Ferrari NV (RACE) Expected Move

Tracking the RACE expected move helps you see how far Ferrari NV's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Ferrari NV's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the RACE expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For RACE, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The RACE expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Ferrari NV is unlikely to go.

Ferrari N.V., through its subsidiaries, designs, engineers, produces, and sells luxury performance sports cars. The company offers sports, GT, and special series cars; limited edition hyper cars; one-off and track cars; and Icona cars. It also provides racing cars, and spare parts and engines, as well as after sales, repair, maintenance, and restoration services for cars. In addition, the company licenses its Ferrari brand to various producers and retailers of luxury and lifestyle goods; Ferrari World, a theme park in Abu Dhabi, the United Arab Emirates; and Ferrari Land Portaventura, a theme park in Europe.

Further, it provides direct or indirect finance and leasing services to retail clients and dealers; manages racetracks, as well as owns and manages two museums in Maranello and Modena, Italy; and develops and sells a line of apparel and accessories through its monobrand stores. As of December 31, 2021, it had a total of 30 retail Ferrari stores, including 14 franchised stores and 16 owned stores. The company also sells its products through a network of 172 authorized dealers operating 191 points of sale worldwide, as well as through its website, store.ferrari.com. Ferrari N.V. was founded in 1947 and is headquartered in Maranello, Italy.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the RACE expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Ferrari NV expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about RACE.