YPF Sociedad Anónima (YPF)
NYSE: YPF
· Real-Time Price · USD
24.63
0.48 (1.99%)
At close: Oct 06, 2025, 3:59 PM
24.63
0.00%
After-hours: Oct 06, 2025, 05:40 PM EDT
YPF Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for YPF across all expirations is 79,497.21 shares per 1% move, with 117,401.76 from calls and 37,904.55 from puts. The put-call GEX ratio of 0.32 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 | 56,333.44 | -8,166.31 | 48,167.13 | 0.14 |
| Nov 21, 25 | 16,240.5 | -4,537.1 | 11,703.4 | 0.28 |
| Jan 16, 26 | 37,087.11 | -18,561 | 18,526.11 | 0.50 |
| Apr 17, 26 | 3,385.56 | -4,758 | -1,372.44 | 1.41 |
| Jan 15, 27 | 4,264.04 | -1,877.76 | 2,386.28 | 0.44 |
| Jan 21, 28 | 91.11 | -4.38 | 86.73 | 0.05 |