NWSA Volatility Skew

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Implied Volatility Stats

Showing results for 2026-11-20(m), calls & puts

Expiration Date Avg IV

NWSA Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is NWSA's one-year implied volatility range?

Over the past year, News 30-day implied volatility ranged from 14.8% on Dec 23, 2025 to 176.9% on Jul 17, 2026.

How has NWSA implied volatility changed recently?

News 30-day implied volatility went from 36.5% on Oct 7, 2026 to 60.6% on Nov 4, 2026. See the NWSA implied volatility history for a longer view.

What is News Corporation Class A?

News Corporation is a diversified media and information services conglomerate with significant presence in the US, the UK, and Australia.

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