FER (Ferrovial N.V. Ordinary Shares)

Expected Move & Straddle Price History

The expected move for FER is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current FER Expected Move
30-Day Straddle
$4.42
7-Day Straddle
$2.30
Avg IV
0.5%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to FER's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
FER Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260810 $4.42 $2.30 0.5% 39%
20260806 $4.58 $3.05 0.4% 27%
20260805 $3.33 $3.33 0.7% 75%
20260804 $3.23 $3.23 0.6% 67%
20260803 $3.53 $3.53 0.6% 59%
20260731 $2.98 $2.98 0.6% 58%
20260730 $4.00 $4.00 0.6% 60%
20260729 $2.60 $2.60 0.6% 69%
20260728 $4.35 $4.35 0.6% 52%
20260727 $4.38 $4.38 0.5% 47%
20260724 $4.03 $4.03 0.5% 37%
20260723 $4.25 $4.25 0.5% 47%
20260722 $4.35 $4.35 0.5% 42%
20260721 $4.60 $4.60 0.5% 46%
20260720 $4.70 $4.70 0.5% 39%
20260716 $5.15 $2.10 0.5% 42%
20260715 $4.65 $1.85 0.5% 37%
20260714 $5.45 $2.48 0.5% 39%
20260713 $6.03 $2.22 0.5% 38%
20260710 $5.50 $1.98 0.4% 31%
20260709 $5.67 $2.60 0.5% 40%
20260708 $6.25 $2.60 0.5% 33%
20260707 $5.90 $3.05 0.5% 30%
20260706 $5.60 $3.12 0.4% 25%
20260702 $3.08 $3.08 0.7% 65%
20260701 $4.30 $4.30 0.8% 73%
20260630 $2.62 $2.62 0.5% 33%
20260629 $2.45 $2.45 0.7% 55%
20260626 $2.60 $2.60 0.6% 47%
20260625 $2.88 $2.88 0.7% 57%
20260624 $3.00 $3.00 0.5% 38%
20260623 $3.38 $3.38 0.6% 52%
20260622 $3.12 $3.12 0.4% 25%
20260618 $3.78 $1.18 0.5% 28%
20260617 $3.70 $2.55 0.4% 25%
20260616 $3.62 $2.05 0.5% 30%
20260615 $4.22 $2.33 0.5% 38%
20260613 $5.95 $3.23 0.7% 58%
20260612 $4.92 $3.15 0.5% 25%
20260611 $5.25 $2.92 0.4% 22%
20260610 $5.40 $3.25 0.5% 33%
20260609 $5.50 $3.67 0.5% 32%
20260608 $5.32 $3.30 0.5% 33%
20260605 $6.12 $3.73 0.5% 28%
20260604 $5.45 $3.42 0.4% 23%
20260603 $5.35 $3.85 0.4% 23%
20260602 $3.45 $3.45 0.8% 78%
20260601 $4.03 $4.03 0.7% 57%
20260529 $3.45 $3.45 0.8% 70%
20260528 $3.40 $3.40 0.7% 64%
20260527 $4.03 $4.03 0.6% 45%
20260526 $5.50 $5.50 0.6% 50%
20260522 $5.17 $5.17 0.6% 52%
20260521 $6.32 $6.32 0.6% 45%
20260520 $4.67 $4.67 0.5% 32%
20260519 $4.75 $4.75 0.6% 47%
20260518 $4.72 $4.72 0.5% 38%
20260515 $4.65 $3.15 0.5% 39%
20260514 $5.72 $3.25 0.4% 26%
20260513 $5.53 $2.42 0.5% 27%