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Ferrovial N.V. Ordinary Shares FER

i

Market datapartial · fetched 2026-11-12T15:16:37.221Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T15:16:27.721087255Z

FundamentalsAlpha Vantage · unavailable

Share price$61.46
1D+1.1%
$60.73$60.95$61.17$61.38$61.605:30 AM6:30 AM9:00 AM1:00 PMFER
Sold putSold call

Ferrovial N.V. Ordinary Shares options

Live interpolated FER call and put midpoint premiums by absolute delta.Ferrovial N.V. Ordinary Shares$0.44$1.35$2.25$3.15$4.05$56.04$58.42$60.81$63.20$65.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive FER spot · $61.46FER PRICE$0.54$0.64$0.81$0.99$1.16$1.34$1.51$1.68$1.86$2.03$0.71$0.77$0.82$0.98$1.33$1.69$2.04$2.39$2.74$3.09$3.44$3.79
Puts——
Calls——
Skew——
Implied moveBearish±$3.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.7457.4%9.5%56.1271.9%9.9%
25Δ64.8047.2%6.5%57.6060.3%7.5%
30Δ64.2645.9%5.9%59.0848.7%5.2%
35Δ63.7144.6%5.3%60.2141.6%3.6%
40Δ63.1743.3%4.7%60.7742.2%3.3%
45Δ62.6242.0%4.1%61.3342.7%3.0%
50Δ62.0840.7%3.5%61.8843.3%2.6%
55Δ61.5339.4%2.9%62.4443.8%2.3%
60Δ60.9938.1%2.3%63.0044.3%2.0%
65Δ60.4436.8%1.7%63.5644.9%1.6%
70Δ64.1145.4%1.3%
75Δ64.6746.0%0.9%
80Δ

20Δ

Calls
Pseudo strike
66.74
IV
57.4%
B/E move
9.5%
Puts
Pseudo strike
56.12
IV
71.9%
B/E move
9.9%

25Δ

Calls
Pseudo strike
64.80
IV
47.2%
B/E move
6.5%
Puts
Pseudo strike
57.60
IV
60.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
64.26
IV
45.9%
B/E move
5.9%
Puts
Pseudo strike
59.08
IV
48.7%
B/E move
5.2%

35Δ

Calls
Pseudo strike
63.71
IV
44.6%
B/E move
5.3%
Puts
Pseudo strike
60.21
IV
41.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
63.17
IV
43.3%
B/E move
4.7%
Puts
Pseudo strike
60.77
IV
42.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
62.62
IV
42.0%
B/E move
4.1%
Puts
Pseudo strike
61.33
IV
42.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
62.08
IV
40.7%
B/E move
3.5%
Puts
Pseudo strike
61.88
IV
43.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
61.53
IV
39.4%
B/E move
2.9%
Puts
Pseudo strike
62.44
IV
43.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
60.99
IV
38.1%
B/E move
2.3%
Puts
Pseudo strike
63.00
IV
44.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
60.44
IV
36.8%
B/E move
1.7%
Puts
Pseudo strike
63.56
IV
44.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.11
IV
45.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.67
IV
46.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.05%
Daily close
FER25.5%32.2%38.9%2026-08-14: 30.81%2026-08-21: 26.39%2026-08-24: 26.75%2026-08-25: 26.93%2026-08-26: 27.06%2026-08-27: 27.74%2026-08-28: 28.17%2026-09-15: 34.67%2026-09-16: 37.33%2026-09-18: 31.28%2026-09-21: 31.12%2026-09-22: 27.68%2026-09-23: 28.52%2026-09-24: 30.52%2026-09-25: 28.67%2026-09-28: 28.90%2026-09-29: 29.32%2026-09-30: 31.38%2026-10-08: 33.58%2026-10-09: 35.03%2026-10-12: 37.93%2026-10-16: 31.05%2026-10-19: 32.67%2026-10-20: 32.76%2026-10-21: 34.07%2026-10-22: 32.04%2026-10-23: 33.84%2026-10-26: 34.87%2026-10-27: 31.10%2026-10-28: 31.84%2026-10-30: 33.05%Aug 14Sep 28Oct 30
31 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
30.81%
26.39%
26.75%
26.93%
27.06%
27.74%
28.17%
34.67%
37.33%
31.28%
31.12%
27.68%
28.52%
30.52%
28.67%
28.90%
29.32%
31.38%
33.58%
35.03%
37.93%
31.05%
32.67%
32.76%
34.07%
32.04%
33.84%
34.87%
31.10%
31.84%
33.05%