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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BAP across all expirations is 333.18 shares per 1% move, with 478.91 from calls and 145.73 from puts. The put-call GEX ratio of 0.30 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
BAP GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 309.09 | -17.53 | 291.56 | 0.06 |
| Nov 21, 25 | 102.02 | -21.41 | 80.61 | 0.21 |
| Feb 20, 26 | 53.38 | -96.95 | -43.57 | 1.82 |
| May 15, 26 | 14.42 | -9.84 | 4.58 | 0.68 |