Banco Santander (Brasil) ... (BSBR)
NYSE: BSBR
· Real-Time Price · USD
5.49
0.05 (0.92%)
At close: Oct 03, 2025, 3:59 PM
5.49
0.09%
After-hours: Oct 03, 2025, 05:29 PM EDT
BSBR Delta Exposure By Expiry
The total Delta Exposure (DEX) for BSBR across all expirations shows 121.86 net shares that market makers must hedge, with 188.28 from calls and 66.42 from puts. The put-call delta ratio of 0.35 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
BSBR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 8.01 | -23.53 | -15.52 | 2.94 |
| Nov 21, 25 | 1.89 | -33.11 | -31.22 | 17.52 |
| Dec 19, 25 | 83.1 | -1.73 | 81.37 | 0.02 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 95.28 | -8.05 | 87.23 | 0.08 |