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Ferrari N.V. RACE

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-07T03:31:10.596Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.00291891Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T03:31:10.320547+00:00

Share price$416.13
1D+0.8%
AH$408$411$414$417$4205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRACE
Sold putSold callAH

Ferrari N.V. options

Live interpolated RACE call and put midpoint premiums by absolute delta.Ferrari N.V.$1.45$5.87$10.29$14.72$19.14$380.94$399.94$418.93$437.93$456.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RACE spot · $416.13RACE PRICE$1.92$2.57$2.97$3.43$4.55$5.29$6.20$7.75$8.65$10.42$12.37$14.43$17.86$2.37$2.94$3.36$4.26$4.95$5.78$7.15$8.07$8.93$10.33$12.65$14.37$16.44
PutsCheap0.61×
CallsCheap0.50×
SkewBearish+0.73 pp
Implied moveBearish±$13.35
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ431.8030.3%4.2%399.8635.9%4.5%
25Δ428.9130.5%3.7%404.1133.3%3.6%
30Δ425.2127.6%2.9%407.8429.9%2.8%
35Δ422.4625.7%2.3%410.0430.7%2.5%
40Δ420.8128.0%2.2%412.5029.4%2.1%
45Δ418.8327.7%1.9%414.6828.8%1.7%
50Δ416.6727.4%1.6%416.8430.1%1.5%
55Δ414.6629.7%1.5%418.8729.3%1.3%
60Δ412.6028.7%1.2%420.8628.0%1.0%
65Δ410.1830.0%1.1%423.0628.0%0.8%
70Δ407.5431.0%0.9%425.9029.7%0.7%
75Δ404.7631.4%0.7%428.3429.3%0.5%
80Δ400.7933.7%0.6%431.0728.9%0.4%

20Δ

Calls
Pseudo strike
431.80
IV
30.3%
B/E move
4.2%
Puts
Pseudo strike
399.86
IV
35.9%
B/E move
4.5%

25Δ

Calls
Pseudo strike
428.91
IV
30.5%
B/E move
3.7%
Puts
Pseudo strike
404.11
IV
33.3%
B/E move
3.6%

30Δ

Calls
Pseudo strike
425.21
IV
27.6%
B/E move
2.9%
Puts
Pseudo strike
407.84
IV
29.9%
B/E move
2.8%

35Δ

Calls
Pseudo strike
422.46
IV
25.7%
B/E move
2.3%
Puts
Pseudo strike
410.04
IV
30.7%
B/E move
2.5%

40Δ

Calls
Pseudo strike
420.81
IV
28.0%
B/E move
2.2%
Puts
Pseudo strike
412.50
IV
29.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
418.83
IV
27.7%
B/E move
1.9%
Puts
Pseudo strike
414.68
IV
28.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
416.67
IV
27.4%
B/E move
1.6%
Puts
Pseudo strike
416.84
IV
30.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
414.66
IV
29.7%
B/E move
1.5%
Puts
Pseudo strike
418.87
IV
29.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
412.60
IV
28.7%
B/E move
1.2%
Puts
Pseudo strike
420.86
IV
28.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
410.18
IV
30.0%
B/E move
1.1%
Puts
Pseudo strike
423.06
IV
28.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
407.54
IV
31.0%
B/E move
0.9%
Puts
Pseudo strike
425.90
IV
29.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
404.76
IV
31.4%
B/E move
0.7%
Puts
Pseudo strike
428.34
IV
29.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
400.79
IV
33.7%
B/E move
0.6%
Puts
Pseudo strike
431.07
IV
28.9%
B/E move
0.4%

Options history

IV · four-Friday blend44.12%
Daily close
RACE23.1%34.4%45.7%2026-08-10: 29.32%2026-08-11: 27.50%2026-08-12: 27.68%2026-08-13: 27.25%2026-08-14: 24.78%2026-08-17: 27.11%2026-08-18: 26.53%2026-08-19: 28.68%2026-08-20: 26.84%2026-08-21: 24.65%2026-08-24: 28.35%2026-08-25: 26.94%2026-08-26: 26.58%2026-08-27: 27.11%2026-08-28: 25.12%2026-08-31: 26.15%2026-09-01: 27.89%2026-09-02: 27.83%2026-09-03: 28.80%2026-09-04: 26.52%2026-09-08: 30.42%2026-09-09: 30.71%2026-09-10: 30.99%2026-09-11: 28.05%2026-09-14: 29.87%2026-09-15: 30.37%2026-09-16: 31.33%2026-09-17: 28.91%2026-09-18: 26.30%2026-09-21: 28.02%2026-09-22: 28.05%2026-09-23: 28.40%2026-09-24: 29.29%2026-09-25: 26.95%2026-09-28: 30.45%2026-09-29: 28.94%2026-09-30: 30.35%2026-10-01: 31.04%2026-10-02: 26.20%2026-10-05: 27.89%2026-10-06: 26.56%2026-10-07: 26.47%2026-10-08: 26.08%2026-10-09: 26.69%2026-10-12: 28.68%2026-10-13: 29.02%2026-10-14: 29.11%2026-10-15: 28.56%2026-10-16: 31.15%2026-10-19: 32.74%2026-10-20: 33.09%2026-10-21: 34.69%2026-10-22: 35.93%2026-10-23: 36.44%2026-10-26: 37.28%2026-10-27: 38.97%2026-10-28: 38.32%2026-10-29: 41.22%2026-10-30: 44.12%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
29.32%
27.50%
27.68%
27.25%
24.78%
27.11%
26.53%
28.68%
26.84%
24.65%
28.35%
26.94%
26.58%
27.11%
25.12%
26.15%
27.89%
27.83%
28.80%
26.52%
30.42%
30.71%
30.99%
28.05%
29.87%
30.37%
31.33%
28.91%
26.30%
28.02%
28.05%
28.40%
29.29%
26.95%
30.45%
28.94%
30.35%
31.04%
26.20%
27.89%
26.56%
26.47%
26.08%
26.69%
28.68%
29.02%
29.11%
28.56%
31.15%
32.74%
33.09%
34.69%
35.93%
36.44%
37.28%
38.97%
38.32%
41.22%
44.12%