Ferrovial SE (FER) Options History
Historical options analytics archive for FER with monthly max pain, implied volatility, gamma exposure, and put/call data.
16 months of complete options data available.
FER monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FER. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 19 | 44.1% | 8.3% | $65.00 | $136.2K | $269.3K | 1.22 |
| 2026-05 | 18 | 30.8% | 3.9% | $65.00 | -$33.3K | $1.2M | 6.96 |
| 2026-04 | 17 | 33.1% | 4.6% | $60.00 | -$19.4K | $1.3M | 9.10 |
| 2026-03 | 22 | 48.4% | 31.3% | $65.00 | $74.0K | $402.5K | 5.00 |
| 2026-02 | 19 | 28.4% | 17.5% | $70.00 | $11.4K | -$2.3M | 4.90 |
| 2026-01 | 20 | 30.1% | 20.5% | $65.00 | -$22.3K | -$920.9K | 4.91 |
This archive aggregates FER's daily end-of-day options snapshots into monthly summaries, spanning 2025-03 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how FER option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 44.1%, a month-end max-pain strike around $65.00, an average put/call ratio of 1.22.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FER history questions
- How much options history is available for FER?
- This archive holds 16 months of FER options analytics, spanning 2025-03 through 2026-06. Each entry is a monthly rollup of FER's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the FER archive.
- What data does each monthly FER aggregate contain?
- Every monthly row summarizes that month of FER option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 44.1%, an average IV rank of 8.3%, a month-end max-pain strike around $65.00, an average put/call ratio of 1.22.
- How is the FER options-history archive built and how often does it update?
- The archive is derived from FER's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how FER's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.