Banco Santander-Chile

NYSE: BSAC · Real-Time Price · USD
24.24
0.20 (0.83%)
At close: Aug 15, 2025, 3:59 PM
24.21
-0.12%
After-hours: Aug 15, 2025, 04:47 PM EDT

BSAC Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for BSAC across all expirations is 278.6 shares per 1% move, with 278.6 from calls and 0 from puts. The put-call GEX ratio of 0.00 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Jan 16, 26 expiration with 195.62 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.

BSAC GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 0 0 0 n/a
Oct 17, 25 82.98 0 82.98 0.00
Jan 16, 26 195.62 0 195.62 0.00
Apr 17, 26 0 0 0 n/a