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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for FER across all expirations is 2,302.25 shares per 1% move, with 2,343.84 from calls and 41.59 from puts. The put-call GEX ratio of 0.02 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
FER GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 277.9 | -13.04 | 264.86 | 0.05 |
| Nov 21, 25 | 2.13 | -2.42 | -0.29 | 1.14 |
| Dec 19, 25 | 2,028.42 | -19.1 | 2,009.32 | 0.01 |
| Mar 20, 26 | 35.39 | -7.03 | 28.36 | 0.20 |