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Credicorp LTD BAP 391.9 10.07 2.64%

BAP Gamma Exposure (GEX)

BAP (Credicorp LTD): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.298
Put Call Ratio (OI)
1.27
Put Call Ratio (Vol)
3.28
IV Rank
37.2
IV Percentile
21.8
Max Pain
380

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-214.4
214.4
View values by strike
BAP · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
175.00 0 -256
180.00 0 -68.1
185.00 0 -36.2
190.00 0 -38.6
195.00 0 -41.1
200.00 69.2 -175
210.00 0 -248
260.00 0 -384
270.00 183 0
290.00 0 -705
300.00 611 -950
310.00 1.83 K -1.09 K
320.00 0 -9.33 K
330.00 1.05 K -3.71 K
340.00 5.05 K -14 K
350.00 25.4 K -19.3 K
360.00 3.42 K -1.82 K
370.00 17.1 K -74.4 K
380.00 0 -109 K
390.00 180 K -44.4 K
400.00 11.2 K -2.5 K
410.00 7.28 K 0
420.00 14.1 K 0
430.00 11.8 K -37.6 K
440.00 3.55 K 0
450.00 0 -664
470.00 904 0
480.00 987 0
490.00 1.17 K 0
520.00 336 0
540.00 246 0
580.00 138 0