NWSA · Expected Move
News Corporation Class A Common Stock
The expected move for NWSA 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).
NWSA 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 NWSA Expected Move
30-Day Straddle
$2.77
7-Day Straddle
$2.32
30-Day ATM IV
40.6%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to NWSA'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.
NWSA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $2.77 | $2.32 | 40.6% | 38% |
| 20261112 | $2.65 | $1.80 | 40.8% | 38% |
| 20261111 | $2.45 | $2.25 | 38.2% | 31% |
| 20261110 | $2.97 | $2.42 | 38.7% | 32% |
| 20261109 | $2.85 | $2.08 | 35.6% | 23% |
| 20261106 | $3.12 | $2.72 | 38.3% | 31% |
| 20261105 | $3.65 | $3.22 | 50.4% | 66% |
| 20261104 | $3.02 | $3.02 | 49.7% | 64% |
| 20261103 | $2.12 | $2.12 | 43.7% | 47% |
| 20261102 | $2.02 | $2.02 | 35.1% | 22% |
| 20261030 | $2.35 | $2.35 | 40.3% | 37% |
| 20261029 | $2.30 | $2.30 | 36.3% | 25% |
| 20261028 | $2.35 | $2.35 | 39.1% | 33% |
| 20261027 | $2.83 | $2.83 | 39.9% | 36% |
| 20261026 | $2.83 | $2.83 | 40.1% | 36% |
| 20261023 | $2.52 | $2.52 | 35.7% | 24% |
| 20261022 | $2.55 | $2.55 | 36.8% | 27% |
| 20261021 | $2.38 | $2.38 | 34.2% | 19% |
| 20261020 | $2.60 | $2.60 | 36.6% | 26% |
| 20261019 | $2.83 | $2.83 | 39.9% | 36% |
| 20261016 | $2.50 | $1.07 | 33.8% | 18% |
| 20261015 | $2.70 | $0.45 | 35.9% | 24% |
| 20261014 | $2.50 | $0.72 | 33.9% | 18% |
| 20261013 | $2.40 | $1.02 | 34.4% | 20% |
| 20261012 | $2.40 | $2.15 | 31.7% | 12% |
| 20261009 | $2.75 | $1.85 | 35.9% | 24% |
| 20261008 | $2.83 | $2.20 | 36.5% | 26% |
| 20261007 | $2.77 | $1.65 | 33.2% | 16% |
| 20261006 | $3.00 | $1.68 | 33.9% | 18% |
| 20261005 | $3.00 | $2.00 | 36.4% | 26% |
| 20261002 | $2.05 | $2.05 | 33.1% | 16% |
| 20261001 | $1.82 | $1.82 | 39.3% | 34% |
| 20260930 | $2.45 | $2.45 | 36.9% | 27% |
| 20260929 | $2.12 | $2.12 | 34.8% | 21% |
| 20260928 | $2.23 | $2.23 | 38.1% | 31% |
| 20260925 | $2.15 | $2.15 | 34.5% | 20% |
| 20260924 | $2.23 | $2.23 | 34.4% | 20% |
| 20260923 | $2.25 | $2.25 | 40.8% | 28% |
| 20260922 | $1.68 | $1.68 | 31.9% | 9% |
| 20260921 | $1.57 | $1.57 | 28.2% | 1% |
| 20260918 | $2.17 | $1.35 | 33.6% | 13% |
| 20260917 | $2.70 | $0.93 | 42.8% | 33% |
| 20260916 | $2.80 | $0.98 | 40.4% | 28% |
| 20260915 | $2.35 | $1.92 | 33.3% | 12% |
| 20260914 | $2.70 | $1.43 | 37.8% | 22% |
| 20260911 | $2.55 | $1.35 | 36.2% | 19% |
| 20260910 | $2.58 | $1.82 | 36.4% | 19% |
| 20260909 | $2.05 | $2.20 | 33.6% | 13% |
| 20260908 | $2.88 | $2.05 | 61.4% | 73% |
| 20260904 | $2.83 | $2.23 | 38.9% | 24% |
| 20260903 | $2.10 | $2.33 | 30.3% | 6% |
| 20260902 | $1.83 | $1.83 | 27.7% | 0% |
| 20260901 | $1.57 | $1.57 | 33.4% | 11% |
| 20260831 | $1.95 | $1.95 | 34.1% | 13% |
| 20260828 | $2.80 | $2.80 | 38.3% | 22% |
| 20260827 | $2.95 | $2.95 | 47.1% | 41% |
| 20260826 | $2.20 | $2.20 | 34.1% | 13% |
| 20260825 | $2.17 | $2.17 | 37.8% | 21% |
| 20260824 | $2.08 | $2.08 | 29.2% | 2% |
| 20260821 | $2.10 | $1.23 | 31.2% | 7% |
More on NWSA
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.