Credicorp Ltd. (BAP)
NYSE: BAP
· Real-Time Price · USD
263.71
0.97 (0.37%)
At close: Sep 26, 2025, 3:59 PM
263.66
-0.02%
After-hours: Sep 26, 2025, 06:29 PM EDT
BAP Delta Exposure By Expiry
The total Delta Exposure (DEX) for BAP across all expirations shows 33,919.45 net shares that market makers must hedge, with 39,976.39 from calls and 6,056.94 from puts. The put-call delta ratio of 0.15 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
BAP DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 8,878.91 | -430.05 | 8,448.86 | 0.05 |
| Nov 21, 25 | 13,148.09 | -755.61 | 12,392.48 | 0.06 |
| Feb 20, 26 | 10,286.88 | -3,952.55 | 6,334.33 | 0.38 |
| May 15, 26 | 7,662.51 | -918.73 | 6,743.78 | 0.12 |