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Ferrari N.V. RACE

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-03T22:53:35.818Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:10:00.00126996Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T22:49:39.456071+00:00

Share price$414.77
1D-0.9%
AH$408$411$415$419$4235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRACE
Sold putSold callAH

Ferrari N.V. options

Live interpolated RACE call and put midpoint premiums by absolute delta.Ferrari N.V.$1.25$5.68$10.10$14.52$18.95$382.86$399.09$415.31$431.54$447.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RACE spot · $414.77RACE PRICE$1.73$2.37$3.05$3.85$4.75$5.45$6.44$7.73$9.11$10.39$12.31$14.72$17.67$1.94$2.54$3.07$3.74$4.70$5.57$6.01$7.25$8.18$9.34$10.92$12.34$14.42
PutsCheap0.88×
CallsCheap0.63×
SkewBullish-4.30 pp
Implied moveBullish±$12.45
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ428.3940.7%3.7%401.1845.1%3.7%
25Δ426.1542.3%3.3%404.0844.4%3.2%
30Δ423.8843.3%2.9%406.9642.0%2.6%
35Δ421.6944.2%2.6%409.2241.3%2.2%
40Δ419.6345.4%2.3%411.2042.5%2.0%
45Δ417.3043.7%1.9%413.1442.7%1.7%
50Δ415.2343.9%1.7%415.1739.1%1.4%
55Δ413.1045.3%1.5%417.1140.4%1.2%
60Δ410.8746.2%1.3%418.9239.4%1.0%
65Δ408.6845.8%1.0%420.8738.8%0.8%
70Δ406.0447.1%0.9%423.0439.5%0.6%
75Δ403.0049.1%0.7%425.1138.7%0.5%
80Δ399.4251.2%0.6%427.7138.5%0.4%

20Δ

Calls
Pseudo strike
428.39
IV
40.7%
B/E move
3.7%
Puts
Pseudo strike
401.18
IV
45.1%
B/E move
3.7%

25Δ

Calls
Pseudo strike
426.15
IV
42.3%
B/E move
3.3%
Puts
Pseudo strike
404.08
IV
44.4%
B/E move
3.2%

30Δ

Calls
Pseudo strike
423.88
IV
43.3%
B/E move
2.9%
Puts
Pseudo strike
406.96
IV
42.0%
B/E move
2.6%

35Δ

Calls
Pseudo strike
421.69
IV
44.2%
B/E move
2.6%
Puts
Pseudo strike
409.22
IV
41.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
419.63
IV
45.4%
B/E move
2.3%
Puts
Pseudo strike
411.20
IV
42.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
417.30
IV
43.7%
B/E move
1.9%
Puts
Pseudo strike
413.14
IV
42.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
415.23
IV
43.9%
B/E move
1.7%
Puts
Pseudo strike
415.17
IV
39.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
413.10
IV
45.3%
B/E move
1.5%
Puts
Pseudo strike
417.11
IV
40.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
410.87
IV
46.2%
B/E move
1.3%
Puts
Pseudo strike
418.92
IV
39.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
408.68
IV
45.8%
B/E move
1.0%
Puts
Pseudo strike
420.87
IV
38.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
406.04
IV
47.1%
B/E move
0.9%
Puts
Pseudo strike
423.04
IV
39.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
403.00
IV
49.1%
B/E move
0.7%
Puts
Pseudo strike
425.11
IV
38.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
399.42
IV
51.2%
B/E move
0.6%
Puts
Pseudo strike
427.71
IV
38.5%
B/E move
0.4%

Options history

IV · four-Friday blend44.12%
Daily close
RACE23.1%34.4%45.7%2026-08-05: 31.92%2026-08-06: 30.83%2026-08-07: 28.11%2026-08-10: 29.32%2026-08-11: 27.50%2026-08-12: 27.68%2026-08-13: 27.25%2026-08-14: 24.78%2026-08-17: 27.11%2026-08-18: 26.53%2026-08-19: 28.68%2026-08-20: 26.84%2026-08-21: 24.65%2026-08-24: 28.35%2026-08-25: 26.94%2026-08-26: 26.58%2026-08-27: 27.11%2026-08-28: 25.12%2026-08-31: 26.15%2026-09-01: 27.89%2026-09-02: 27.83%2026-09-03: 28.80%2026-09-04: 26.52%2026-09-08: 30.42%2026-09-09: 30.71%2026-09-10: 30.99%2026-09-11: 28.05%2026-09-14: 29.87%2026-09-15: 30.37%2026-09-16: 31.33%2026-09-17: 28.91%2026-09-18: 26.30%2026-09-21: 28.02%2026-09-22: 28.05%2026-09-23: 28.40%2026-09-24: 29.29%2026-09-25: 26.95%2026-09-28: 30.45%2026-09-29: 28.94%2026-09-30: 30.35%2026-10-01: 31.04%2026-10-02: 26.20%2026-10-05: 27.89%2026-10-06: 26.56%2026-10-07: 26.47%2026-10-08: 26.08%2026-10-09: 26.69%2026-10-12: 28.68%2026-10-13: 29.02%2026-10-14: 29.11%2026-10-15: 28.56%2026-10-16: 31.15%2026-10-19: 32.74%2026-10-20: 33.09%2026-10-21: 34.69%2026-10-22: 35.93%2026-10-23: 36.44%2026-10-26: 37.28%2026-10-27: 38.97%2026-10-28: 38.32%2026-10-29: 41.22%2026-10-30: 44.12%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
31.92%
30.83%
28.11%
29.32%
27.50%
27.68%
27.25%
24.78%
27.11%
26.53%
28.68%
26.84%
24.65%
28.35%
26.94%
26.58%
27.11%
25.12%
26.15%
27.89%
27.83%
28.80%
26.52%
30.42%
30.71%
30.99%
28.05%
29.87%
30.37%
31.33%
28.91%
26.30%
28.02%
28.05%
28.40%
29.29%
26.95%
30.45%
28.94%
30.35%
31.04%
26.20%
27.89%
26.56%
26.47%
26.08%
26.69%
28.68%
29.02%
29.11%
28.56%
31.15%
32.74%
33.09%
34.69%
35.93%
36.44%
37.28%
38.97%
38.32%
41.22%
44.12%