NWS · IV Rank History

News Corporation Class B Common Stock

IV rank shows where NWS's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

NWS's 30-day at-the-money implied volatility was 38.4% as of Oct 16, 2026. Its 52-week IV rank is 54 and its IV percentile is 45%: IV was lower on 45% of the past year's sessions. Over those 52 weeks it ranged from 21.2% (Dec 18, 2025) to 52.7% (Nov 18, 2025). On the 90-session window our screeners use, the IV rank is 56.

NWS IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

NWS IV rank and implied volatility as of 2026-10-16

52-Week IV Rank
54
0 = year low, 100 = year high
IV Percentile
45%
of past-year sessions had lower IV
90-Session IV Rank
56
used by our screeners
30-Day ATM IV
38.4%
1-year average 38.6%
52-Week IV High
52.7%
2025-11-18
52-Week IV Low
21.2%
2025-12-18
History Since
2023-05-02
843 sessions

How these are measured. Implied volatility here is NWS's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means NWS options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

NWS implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 40.4% 44.8% 36.9% 64
Sep 2026 35.7% 41.9% 27.3% 50
Aug 2026 35.3% 44.1% 24.6% 46
Jul 2026 39.9% 49.2% 32.6% 60
Jun 2026 39.5% 48.6% 30.7% 59
May 2026 35.4% 49.4% 22.0% 40
Apr 2026 40.2% 51.7% 31.3% 63
Mar 2026 40.3% 48.9% 34.2% 61
Feb 2026 42.0% 48.2% 34.6% 66
Jan 2026 37.0% 42.1% 27.3% 50
Dec 2025 34.4% 48.2% 21.2% 44
Nov 2025 41.6% 52.7% 31.7% 70
Oct 2025 41.6% 48.0% 31.4% 83
Sep 2025 31.5% 36.0% 22.2% 42
Aug 2025 30.1% 38.7% 20.0% 19
Jul 2025 36.6% 40.6% 33.0% 28
Jun 2025 35.7% 42.4% 28.5% 28
May 2025 38.8% 48.1% 27.4% 36
Apr 2025 46.5% 66.2% 34.2% 58
Mar 2025 36.1% 43.8% 25.0% 48
Feb 2025 34.1% 45.7% 23.6% 26
Jan 2025 41.0% 47.9% 30.8% 41
Dec 2024 36.4% 43.0% 29.1% 26
Nov 2024 38.4% 44.2% 28.7% 30
Oct 2024 47.2% 58.6% 34.4% 62
Sep 2024 43.2% 48.9% 35.8% 52
Aug 2024 40.8% 55.9% 30.2% 45
Jul 2024 45.8% 58.6% 36.3% 64
Jun 2024 41.2% 48.8% 34.6% 44
May 2024 39.9% 49.2% 26.6% 41
Apr 2024 41.9% 55.2% 31.4% 50
Mar 2024 38.4% 51.1% 24.2% 42
Feb 2024 44.2% 62.8% 29.2% 59
Jan 2024 36.2% 44.7% 30.3% 46
Dec 2023 26.3% 35.6% 21.5% 19
Nov 2023 31.5% 53.8% 20.7% 32
Oct 2023 39.5% 56.7% 29.5% 52
Sep 2023 26.2% 43.6% 18.8% 16
Aug 2023 39.0% 57.4% 26.0% 45
Jul 2023 41.5% 58.7% 29.2% 54
Jun 2023 33.7% 56.3% 22.9% 31
May 2023 41.8% 55.8% 24.3% 74

NWS IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-16 56 38.4% —
2026-10-15 50 36.9% —
2026-10-14 73 42.6% 142.3%
2026-10-13 61 39.5% 105.3%
2026-10-12 57 38.7% 85.1%
2026-10-09 82 44.8% 69.0%
2026-10-08 58 39.0% 62.4%
2026-10-07 64 40.2% 62.4%
2026-10-06 71 42.1% 59.2%
2026-10-05 76 43.3% 46.0%
2026-10-02 54 37.8% 46.5%
2026-10-01 70 41.8% 46.1%
2026-09-30 52 36.2% 43.4%
2026-09-29 68 40.6% 43.7%
2026-09-28 55 37.0% 37.9%
2026-09-25 60 38.4% 43.9%
2026-09-24 67 40.3% —
2026-09-23 73 41.9% —
2026-09-22 57 37.4% —
2026-09-21 49 35.3% —
2026-09-18 42 33.4% —
2026-09-17 62 38.9% —
2026-09-16 51 35.8% 102.4%
2026-09-15 43 33.7% 85.9%
2026-09-14 35 31.7% 68.0%
2026-09-11 41 33.3% 55.5%
2026-09-10 47 34.8% 62.8%
2026-09-09 43 33.7% 56.2%
2026-09-08 50 35.8% 47.8%
2026-09-04 49 35.5% 42.2%

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.