FOX's 30 day historical volatility is 36.61%, in the 82nd percentile of readings over the past year. This is a high percentile, meaning Fox Corp shares have swung far more than usual. FOX's 30 day implied volatility sits at 39.68%, with an IV Rank of 50.40%, leaving IV 3.07 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 13, 2026.

Tracking FOX historical volatility helps you see how much Fox Corp's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, FOX's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FOX 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. FOX's 30 day historical volatility, or FOX HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FOX's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Fox Corporation operates as a news, sports, and entertainment company in the United States (U.S.). The company operates through Cable Network Programming; Television; and Other, Corporate and Eliminations segments. The Cable Network Programming segment produces and licenses news, business news, and sports content for distribution through traditional and virtual multi-channel video programming distributors (MVPDs) and other digital platforms, primarily in the U.S. It operates FOX News, a national cable news channel; FOX Business, a business news national cable channel; FS1 and FS2 multi-sport national networks; FOX Sports Racing, a video programming service that comprises motor sports programming; FOX Soccer Plus, a video programming network for live soccer and rugby competitions; FOX Deportes, a Spanish-language sports programming service; and Big Ten Network, a national video programming service.

Fox Corp

Fox Corp (FOX) Historical Volatility

Historical Volatility