IntraAlpha
Create free account Start free

Ferrari NV RACE

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-15T20:02:38.110Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.75514238Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:15.548005+00:00

Share price$398.24
1D+1.7%
AH$391$393$395$397$4005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRACE
Sold putSold callAH

Ferrari NV options

Live interpolated RACE call and put midpoint premiums by absolute delta.Ferrari NV$0.50$2.02$3.54$5.06$6.58$388.87$393.44$398.00$402.56$407.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $398.24OPTION PRICELive RACE spot · $398.24RACE PRICE$0.70$0.91$1.16$1.42$1.69$2.03$2.37$2.71$3.25$3.82$4.40$5.20$6.04$0.66$0.87$1.11$1.39$1.66$1.95$2.30$2.65$3.01$3.50$4.10$4.69$6.14
PutsExpensive1.31×
CallsCheap0.85×
SkewBullish-1.90 pp
Implied moveBalanced±$4.67
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ403.7530.1%1.6%393.3927.7%1.4%
25Δ402.4829.3%1.3%394.4027.5%1.2%
30Δ401.5929.1%1.1%395.3127.4%1.0%
35Δ400.7128.8%1.0%396.0827.4%0.9%
40Δ399.8528.6%0.8%396.8527.4%0.8%
45Δ399.1028.5%0.7%397.6127.3%0.6%
50Δ398.3428.3%0.6%398.3127.0%0.6%
55Δ397.5928.2%0.5%399.0126.7%0.5%
60Δ396.7628.6%0.4%399.7126.3%0.4%
65Δ395.9229.2%0.4%400.4926.3%0.3%
70Δ395.0829.8%0.3%401.3126.5%0.3%
75Δ394.0330.1%0.3%402.1426.7%0.2%
80Δ392.9730.4%0.2%403.7430.0%0.2%

20Δ

Calls
Pseudo strike
403.75
IV
30.1%
B/E move
1.6%
Puts
Pseudo strike
393.39
IV
27.7%
B/E move
1.4%

25Δ

Calls
Pseudo strike
402.48
IV
29.3%
B/E move
1.3%
Puts
Pseudo strike
394.40
IV
27.5%
B/E move
1.2%

30Δ

Calls
Pseudo strike
401.59
IV
29.1%
B/E move
1.1%
Puts
Pseudo strike
395.31
IV
27.4%
B/E move
1.0%

35Δ

Calls
Pseudo strike
400.71
IV
28.8%
B/E move
1.0%
Puts
Pseudo strike
396.08
IV
27.4%
B/E move
0.9%

40Δ

Calls
Pseudo strike
399.85
IV
28.6%
B/E move
0.8%
Puts
Pseudo strike
396.85
IV
27.4%
B/E move
0.8%

45Δ

Calls
Pseudo strike
399.10
IV
28.5%
B/E move
0.7%
Puts
Pseudo strike
397.61
IV
27.3%
B/E move
0.6%

50Δ

Calls
Pseudo strike
398.34
IV
28.3%
B/E move
0.6%
Puts
Pseudo strike
398.31
IV
27.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
397.59
IV
28.2%
B/E move
0.5%
Puts
Pseudo strike
399.01
IV
26.7%
B/E move
0.5%

60Δ

Calls
Pseudo strike
396.76
IV
28.6%
B/E move
0.4%
Puts
Pseudo strike
399.71
IV
26.3%
B/E move
0.4%

65Δ

Calls
Pseudo strike
395.92
IV
29.2%
B/E move
0.4%
Puts
Pseudo strike
400.49
IV
26.3%
B/E move
0.3%

70Δ

Calls
Pseudo strike
395.08
IV
29.8%
B/E move
0.3%
Puts
Pseudo strike
401.31
IV
26.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
394.03
IV
30.1%
B/E move
0.3%
Puts
Pseudo strike
402.14
IV
26.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
392.97
IV
30.4%
B/E move
0.2%
Puts
Pseudo strike
403.74
IV
30.0%
B/E move
0.2%