Central Puerto S.A. (CEPU)
NYSE: CEPU
· Real-Time Price · USD
11.90
-0.43 (-3.49%)
At close: Aug 14, 2025, 3:59 PM
11.91
0.08%
After-hours: Aug 14, 2025, 05:54 PM EDT
CEPU Delta Exposure By Expiry
The total Delta Exposure (DEX) for CEPU across all expirations shows 174.56 net shares that market makers must hedge, with 2,259.09 from calls and 2,084.53 from puts. The put-call delta ratio of 0.92 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with -591.71 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
CEPU DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 419.18 | 0 | 419.18 | 0.00 |
| Oct 17, 25 | 784.44 | -1,376.15 | -591.71 | 1.75 |
| Dec 19, 25 | 307.21 | 0 | 307.21 | 0.00 |
| Jan 16, 26 | 748.26 | -708.38 | 39.88 | 0.95 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |