Fox Corp (FOXA) Historical Volatility

Tracking FOXA historical volatility helps you see how much Fox Corp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Fox Corp's HV tells you what really happened. Use our scanner to monitor FOXA 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The FOXA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Fox Corp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

The Television segment acquires, produces, markets, and distributes programming. It operates The FOX Network, a national television broadcast network that broadcasts sports programming and entertainment; Tubi, an advertising-supported video-on-demand service; Fox Alternative Entertainment, a full-service production studio that develops and produces unscripted and alternative programming; MyNetworkTV, a programming distribution service; and Blockchain Creative Labs, which is focuses on the creation, distribution and monetization of Web3 content. This segment owns and operates 29 broadcast television stations. The Other, Corporate and Eliminations segment owns the FOX Studios Lot that provides production and post-production services, including 15 sound stages, two broadcast studios, theaters and screening rooms, editing rooms, and other television and film production facilities in Los Angeles, California. The company was incorporated in 2018 and is based in New York, New York.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Fox Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where FOXA HV is running hot, cold, or in line. Make the FOXA 30 day historical volatility — and every other window — work for your edge instead of against it.