FOX
reportedTWENTY FIRST CENTURY FOX INC CLASS B
Expected Move Analysis
$45.91
±10.8%
±$4.95
62
High
0.90
Bullish bias
Earnings Results
Estimate
$1.03
Actual
$1.10
Analysis & Commentary
TWENTY FIRST CENTURY FOX INC CLASS B (FOX) reports earnings Monday . Consensus EPS estimate is $1.03.
The expected move of ±10.8% translates to roughly ±$6.05 from the current price of $56.14. This defines the range the market is pricing in for the post-earnings reaction.
IV Rank sits at 62, indicating fairly-priced options. Neither premium sellers nor buyers have a clear structural edge here — let your directional thesis guide the trade.
An iron butterfly at the money could be effective here. The defined-risk structure works well when you expect the stock to stay near current levels after the report.
Enter the position 1-2 days before earnings to capture the final IV ramp. Plan to close the morning after the report once IV collapses — don't hold hoping for further decay.