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Ferrari NV RACE

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-16T00:14:43.220Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002501912Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:42.715984+00:00

Share price$398.24
1D+1.9%
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$3.28$13.93$24.59$35.24$45.90$346.77$372.80$398.83$424.86$450.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RACE spot · $398.24RACE PRICE$4.43$5.85$7.25$9.01$11.19$13.46$15.84$18.60$21.61$25.38$29.50$34.67$40.89$5.09$6.73$8.49$10.74$12.93$14.96$17.40$20.54$23.90$27.48$31.65$36.20$42.83
PutsFair1.03×
CallsExpensive1.07×
SkewBullish-0.94 pp
Implied moveBearish±$33.23
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ439.0033.3%11.3%366.8334.6%9.2%
25Δ431.0933.0%9.7%373.9833.9%7.8%
30Δ423.8332.0%8.2%380.3533.6%6.6%
35Δ417.6432.0%7.1%385.8234.0%5.8%
40Δ412.5933.0%6.4%391.2634.0%5.0%
45Δ407.3933.5%5.7%396.6033.0%4.2%
50Δ402.0533.7%4.9%401.9332.5%3.4%
55Δ396.6634.0%4.3%407.2232.8%2.9%
60Δ391.2434.4%3.7%412.6332.8%2.4%
65Δ385.3735.0%3.1%418.1832.7%1.9%
70Δ379.2635.8%2.6%424.1332.5%1.4%
75Δ372.2736.6%2.2%430.3732.3%1.0%
80Δ364.3237.5%1.8%438.3932.7%0.7%

20Δ

Calls
Pseudo strike
439.00
IV
33.3%
B/E move
11.3%
Puts
Pseudo strike
366.83
IV
34.6%
B/E move
9.2%

25Δ

Calls
Pseudo strike
431.09
IV
33.0%
B/E move
9.7%
Puts
Pseudo strike
373.98
IV
33.9%
B/E move
7.8%

30Δ

Calls
Pseudo strike
423.83
IV
32.0%
B/E move
8.2%
Puts
Pseudo strike
380.35
IV
33.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
417.64
IV
32.0%
B/E move
7.1%
Puts
Pseudo strike
385.82
IV
34.0%
B/E move
5.8%

40Δ

Calls
Pseudo strike
412.59
IV
33.0%
B/E move
6.4%
Puts
Pseudo strike
391.26
IV
34.0%
B/E move
5.0%

45Δ

Calls
Pseudo strike
407.39
IV
33.5%
B/E move
5.7%
Puts
Pseudo strike
396.60
IV
33.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
402.05
IV
33.7%
B/E move
4.9%
Puts
Pseudo strike
401.93
IV
32.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
396.66
IV
34.0%
B/E move
4.3%
Puts
Pseudo strike
407.22
IV
32.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
391.24
IV
34.4%
B/E move
3.7%
Puts
Pseudo strike
412.63
IV
32.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
385.37
IV
35.0%
B/E move
3.1%
Puts
Pseudo strike
418.18
IV
32.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
379.26
IV
35.8%
B/E move
2.6%
Puts
Pseudo strike
424.13
IV
32.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
372.27
IV
36.6%
B/E move
2.2%
Puts
Pseudo strike
430.37
IV
32.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
364.32
IV
37.5%
B/E move
1.8%
Puts
Pseudo strike
438.39
IV
32.7%
B/E move
0.7%