IntraAlpha
Create free account Start free

Ferguson Enterprises Inc. FERG

INDUSTRIALS · INDUSTRIAL DISTRIBUTION
i

Market dataready · fetched 2026-11-12T03:00:40.292Z

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 · 2026-11-12T00:34:45.333487969Z

FundamentalsAlpha Vantage · ready · quarter 2026-10-31 · fetched 2026-11-12T03:00:39.751296+00:00

Share price$264.49
1D+1.8%
AH$259$261$263$265$2675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFERG
Sold putSold callAH

Ferguson Enterprises Inc. options

Live interpolated FERG call and put midpoint premiums by absolute delta.Ferguson Enterprises Inc.$0.78$5.04$9.29$13.55$17.81$225.61$245.45$265.30$285.14$304.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FERG spot · $264.49FERG PRICE$1.24$1.59$1.94$2.57$3.30$4.02$4.75$5.48$6.21$6.94$8.56$10.84$13.11$1.61$2.10$2.59$3.11$3.98$4.84$5.71$6.57$7.44$8.41$11.14$13.86$16.58
PutsCheap0.73×
CallsCheap0.34×
SkewBearish+5.49 pp
Implied moveBearish±$10.46
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ275.5927.1%4.7%253.1232.9%4.9%
25Δ273.1126.0%3.9%255.4932.1%4.2%
30Δ270.6425.0%3.1%257.8731.4%3.5%
35Δ268.9625.0%2.7%260.1730.7%2.8%
40Δ267.5725.3%2.4%261.8230.8%2.5%
45Δ266.1725.7%2.2%263.4830.9%2.2%
50Δ264.7826.1%1.9%265.1330.9%1.9%
55Δ263.3826.4%1.7%266.7931.0%1.6%
60Δ261.9926.8%1.4%268.4431.1%1.3%
65Δ260.5927.2%1.2%270.1931.3%1.0%
70Δ258.4728.5%1.0%273.3234.0%0.9%
75Δ255.8030.5%0.8%276.4536.7%0.7%
80Δ253.1432.5%0.7%279.5739.4%0.6%

20Δ

Calls
Pseudo strike
275.59
IV
27.1%
B/E move
4.7%
Puts
Pseudo strike
253.12
IV
32.9%
B/E move
4.9%

25Δ

Calls
Pseudo strike
273.11
IV
26.0%
B/E move
3.9%
Puts
Pseudo strike
255.49
IV
32.1%
B/E move
4.2%

30Δ

Calls
Pseudo strike
270.64
IV
25.0%
B/E move
3.1%
Puts
Pseudo strike
257.87
IV
31.4%
B/E move
3.5%

35Δ

Calls
Pseudo strike
268.96
IV
25.0%
B/E move
2.7%
Puts
Pseudo strike
260.17
IV
30.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
267.57
IV
25.3%
B/E move
2.4%
Puts
Pseudo strike
261.82
IV
30.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
266.17
IV
25.7%
B/E move
2.2%
Puts
Pseudo strike
263.48
IV
30.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
264.78
IV
26.1%
B/E move
1.9%
Puts
Pseudo strike
265.13
IV
30.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
263.38
IV
26.4%
B/E move
1.7%
Puts
Pseudo strike
266.79
IV
31.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
261.99
IV
26.8%
B/E move
1.4%
Puts
Pseudo strike
268.44
IV
31.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
260.59
IV
27.2%
B/E move
1.2%
Puts
Pseudo strike
270.19
IV
31.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
258.47
IV
28.5%
B/E move
1.0%
Puts
Pseudo strike
273.32
IV
34.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
255.80
IV
30.5%
B/E move
0.8%
Puts
Pseudo strike
276.45
IV
36.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
253.14
IV
32.5%
B/E move
0.7%
Puts
Pseudo strike
279.57
IV
39.4%
B/E move
0.6%

Options history

IV · four-Friday blend37.07%
Daily close
FERG29.5%33.8%38.1%2026-08-13: 30.71%2026-08-14: 30.76%2026-08-17: 32.09%2026-08-20: 32.58%2026-08-21: 30.64%2026-08-24: 30.91%2026-08-25: 30.92%2026-08-26: 31.19%2026-08-27: 30.83%2026-08-28: 30.11%2026-08-31: 31.42%2026-09-01: 31.53%2026-09-02: 31.23%2026-09-03: 30.78%2026-09-04: 30.46%2026-09-08: 33.01%2026-09-09: 32.67%2026-09-10: 32.40%2026-09-11: 30.79%2026-09-14: 33.78%2026-09-16: 37.55%2026-09-18: 32.37%2026-09-21: 32.20%2026-09-22: 31.90%2026-09-23: 31.79%2026-09-24: 32.21%2026-09-25: 31.94%2026-09-28: 32.42%2026-09-29: 32.75%2026-09-30: 33.11%2026-10-01: 32.95%2026-10-02: 32.49%2026-10-05: 32.53%2026-10-06: 32.89%2026-10-07: 32.95%2026-10-08: 33.34%2026-10-09: 33.44%2026-10-12: 34.60%2026-10-16: 33.28%2026-10-19: 34.72%2026-10-20: 34.53%2026-10-21: 34.31%2026-10-22: 35.08%2026-10-23: 35.53%2026-10-26: 35.80%2026-10-27: 35.82%2026-10-28: 35.75%2026-10-29: 36.11%2026-10-30: 37.07%Aug 13Sep 23Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.71%
30.76%
32.09%
32.58%
30.64%
30.91%
30.92%
31.19%
30.83%
30.11%
31.42%
31.53%
31.23%
30.78%
30.46%
33.01%
32.67%
32.40%
30.79%
33.78%
37.55%
32.37%
32.20%
31.90%
31.79%
32.21%
31.94%
32.42%
32.75%
33.11%
32.95%
32.49%
32.53%
32.89%
32.95%
33.34%
33.44%
34.60%
33.28%
34.72%
34.53%
34.31%
35.08%
35.53%
35.80%
35.82%
35.75%
36.11%
37.07%