YPF Sociedad Anónima (YPF) Gamma Exposure by Expiry | GEX Expiration Analysis - 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 Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for YPF across all expirations is 58,159.27 shares per 1% move, with 106,544.74 from calls and 48,385.47 from puts. The put-call GEX ratio of 0.45 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

YPF GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 50,277.6 -10,705.93 39,571.67 0.21
Nov 21, 25 13,702.15 -4,818.72 8,883.43 0.35
Jan 16, 26 35,245.97 -24,455.73 10,790.24 0.69
Apr 17, 26 3,052.2 -6,113.55 -3,061.35 2.00
Jan 15, 27 4,243.26 -2,286.29 1,956.97 0.54
Jan 21, 28 23.56 -5.25 18.31 0.22