Banco Bilbao Vizcaya Arge... (BBVA)
NYSE: BBVA
· Real-Time Price · USD
18.60
0.09 (0.46%)
At close: Sep 09, 2025, 10:49 AM
BBVA Delta Exposure By Expiry
The total Delta Exposure (DEX) for BBVA across all expirations shows 75,005.28 net shares that market makers must hedge, with 90,260.11 from calls and 15,254.83 from puts. The put-call delta ratio of 0.17 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
BBVA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,633.71 | -2,195.26 | -561.55 | 1.34 |
| Oct 17, 25 | 68,927.46 | -12,849.75 | 56,077.71 | 0.19 |
| Jan 16, 26 | 19,343.81 | -53.72 | 19,290.09 | 0.00 |
| Apr 17, 26 | 355.13 | -156.1 | 199.03 | 0.44 |