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FOXA - Fox Corporation - Class A
Implied Volatility Analysis

Implied Volatility:
34.0%
Put/Call-Ratio:
3.51

Fox Corporation - Class A has an Implied Volatility (IV) of 34.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FOXA is 18 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for FOXA is -0.41 standard deviations away from its 1 year mean.

Market Cap$17.60B
Dividend Yield1.46% ($0.48)
Next Earnings Date8/3/2022 (34d)
Implied Volatility (IV) 30d
34.01
Implied Volatility Rank (IVR) 1y
17.70
Implied Volatility Percentile (IVP) 1y
36.73
Historical Volatility (HV) 30d
24.95
IV / HV
1.36
Open Interest
17.52K
Option Volume
266.00
Put/Call Ratio (Volume)
3.51

Data was calculated after the 6/29/2022 closing.

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