Banco Santander (Brasil) ... (BSBR)
NYSE: BSBR
· Real-Time Price · USD
5.35
0.01 (0.19%)
At close: Sep 10, 2025, 3:59 PM
5.25
-1.87%
After-hours: Sep 10, 2025, 06:40 PM EDT
BSBR Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BSBR across all expirations is 732.46 shares per 1% move, with 903.6 from calls and 171.14 from puts. The put-call GEX ratio of 0.19 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
BSBR GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 855.55 | -160.17 | 695.38 | 0.19 |
| Oct 17, 25 | 0 | -8.82 | -8.82 | n/a |
| Dec 19, 25 | 39.52 | -0.22 | 39.3 | 0.01 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 8.53 | -1.93 | 6.6 | 0.23 |