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News Corporation Class A Common NWSA 26.39 -0.09 -0.36%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for NWSA.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.80%
Average actual move
0.48%
Beyond the implied move
0 / 1
Median IV change
-42.20%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±5.80% +0.48% 0.08× 41.3% → 23.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →