Ferrovial SE (FER)
NASDAQ: FER
· Real-Time Price · USD
54.83
-0.27 (-0.49%)
At close: Aug 29, 2025, 3:59 PM
55.86
1.88%
After-hours: Aug 29, 2025, 04:54 PM EDT
FER Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for FER across all expirations is 959.35 shares per 1% move, with 981.65 from calls and 22.3 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. The highest gamma concentration is at the Oct 17, 25 expiration with 417.11 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
FER GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 276.51 | -3.98 | 272.53 | 0.01 |
| Oct 17, 25 | 417.11 | 0 | 417.11 | 0.00 |
| Dec 19, 25 | 265.63 | -13.88 | 251.75 | 0.05 |
| Mar 20, 26 | 22.4 | -4.44 | 17.96 | 0.20 |