Credicorp Ltd. (BAP)
NYSE: BAP
· Real-Time Price · USD
266.25
7.16 (2.76%)
At close: Oct 03, 2025, 3:59 PM
268.00
0.66%
After-hours: Oct 03, 2025, 06:50 PM EDT
BAP Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BAP across all expirations is 321.26 shares per 1% move, with 499.23 from calls and 177.97 from puts. The put-call GEX ratio of 0.36 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
BAP GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 285.14 | -18.36 | 266.78 | 0.06 |
| Nov 21, 25 | 106.23 | -45.18 | 61.05 | 0.43 |
| Feb 20, 26 | 55.79 | -104.03 | -48.24 | 1.86 |
| May 15, 26 | 52.07 | -10.4 | 41.67 | 0.20 |