YPF Sociedad Anónima (YPF)
NYSE: YPF
· Real-Time Price · USD
32.72
-1.03 (-3.05%)
At close: Aug 14, 2025, 3:59 PM
32.00
-2.20%
Pre-market: Aug 15, 2025, 08:29 AM EDT
YPF Delta Exposure By Expiry
The total Delta Exposure (DEX) for YPF across all expirations shows 28,861.05 net shares that market makers must hedge, with 685,480.27 from calls and 656,619.22 from puts. The put-call delta ratio of 0.96 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with -212,877.13 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.
YPF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 32,276.47 | -11,647.88 | 20,628.59 | 0.36 |
| Oct 17, 25 | 68,959.17 | -281,836.3 | -212,877.13 | 4.09 |
| Nov 21, 25 | 7,555.87 | -14,878.96 | -7,323.09 | 1.97 |
| Jan 16, 26 | 486,630.09 | -333,965.78 | 152,664.31 | 0.69 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 90,058.67 | -14,290.3 | 75,768.37 | 0.16 |