Ferrovial SE (FER)
NASDAQ: FER
· Real-Time Price · USD
59.80
-0.18 (-0.30%)
At close: Oct 03, 2025, 3:59 PM
59.32
-0.80%
Pre-market: Oct 06, 2025, 07:39 AM EDT
FER Delta Exposure By Expiry
The total Delta Exposure (DEX) for FER across all expirations shows 31,848.82 net shares that market makers must hedge, with 32,174.9 from calls and 326.08 from puts. The put-call delta ratio of 0.01 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
FER DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 4,098 | -71.9 | 4,026.1 | 0.02 |
| Nov 21, 25 | 39.47 | -19.52 | 19.95 | 0.49 |
| Dec 19, 25 | 27,313.9 | -156.33 | 27,157.57 | 0.01 |
| Mar 20, 26 | 723.53 | -78.33 | 645.2 | 0.11 |