FER · Expected Move
Ferrovial N.V. Ordinary Shares
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).
FER straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FER Expected Move
30-Day Straddle
$5.30
7-Day Straddle
$3.17
30-Day ATM IV
32.7%
IV Rank
61%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.30 | $3.17 | 32.7% | 61% |
| 20261106 | $5.03 | $3.35 | 32.3% | 59% |
| 20261105 | $5.07 | $3.27 | 31.6% | 56% |
| 20261104 | $3.48 | $3.48 | 29.2% | 43% |
| 20261103 | $4.08 | $4.08 | 29.6% | 45% |
| 20261102 | $3.60 | $3.60 | 28.8% | 41% |
| 20261030 | $3.50 | $3.50 | 32.3% | 59% |
| 20261029 | $3.85 | $3.85 | 31.7% | 56% |
| 20261028 | $3.45 | $3.45 | 31.2% | 53% |
| 20261027 | $3.85 | $3.85 | 34.2% | 69% |
| 20261026 | $4.70 | $4.70 | 40.3% | 100% |
| 20261023 | $4.60 | $4.60 | 40.4% | 100% |
| 20261022 | $4.03 | $4.03 | 35.4% | 82% |
| 20261021 | $4.40 | $4.40 | 38.7% | 100% |
| 20261020 | $4.53 | $4.53 | 38.6% | 100% |
| 20261019 | $4.40 | $4.40 | 36.8% | 96% |
| 20261016 | $3.88 | $1.23 | 31.0% | 62% |
| 20261015 | $3.47 | $1.85 | 28.8% | 48% |
| 20261014 | $4.78 | $1.27 | 37.4% | 100% |
| 20261013 | $3.95 | $1.35 | 30.4% | 60% |
| 20261012 | $4.90 | $1.77 | 36.9% | 100% |
| 20261009 | $4.45 | $2.38 | 33.8% | 90% |
| 20261008 | $4.42 | $1.73 | 32.0% | 77% |
| 20261007 | $4.72 | $2.35 | 33.7% | 89% |
| 20261006 | $5.50 | $2.48 | 35.0% | 97% |
| 20261005 | $4.50 | $2.88 | 30.5% | 67% |
| 20261002 | $3.47 | $3.47 | 31.8% | 76% |
| 20261001 | $3.05 | $3.05 | 31.3% | 72% |
| 20260930 | $3.02 | $3.02 | 32.7% | 75% |
| 20260929 | $2.70 | $2.70 | 29.9% | 58% |
| 20260928 | $2.92 | $2.92 | 31.1% | 65% |
| 20260925 | $3.17 | $3.17 | 28.7% | 50% |
| 20260924 | $4.25 | $4.25 | 35.4% | 92% |
| 20260923 | $3.10 | $3.10 | 28.6% | 49% |
| 20260922 | $3.43 | $3.43 | 28.0% | 45% |
| 20260921 | $3.75 | $3.75 | 32.1% | 71% |
| 20260918 | $4.03 | $1.67 | 33.3% | 79% |
| 20260917 | $3.67 | $1.02 | 30.0% | 58% |
| 20260916 | $4.33 | $1.30 | 34.3% | 85% |
| 20260915 | $3.35 | $1.85 | 27.0% | 39% |
| 20260914 | $3.52 | $1.55 | 26.9% | 39% |
| 20260911 | $3.77 | $2.52 | 26.7% | 37% |
| 20260910 | $3.80 | $2.02 | 27.0% | 39% |
| 20260909 | $4.42 | $2.12 | 29.2% | 53% |
| 20260908 | $4.12 | $2.48 | 26.9% | 39% |
| 20260904 | $4.00 | $2.55 | 25.7% | 31% |
| 20260903 | $3.80 | $2.70 | 25.1% | 27% |
| 20260902 | $2.83 | $2.83 | 27.7% | 43% |
| 20260901 | $3.48 | $3.48 | 27.5% | 43% |
| 20260831 | $2.60 | $2.60 | 26.4% | 36% |
| 20260828 | $2.58 | $2.58 | 25.9% | 32% |
| 20260827 | $2.80 | $2.80 | 27.2% | 41% |
| 20260826 | $2.58 | $2.58 | 24.8% | 25% |
| 20260825 | $3.35 | $3.35 | 26.0% | 33% |
| 20260824 | $3.55 | $3.55 | 25.3% | 29% |
| 20260821 | $3.83 | $2.33 | 25.0% | 27% |
| 20260820 | $3.77 | $1.90 | 26.4% | 36% |
| 20260819 | $3.03 | $1.25 | 20.7% | 0% |
| 20260818 | $4.50 | $2.05 | 28.8% | 43% |
| 20260817 | $3.95 | $2.00 | 26.0% | 24% |
More on FER
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.