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Ferrovial N.V. FER

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-10-23T04:07:30.260Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:29.857710+00:00

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. options

Live interpolated FER call and put midpoint premiums by absolute delta.Ferrovial N.V.$0.27$2.76$5.25$7.73$10.22$41.35$45.37$49.39$53.42$57.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$1.94$2.16$2.58$3.23$3.87$4.52$5.16$5.81$9.50
PutsExpensive1.26×
CallsExpensive1.33×
SkewBearish+15.81 pp
Implied moveBearish±$4.26
TiltBearish70.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.8336.0%11.1%42.9570.7%16.2%
25Δ54.0735.3%9.9%45.3357.7%11.7%
30Δ53.3134.6%8.8%46.3654.1%10.1%
35Δ52.5534.0%7.6%47.3950.5%8.4%
40Δ51.8033.3%6.5%48.4246.9%6.8%
45Δ51.0432.6%5.4%49.4643.3%5.1%
50Δ50.2831.9%4.2%50.4341.8%4.0%
55Δ51.3342.6%3.5%
60Δ52.2343.4%3.0%
65Δ53.1444.2%2.5%
70Δ54.0445.1%2.0%
75Δ54.9545.9%1.5%
80Δ58.6960.8%1.3%

20Δ

Calls
Pseudo strike
54.83
IV
36.0%
B/E move
11.1%
Puts
Pseudo strike
42.95
IV
70.7%
B/E move
16.2%

25Δ

Calls
Pseudo strike
54.07
IV
35.3%
B/E move
9.9%
Puts
Pseudo strike
45.33
IV
57.7%
B/E move
11.7%

30Δ

Calls
Pseudo strike
53.31
IV
34.6%
B/E move
8.8%
Puts
Pseudo strike
46.36
IV
54.1%
B/E move
10.1%

35Δ

Calls
Pseudo strike
52.55
IV
34.0%
B/E move
7.6%
Puts
Pseudo strike
47.39
IV
50.5%
B/E move
8.4%

40Δ

Calls
Pseudo strike
51.80
IV
33.3%
B/E move
6.5%
Puts
Pseudo strike
48.42
IV
46.9%
B/E move
6.8%

45Δ

Calls
Pseudo strike
51.04
IV
32.6%
B/E move
5.4%
Puts
Pseudo strike
49.46
IV
43.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
50.28
IV
31.9%
B/E move
4.2%
Puts
Pseudo strike
50.43
IV
41.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.33
IV
42.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.23
IV
43.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.14
IV
44.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.04
IV
45.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.95
IV
45.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.69
IV
60.8%
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%