Banco BBVA Argentina S.A. (BBAR)
NYSE: BBAR
· Real-Time Price · USD
10.16
-2.17 (-17.60%)
At close: Sep 05, 2025, 3:59 PM
BBAR Delta Exposure By Expiry
The total Delta Exposure (DEX) for BBAR across all expirations shows -42,602.94 net shares that market makers must hedge, with 58,617.46 from calls and 101,220.4 from puts. The put-call delta ratio of 1.73 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
BBAR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 4,446.34 | -17,260.52 | -12,814.18 | 3.88 |
| Oct 17, 25 | 34,554.22 | -44,940.18 | -10,385.96 | 1.30 |
| Nov 21, 25 | 2,540.38 | -33,349.42 | -30,809.04 | 13.13 |
| Jan 16, 26 | 16,708.8 | -5,509.99 | 11,198.81 | 0.33 |
| Apr 17, 26 | 367.72 | -160.29 | 207.43 | 0.44 |