Options/FOXA

FOXAFox Corporation Class A Common Stock

Options Analysis Report•TELEVISION BROADCASTING STATIONS

Market Cap $27.4B|NASDAQ

● 2026-09-11$65.18

NEUTRAL

Analysis: 2026-09-10 EOD data

1Y +11.0%YTD -11.6%7D -0.4%

Options Vol

1,851

30D

Implied Move

±8.6%

IV Rank

26%

FOXA Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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FOXA Gamma Walls

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Value

Is IV priced right?

5.5

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 62.2% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.01x — IV ≤ HV

Sector Relative≤50%

Sector percentile 64% — above sector median

Term Structure

<1.1x

Front/Back 1.22x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 36.5% — normal range

Spread-Adjusted Value

<80%

Effective IV 54.9% (ATM 36.5% + spread 9.2% + bias) — good value

Execution Efficiency

<3.0%

Total drag 11.92% (spread 9.18% + slippage 2.74%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 37.10 (vega 34.059 / spread 9.18%) — efficient

Sentiment

Bullish or bearish?

4.5

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -58%, Raw: -56%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -58% (strong bearish) — Raw: -56%

OI Skew Magnitude

≥15%

|OI skew| 18.3% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +81.2%, OI skew +18.3% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -23%, ATM: +60%, OTM: -91% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 6% — very bullish vs sector

Activity

Unusual activity?

4.2

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed

Volume Surge

≥1.5x

Volume 0.8x avg — normal

Turnover Rate

≥15%

Vol/OI 3.4% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +1.5% (5d) — stable

Sector Relative≥60%

Sector activity percentile 71% — active vs sector

Trade Quality

≥30%

Large trade volume 49% — institutional presence

Execution Urgency

≥60%

Aggressive execution 22% — patient

Flow Conviction

≥30

Conviction -58 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

3.9

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed

Tradeable Spread

≤5.0%

Spread 9.2% — wide

Adequate OI

≥10,000

OI 53,833 — deep

Active Volume

≥500

Volume 1,851/day — adequate

Reasonable Cost

≤$0.50

$0.46 to cross — cheap

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 71% — wider than sector

Order Book Depth

≥100 contracts

Depth 173.7 contracts (bid:123.8 ask:49.9) — adequate

Execution Quality

<1.0%

Avg slippage 2.74% — poor

Timing

Is now a good time?

7.0

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +21.8% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 62% — neutral

Event Detection

≥10pts kink

IV kink 8.9pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 3096.29 — favors income trades

Expiration Distribution

≥3 expirations

4 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -58% @ 79% consistency — STRONG directional (bearish)

Smart Money Timing

≥40 composite score

Score 79 (ITM 20% + inst 49%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls5.1

bullishIV fair, mixed flow

Long Puts5.5

bearishIV fair, mixed flow

Premium Sellers

Cash-Secured Put4.7

bullishIV fair, mixed flow

Covered Call5.1

bearishIV fair, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on FOXA

FOXA gamma walls FOXA option chain FOXA max pain FOXA expected move FOXA IV rank FOXA put/call ratio FOXA options flow