FOX Moves

Fox Corporation Class B Common FOX 59.99 -1.63 -2.65%

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Expected move

November 05, 2026 close · $60.04

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$0.93	$59.11 – $60.97	$58.92 – $61.16	$58.05 – $62.03
2 sessions	±2.1% ±$1.29	$58.75 – $61.33	$58.47 – $61.61	$57.25 – $62.83
3 sessions	±2.7% ±$1.63	$58.41 – $61.67	$58.09 – $61.99	$56.57 – $63.51
1 week	±3.5% ±$2.07	$57.97 – $62.11	$57.51 – $62.57	$55.63 – $64.45
2 weeks	±4.8% ±$2.91	$57.13 – $62.95	$56.45 – $63.63	$53.84 – $66.24
3 weeks	±6.0% ±$3.60	$56.44 – $63.64	$55.57 – $64.51	$52.44 – $67.64
1 month	±7.1% ±$4.29	$55.75 – $64.33	$54.69 – $65.39	$50.96 – $69.12

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

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

Earnings: priced against what happened

Average implied move

±7.02%

Average actual move

3.75%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2025	±7.02%	-3.75%	0.53×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →