Banco Santander (Brasil) ... (BSBR)
NYSE: BSBR
· Real-Time Price · USD
5.40
-0.08 (-1.55%)
At close: Oct 06, 2025, 3:33 PM
BSBR Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BSBR across all expirations is 35.25 shares per 1% move, with 57.18 from calls and 21.93 from puts. The put-call GEX ratio of 0.38 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 |
|---|---|---|---|---|
| Oct 17, 25 | 3.12 | -11.57 | -8.45 | 3.71 |
| Nov 21, 25 | 1.82 | -8 | -6.18 | 4.40 |
| Dec 19, 25 | 37.22 | -1.01 | 36.21 | 0.03 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 15.02 | -1.35 | 13.67 | 0.09 |