Symbol:    
(New) News Corporation Class B Common Stock 
Options Root:  Open Help    NWS  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days22.40%12.39%14.26%42.80% - 15-Aug8.94% - 15-Jul
20 days18.81%12.67%20.38%34.68% - 27-Aug10.87% - 02-May
30 days20.32%15.91%19.13%30.61% - 19-Sep11.67% - 03-May
  IMPLIED VOLATILITY Open Help
IV Index call Open Help27.51%22.98%24.37%N/A - N/AN/A - N/A
IV Index put Open Help25.71%22.23%22.40%N/A - N/AN/A - N/A
IV Index mean Open Help26.61%22.61%23.39%N/A - N/AN/A - N/A
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days58.49%41.73%69.61%83.65% - 29-Jan-0.27% - 22-Nov
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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
41.92%30.90% 0.2897-0.10
(-21.05)
0.375Feb 21, 2020 15.0251.1750.38
(46.88)
1.1750-69.30%41.92%
27.51%29.09% 0.2500-0.07
(-23.08)
0.250Mar 20, 2020 15.0531.1750.17
(17.50)
1.1750-73.83%25.71%
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