Banco BBVA Argentina S.A. (BBAR)
NYSE: BBAR
· Real-Time Price · USD
8.83
-0.43 (-4.64%)
At close: Sep 26, 2025, 3:59 PM
8.96
1.47%
After-hours: Sep 26, 2025, 07:58 PM EDT
BBAR Delta Exposure By Expiry
The total Delta Exposure (DEX) for BBAR across all expirations shows 237.84 net shares that market makers must hedge, with 53,420.85 from calls and 53,183.01 from puts. The put-call delta ratio of 1.00 suggests neutral market maker positioning.
BBAR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 25,083.09 | -14,177.5 | 10,905.59 | 0.57 |
| Nov 21, 25 | 9,736.46 | -28,176.09 | -18,439.63 | 2.89 |
| Jan 16, 26 | 15,508.45 | -8,129.4 | 7,379.05 | 0.52 |
| Apr 17, 26 | 1,338 | -753.08 | 584.92 | 0.56 |
| Jul 17, 26 | 350.6 | -127.95 | 222.65 | 0.36 |
| Oct 16, 26 | 1,404.25 | -1,818.99 | -414.74 | 1.30 |