Symbol:    
Fox Corporation (class A) 
Options Root:  Open Help    FOXA  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days20.41%26.16%25.54%37.08% - 09-May20.41% - 24-May
20 days29.20%29.49%23.61%30.70% - 17-Apr21.97% - 01-May
30 days26.68%28.16%0.00%31.34% - 02-May26.68% - 24-May
  IMPLIED VOLATILITY Open Help
IV Index call Open Help22.02%22.88%33.76%40.66% - 02-May22.02% - 24-May
IV Index put Open Help22.04%23.15%31.87%39.89% - 02-May22.04% - 24-May
IV Index mean Open Help22.03%23.01%32.82%40.27% - 02-May22.03% - 24-May
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days16.64%11.19%N/A43.77% - 02-May8.91% - 20-May
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
23.44%72.35% 1.2500-0.10
(-7.41)
1.250Jun 07, 2019 36.0140.275-0.10
(-26.67)
0.2750-26.98%22.52%
21.68%62.28% 0.8750-0.15
(-14.63)
0.875Jun 07, 2019 36.5140.425-0.12
(-22.73)
0.4250-37.90%21.77%
20.69%49.61% 0.5750-0.15
(-20.69)
0.575Jun 07, 2019 37.0140.650-0.15
(-18.75)
0.6500-50.54%21.63%
20.96%36.83% 0.3750-0.12
(-25.00)
0.375Jun 07, 2019 37.5140.925-0.10
(-9.76)
0.9250-63.51%21.00%
22.06%70.20% 1.3500-0.15
(-10.00)
1.350Jun 14, 2019 36.0210.375-0.12
(-25.00)
0.3750-29.78%21.87%
21.09%61.00% 1.0000-0.17
(-14.89)
1.000Jun 14, 2019 36.5210.525-0.15
(-22.22)
0.5250-39.13%20.91%
20.90%50.40% 0.7250-0.15
(-17.14)
0.725Jun 14, 2019 37.0210.775-0.10
(-11.43)
0.7750-49.86%21.41%
21.35%40.09% 0.5250-0.10
(-16.00)
0.525Jun 14, 2019 37.5211.025-0.10
(-8.89)
1.0250-60.92%20.39%
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