Open
⌘K
Sign in Sign up

Fox Corporation Class A Common FOXA 67.67 -1.98 -2.84%

Previous-day view · Thu Nov 5 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

November 05, 2026 close · $67.82
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.15 $66.67 – $68.97 $66.45 – $69.19 $65.36 – $70.28
2 sessions ±2.3% ±$1.59 $66.23 – $69.41 $65.89 – $69.75 $64.39 – $71.25
3 sessions ±3.0% ±$2.00 $65.82 – $69.82 $65.43 – $70.21 $63.55 – $72.09
1 week ±3.8% ±$2.54 $65.28 – $70.36 $64.71 – $70.93 $62.40 – $73.24
2 weeks ±5.3% ±$3.57 $64.25 – $71.39 $63.40 – $72.24 $60.20 – $75.44
3 weeks ±6.5% ±$4.42 $63.40 – $72.24 $62.32 – $73.32 $58.47 – $77.17
1 month ±7.8% ±$5.27 $62.55 – $73.09 $61.24 – $74.40 $56.65 – $78.99
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
±5.21%
Average actual move
4.40%
Beyond the implied move
1 / 3
Median IV change
-25.10%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±5.31% -3.67% 0.69× 42.3% → 31.7%
May 12, 2025 ±5.42% +4.34% 0.80× 40.1% → 31.7%
February 04, 2025 ±4.91% +5.18% 1.05× 40.2% → 26.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →