Banco Santander (Brasil) ... (BSBR)
NYSE: BSBR
· Real-Time Price · USD
5.37
-0.08 (-1.47%)
At close: Sep 12, 2025, 3:59 PM
5.45
1.58%
After-hours: Sep 12, 2025, 07:30 PM EDT
BSBR Delta Exposure By Expiry
The total Delta Exposure (DEX) for BSBR across all expirations shows 931.33 net shares that market makers must hedge, with 1,384.25 from calls and 452.92 from puts. The put-call delta ratio of 0.33 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 |
|---|---|---|---|---|
| Sep 19, 25 | 1,273.59 | -413.03 | 860.56 | 0.32 |
| Oct 17, 25 | 6.97 | -25.41 | -18.44 | 3.65 |
| Dec 19, 25 | 58.07 | -1.28 | 56.79 | 0.02 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 45.62 | -13.2 | 32.42 | 0.29 |