YPF Sociedad Anónima (YPF) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

YPF Sociedad Anónima

NYSE: YPF · Real-Time Price · USD
26.04
-0.73 (-2.73%)
At close: Sep 26, 2025, 3:59 PM
26.31
1.04%
After-hours: Sep 26, 2025, 06:50 PM EDT

YPF Delta Exposure By Expiry

The total Delta Exposure (DEX) for YPF across all expirations shows 86,349.58 net shares that market makers must hedge, with 739,009.6 from calls and 652,660.02 from puts. The put-call delta ratio of 0.88 suggests neutral market maker positioning.

YPF DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 177,853.58 -82,825.7 95,027.88 0.47
Nov 21, 25 96,569.41 -58,623.59 37,945.82 0.61
Jan 16, 26 342,566.51 -358,786.01 -16,219.5 1.05
Apr 17, 26 34,564.27 -114,469.81 -79,905.54 3.31
Jan 15, 27 86,654.34 -37,838.63 48,815.71 0.44
Jan 21, 28 801.49 -116.28 685.21 0.15