Here's why:
* spyed is incorrect. The correct spelling is spied.
* defyed is incorrect. The correct spelling is defied.
* conveyed is correct, but it doesn't follow the pattern of a root ending in "y" and adding "-ed".
* ferryed is correct. The word "ferry" ends in "y" and the rule for adding "-ed" to words ending in "y" is to change the "y" to "i" and add "-ed".