.7% | 35% |
| 20260911 | $3.95 | $3.52 | 33.3% | 41% |
| 20260910 | $3.03 | $2.58 | 34.8% | 47% |
| 20260909 | $3.30 | $3.40 | 33.7% | 43% |
| 20260908 | $3.67 | $2.52 | 35.8% | 50% |
| 20260904 | $3.08 | $2.08 | 35.5% | 49% |
| 20260903 | $2.85 | $3.10 | 29.1% | 26% |
| 20260902 | $3.08 | $3.08 | 39.1% | 62% |
| 20260901 | $3.00 | $3.00 | 27.3% | 19% |
| 20260831 | $1.85 | $1.85 | 31.7% | 35% |
| 20260828 | $2.15 | $2.15 | 29.6% | 28% |
| 20260827 | $2.58 | $2.58 | 39.0% | 62% |
| 20260826 | $2.65 | $2.65 | 35.6% | 50% |
| 20260825 | $2.53 | $2.53 | 34.4% | 45% |
| 20260824 | $2.53 | $2.53 | 27.9% | 21% |
| 20260821 | $2.12 | $1.57 | 24.6% | 9% |
| 20260820 | $2.92 | $1.82 | 31.9% | 36% |
| 20260819 | $3.27 | $1.62 | 36.7% | 49% |
| 20260818 | $3.33 | $4.35 | 40.8% | 63% |
| 20260817 | $3.20 | $3.50 | 30.1% | 27% |
| 20260814 | $3.32 | $2.55 | 30.7% | 29% |
| 20260813 | $3.30 | $2.40 | 39.9% | 60% |
| 20260812 | $3.65 | $2.62 | 37.8% | 53% |
| 20260811 | $3.57 | $2.60 | 42.9% | 70% |
| 20260810 | $4.38 | $3.78 | 37.8% | 53% |
| 20260807 | — | — | 44.1% | 74% |
| 20260806 | $3.40 | $2.00 | 27.8% | 19% |
| 20260805 | $2.25 | $2.25 | 38.1% | 54% |
| 20260804 | $3.20 | $3.20 | 41.4% | 65% |
| 20260803 | $3.90 | $3.90 | 38.4% | 55% |
| 20260731 | $3.18 | $3.18 | 36.4% | 48% |
| 20260730 | $3.42 | $3.42 | 40.2% | 61% |
| 20260729 | $2.82 | $2.82 | 32.6% | 36% |
| 20260728 | $3.60 | $3.60 | 41.3% | 65% |
| 20260727 | $3.30 | $3.30 | 40.8% | 63% |
| 20260724 | $3.12 | $3.12 | 39.0% | 57% |
More on NWS
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.