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Today, NWSA has an IV Rank of 39%, placing it in the low range for options analysis.
News Corp (Class A) — Implied volatility rank, VRP edge, and volatility regime
News Corp (Class A) (NWSA) operates in the Communication Services sector and has actively traded listed options. Its IV Rank reads 39.3%, mid-range within the past year — neither cheap nor rich. IV Rank 39% is 34pp below the Communication Services sector median of 73%. Average IV can work with directional or defined-risk structures. NWSA expected move analysis.
Base case: NWSA IV Rank at 39% with earnings in 3 days — premiums likely inflated by event risk; post-event IV crush is the dominant theme.
IV Rank measures where NWSA's current implied volatility sits in its 1-year history — 0% means the cheapest premiums of the year, 100% means the richest. It is the canonical filter premium sellers use to decide whether option pricing is attractive enough to short. NWSA's current IV Rank of 39% places premiums in the mid-range of the 52-week distribution.
High IV Rank suggests options are pricing more uncertainty than usual, which is a necessary condition for premium-selling edge. The sufficient condition is positive VRP — implied volatility actually overshooting the realized movement of the stock. NWSA's current VRP of +0.2pp shows implied and realized are closely matched, so high IV Rank alone is not enough — wait for a clearer VRP signal.
IV Rank rotates over volatility cycles: rich premiums today often follow a catalyst (earnings, macro event, sector stress) and then mean-revert. For NWSA's expected price range derived from this volatility, see the NWSA expected move. For premium-selling signals that combine IV Rank with VRP and other factors, see the NWSA premium selling signal.
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See whether NWSA IV Rank is rising, falling, or flat over the past 20 days — and what that means for entries.
Traders track IV Rank momentum, not just absolute level. Rising from a low base often beats falling from a high.
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This helps you judge whether implied volatility is elevated enough to justify selling options. High IV Rank means premiums are rich compared to the past year.
IV Rank above 50 generally favors premium sellers — you're collecting above-average premium.
IV Rank = (Current IV − 52w Low IV) / (52w High IV − 52w Low IV) × 100ORATS 30-day implied volatility, 52-week IV high/low
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
IV Rank uses a fixed 1-year lookback. Regime changes (e.g., post-COVID vol reset) can distort the range. IV Rank alone does not indicate direction.
Higher IV Rank means relatively richer premiums compared to each stock's own history.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
News Corp (Class A)'s IV Rank of 39.3% means premiums are in the lower portion of the 252-day range. Absolute premium available per contract is reduced, which compresses potential returns for sellers. However, low IV Rank doesn't necessarily mean selling is wrong — if VRP is still positive (currently +0.2pp), options may still be overpriced relative to actual movement. The win rate can be high in low-IV environments because the stock is genuinely calm.
News Corp (Class A)'s IV Rank measures where current implied volatility sits relative to its 252-day range. At 39.3%, it indicates how rich or cheap options premiums are compared to the past year. Premium sellers generally prefer IV Rank above 30–50%, as higher IV means more premium per contract and a greater statistical edge — assuming VRP confirms actual overpricing.
News Corp (Class A)'s IV Rank of 39.3% is lower than most Communication Services peers. This suggests either the stock is genuinely calmer than peers, or the market has already compressed IV after a recent catalyst resolution. For premium sellers focused on sector plays, peers with higher IV Rank may offer better absolute returns. Higher-IV alternatives: TTD (93%), DIS (79%), TTWO (73%).
VolRadar's signal prioritizes relative mispricing (RV Ratio) over absolute premium level (IV Rank). A ticker with low IVR but very low RV Ratio may show a Strong signal because options are significantly overpriced relative to actual movement. For richest absolute premiums, check IV Rank (>50%). Not financial advice — quantitative screening tool.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (29.3%) − HV 20d (29.1%) = +0.2pp
HV 20d (29.1%) ÷ IV 30d (29.3%). Below 1.0 = options overpriced.
| Metric | Value |
|---|---|
| HV 20d (ORATS) VRP | 29.1% |
| IV 30d (ORATS) | 29.3% |
| 9.1% |
| 0.76 |
| +9.3pp |
| weak |
| TTD | 93.2% | 0.77 | +20.5pp | weak |
| DIS | 79.3% | 0.79 | +8.3pp | weak |
News Corp (Class A)'s IV Rank is 39.3%, meaning current implied volatility is higher than 39% of readings over the past 252 trading days. This is in the average range — premiums are neither particularly rich nor cheap.
News Corp (Class A)'s Volatility Risk Premium (VRP) is +0.2pp. Slightly — IV is marginally above realized volatility, providing a small edge for sellers.
News Corp (Class A)'s IV Rank is 39.3% — meaning current IV is higher than 39% of readings over the past year. This is in the average range — premiums are moderate. Most theta gang traders prefer selling when IV Rank is above 30–50%.
Among Communication Services peers, News Corp (Class A) has an IV Rank of 39.3%. TTD leads the sector at 93% IV Rank versus News Corp (Class A)'s 39%. Both may offer premium selling opportunities depending on other conditions.
News Corp (Class A)'s volatility is calculated using the Yang-Zhang estimator, which incorporates overnight gaps, opening range, and intraday movement — more accurate than simple close-to-close calculations for stocks with significant pre/post-market activity. The RV Ratio (0.99) compares realized volatility (HV 20d) to implied volatility (IV 30d). Below 0.85 means actual movement is well below what options are pricing in — favorable for premium sellers.
With earnings approximately 3 days away, News Corp (Class A)'s IV Rank includes a significant earnings premium component. IV typically ramps 7–14 days before earnings as hedgers and speculators bid up option prices. This inflates the IV Rank above where it would be without the upcoming event. After earnings, IV typically crushes — often by 20–40% — as uncertainty resolves. The current IV Rank should be interpreted as "event-elevated" rather than a pure measure of the stock's structural volatility level.