Banco Macro S.A. (BMA)
BMA Daily Delta Exposure
BMA's current Delta Exposure (DEX) is -169.98K shares, which is 7% larger than the 3M average of -159.51K shares. During this period, DEX ranged from -195.34K on Jul 17, 2025 to -99.65K on Jul 21, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 7.39 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 26,600.97 | -196,584.77 | -169,983.8 | 7.39 |
| Aug 13, 2025 | 31,058.96 | -193,244.23 | -162,185.27 | 6.22 |
| Aug 12, 2025 | 32,164.56 | -192,409.54 | -160,244.98 | 5.98 |
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