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
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current NWSA Expected Move
30-Day Straddle
$2.12
7-Day Straddle
$2.12
Avg IV
112.6%
IV Rank
76%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $2.12 | $2.12 | 112.6% | 76% |
| 20260928 | $2.23 | $2.23 | 110.2% | 74% |
| 20260925 | $2.15 | $2.15 | 98.7% | 61% |
| 20260924 | $2.23 | $2.23 | 109.2% | 73% |
| 20260923 | $2.25 | $2.25 | 123.1% | 88% |
| 20260922 | $1.68 | $1.68 | 96.7% | 59% |
| 20260921 | $1.57 | $1.57 | 117.3% | 81% |
| 20260918 | $2.17 | $1.35 | 100.2% | 63% |
| 20260917 | $2.70 | $0.93 | 101.5% | 64% |
| 20260916 | $2.80 | $0.98 | 111.1% | 75% |
| 20260915 | $2.35 | $1.92 | 103.1% | 66% |
| 20260914 | $2.70 | $1.43 | 86.9% | 49% |
| 20260911 | $2.55 | $1.35 | 94.9% | 57% |
| 20260910 | $2.58 | $1.82 | 81.3% | 43% |
| 20260909 | $2.05 | $2.20 | 85.7% | 47% |
| 20260908 | $2.88 | $2.05 | 92.7% | 55% |
| 20260904 | $2.83 | $2.23 | 88.3% | 50% |
| 20260903 | $2.10 | $2.33 | 77.9% | 39% |
| 20260902 | $1.83 | $1.83 | 134.5% | 100% |
| 20260901 | $1.57 | $1.57 | 106.8% | 75% |
| 20260831 | $1.95 | $1.95 | 92.6% | 59% |
| 20260828 | $2.80 | $2.80 | 107.2% | 76% |
| 20260827 | $2.95 | $2.95 | 109.1% | 78% |
| 20260826 | $2.20 | $2.20 | 93.3% | 60% |
| 20260825 | $2.17 | $2.17 | 66.5% | 29% |
| 20260824 | $2.08 | $2.08 | 74.1% | 38% |
| 20260821 | $2.10 | $1.23 | 79.9% | 44% |
| 20260820 | $2.17 | $0.70 | 65.4% | 27% |
| 20260819 | $2.27 | $1.70 | 77.5% | 41% |
| 20260818 | $2.08 | $0.88 | 75.7% | 39% |
| 20260817 | $3.05 | $1.58 | 78.1% | 42% |
| 20260814 | $2.85 | $1.77 | 68.3% | 31% |
| 20260813 | $3.25 | $1.82 | 51.5% | 11% |
| 20260812 | $2.23 | $1.95 | 63.8% | 26% |
| 20260811 | $3.50 | $2.02 | 59.9% | 21% |
| 20260810 | $2.85 | $2.30 | 55.0% | 15% |
| 20260806 | $2.62 | $1.80 | 41.7% | 0% |
| 20260805 | $2.83 | $2.83 | 110.8% | 78% |
| 20260804 | $4.38 | $4.38 | 92.4% | 55% |
| 20260803 | $2.83 | $2.83 | 101.4% | 66% |
| 20260731 | $3.17 | $3.17 | 96.8% | 60% |
| 20260730 | $2.75 | $2.75 | 97.6% | 61% |
| 20260729 | $2.50 | $2.50 | 99.9% | 64% |
| 20260728 | $3.28 | $3.28 | 73.3% | 30% |
| 20260727 | $4.15 | $4.15 | 81.2% | 40% |
| 20260724 | $3.03 | $3.03 | 65.0% | 20% |
| 20260723 | $3.65 | $3.65 | 84.5% | 44% |
| 20260722 | $3.98 | $3.98 | 85.7% | 46% |
| 20260721 | $3.20 | $3.20 | 81.9% | 41% |
| 20260720 | $3.70 | $3.70 | 82.7% | 42% |
| 20260716 | $2.95 | $3.10 | 51.3% | 2% |
| 20260715 | $4.18 | $2.20 | 67.7% | 23% |
| 20260714 | $4.20 | $2.15 | 61.3% | 15% |
| 20260713 | $4.38 | $2.45 | 76.3% | 34% |
| 20260710 | $4.32 | $3.80 | 72.5% | 29% |
| 20260709 | $3.95 | $3.12 | 52.1% | 3% |
| 20260708 | $3.03 | $2.45 | 60.4% | 14% |
| 20260707 | $3.35 | $2.73 | 65.9% | 21% |
| 20260706 | $3.23 | $2.67 | 56.1% | 8% |
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.