BAP Delta Exposure (DEX)

Credicorp LTD BAP 347.99 -11.22 -3.12%

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ATM IV

0.407

Put Call Ratio (OI)

1.4

Put Call Ratio (Vol)

3.16

IV Rank

66.2

IV Percentile

71.5

Max pain

380

Delta exposure (2026-11-05)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

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|\Delta|

Moneyness

View values by strike

BAP · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
Strike	Calls	Puts
175.00	0	-12.7
180.00	0	-3.29
185.00	0	-1.71
190.00	0	-1.77
195.00	0	-1.84
200.00	97.8	-7.66
210.00	0	-10.4
220.00	88.9	-20
230.00	0	-22.8
240.00	0	-36.4
250.00	0	-36
260.00	0	-29.8
270.00	94.6	-10.2
280.00	0	-23.5
290.00	0	-54.6
300.00	177	-64.6
310.00	422	-93.8
320.00	0	-451
330.00	143	-251
340.00	487	-717
350.00	1.75 K	-5.18 K
360.00	273	-212
370.00	568	-12.8 K
380.00	146	-8.06 K
390.00	3.95 K	-3.31 K
400.00	732	-186
410.00	141	0
420.00	97.4	0
430.00	80.3	0
440.00	53	0
450.00	14	0
460.00	44.1	0
470.00	105	0
480.00	31.2	0
490.00	17.1	0
500.00	39.7	0
520.00	7.41	0
540.00	37.4	0
560.00	25.1	0
580.00	2.93	0

Credicorp LTD BAP 347.99 -11.22 -3.12%

Delta exposure (2026-11-05) Delta Delta approximates how many cents the option moves for a $1 move in the underlying.A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money. Got it

Delta exposure (2026-11-05)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.