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Ferrovial N.V. Ordinary Shares FER

i

Market datapartial · fetched 2026-10-23T03:15:14.179Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:42:41.105631544Z

FundamentalsAlpha Vantage · unavailable

Share price$49.86
1D+0.6%
AH$49.08$49.25$49.43$49.60$49.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFER
Sold putSold callAH

Ferrovial N.V. Ordinary Shares options

Live interpolated FER call and put midpoint premiums by absolute delta.Ferrovial N.V. Ordinary Shares$0.27$2.78$5.28$7.78$10.29$41.42$45.43$49.43$53.43$57.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FER spot · $49.86FER PRICE$0.54$0.73$0.92$1.11$1.30$1.49$1.68$1.16$1.29$1.51$1.73$1.95$2.16$2.59$3.23$3.88$4.53$5.18$5.82$9.57
PutsExpensive1.25×
CallsExpensive1.31×
SkewBearish+15.62 pp
Implied moveBearish±$4.26
TiltBearish70.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.8335.9%11.1%42.9570.6%16.2%
25Δ54.0735.2%9.9%45.3357.6%11.7%
30Δ53.3234.4%8.8%46.3653.9%10.0%
35Δ52.5633.7%7.6%47.4050.2%8.4%
40Δ51.8032.9%6.5%48.4346.4%6.8%
45Δ51.0432.1%5.4%49.4642.7%5.1%
50Δ50.2931.4%4.2%50.4341.1%4.0%
55Δ51.3441.9%3.5%
60Δ52.2542.8%3.0%
65Δ53.1543.6%2.5%
70Δ54.0644.4%2.0%
75Δ54.9645.2%1.4%
80Δ58.7560.2%1.3%

20Δ

Calls
Pseudo strike
54.83
IV
35.9%
B/E move
11.1%
Puts
Pseudo strike
42.95
IV
70.6%
B/E move
16.2%

25Δ

Calls
Pseudo strike
54.07
IV
35.2%
B/E move
9.9%
Puts
Pseudo strike
45.33
IV
57.6%
B/E move
11.7%

30Δ

Calls
Pseudo strike
53.32
IV
34.4%
B/E move
8.8%
Puts
Pseudo strike
46.36
IV
53.9%
B/E move
10.0%

35Δ

Calls
Pseudo strike
52.56
IV
33.7%
B/E move
7.6%
Puts
Pseudo strike
47.40
IV
50.2%
B/E move
8.4%

40Δ

Calls
Pseudo strike
51.80
IV
32.9%
B/E move
6.5%
Puts
Pseudo strike
48.43
IV
46.4%
B/E move
6.8%

45Δ

Calls
Pseudo strike
51.04
IV
32.1%
B/E move
5.4%
Puts
Pseudo strike
49.46
IV
42.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
50.29
IV
31.4%
B/E move
4.2%
Puts
Pseudo strike
50.43
IV
41.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.34
IV
41.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.25
IV
42.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.15
IV
43.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.06
IV
44.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.96
IV
45.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.75
IV
60.2%
B/E move
1.3%

Options history

FER32.6633.4334.192026-10-20: 32.77%2026-10-21: 34.09%Oct 20Oct 21
Table
DateIV
32.77%
34.09%