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Banco BBVA Argentina S BBAR 14.3 0.05 0.35%

BBAR Gamma Exposure (GEX)

BBAR (Banco BBVA Argentina S): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.865
Put Call Ratio (OI)
0.73
Put Call Ratio (Vol)
2.71
IV Rank
24.3
IV Percentile
75.5
Max Pain
15

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.7
20.7
View values by strike
BBAR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 0 -4.15 K
7.00 2.63 -952
8.00 9.23 0
9.00 0 -5.76
10.00 105 -11.6 K
11.00 0 -363
12.00 2.73 K -13.5 K
13.00 133 -21.5 K
14.00 626 -65 K
15.00 10.3 K -18.3 K
16.00 38.1 K -75.9 K
17.00 61.9 K -39 K
18.00 28.4 K -9.36 K
19.00 3.15 K -28
20.00 50.4 K -598
21.00 27.9 K -22.1
22.00 9.15 K -52.6
23.00 1.22 K 0
24.00 16.6 0
25.00 10.1 K -152
30.00 4.43 K -4.94
35.00 299 -4.18