YPF Sociedad Anónima (YPF)
NYSE: YPF
· Real-Time Price · USD
30.84
1.29 (4.37%)
At close: Sep 04, 2025, 3:59 PM
31.00
0.52%
After-hours: Sep 04, 2025, 06:10 PM EDT
YPF Delta Exposure By Expiry
The total Delta Exposure (DEX) for YPF across all expirations shows -209,086.1 net shares that market makers must hedge, with 589,890.37 from calls and 798,976.47 from puts. The put-call delta ratio of 1.35 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Oct 17, 25 with -198,991.24 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
YPF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 38,292.05 | -82,308.57 | -44,016.52 | 2.15 |
| Oct 17, 25 | 57,954.36 | -256,945.6 | -198,991.24 | 4.43 |
| Nov 21, 25 | 20,554.24 | -27,316.39 | -6,762.15 | 1.33 |
| Jan 16, 26 | 378,469.84 | -411,343.48 | -32,873.64 | 1.09 |
| Apr 17, 26 | 19,836.44 | -5,590.49 | 14,245.95 | 0.28 |
| Jan 15, 27 | 74,783.44 | -15,471.94 | 59,311.5 | 0.21 |