YPF Sociedad Anónima

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 Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for YPF across all expirations is 5,798.63 shares per 1% move, with 58,796.86 from calls and 52,998.23 from puts. The put-call GEX ratio of 0.90 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Oct 17, 25 expiration with -9,564.02 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.

YPF GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 6,605.5 -1,769.78 4,835.72 0.27
Oct 17, 25 11,704.97 -21,268.99 -9,564.02 1.82
Nov 21, 25 1,173.49 -2,256.77 -1,083.28 1.92
Jan 16, 26 35,909.84 -26,712.38 9,197.46 0.74
Apr 17, 26 0 0 0 n/a
Jan 15, 27 3,403.06 -990.31 2,412.75 0.29