Pre-market
⌘K
Sign in Sign up

Ferrovial N FER 55.95 0.91 1.65%

FER Gamma Exposure (GEX)

FER (Ferrovial N): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.358
Put Call Ratio (OI)
0.533
Put Call Ratio (Vol)
0.169
IV Rank
36.6
IV Percentile
73.5
Max Pain
55

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-49.0
49.0
View values by strike
FER · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 17.5 0
40.00 18.2 K 0
45.00 138 0
50.00 598 -9.21 K
55.00 23.4 K -25 K
60.00 56.3 K -10.7 K
65.00 15.2 K -8 K
70.00 1.1 K -17.4 K
75.00 1.12 K 1.26e-5
80.00 328 0
85.00 29.1 0