Banco BBVA Argentina S.A. (BBAR)
NYSE: BBAR
· Real-Time Price · USD
13.81
-0.33 (-2.33%)
At close: Aug 22, 2025, 3:59 PM
13.76
-0.36%
After-hours: Aug 22, 2025, 06:40 PM EDT
BBAR Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BBAR across all expirations is 854.1 shares per 1% move, with 12,393.37 from calls and 11,539.27 from puts. The put-call GEX ratio of 0.93 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Nov 21, 25 expiration with -3,429.75 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
BBAR GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 1,632.64 | -2,752.36 | -1,119.72 | 1.69 |
| Oct 17, 25 | 6,394.25 | -4,313.12 | 2,081.13 | 0.67 |
| Nov 21, 25 | 478.86 | -3,908.61 | -3,429.75 | 8.16 |
| Jan 16, 26 | 3,872.74 | -560.3 | 3,312.44 | 0.14 |
| Apr 17, 26 | 14.88 | -4.88 | 10 | 0.33 |