BMA Delta Exposure (DEX)

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Banco Macro S BMA 55.23 -2.0 -3.49%

Previous-day view · Thu Nov 12 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

ATM IV

0.605

Put Call Ratio (OI)

1.41

Put Call Ratio (Vol)

9.82

IV Rank

23.3

IV Percentile

77.7

Max pain

Delta exposure (2026-11-12)

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.

\text{DTE}

|\Delta|

Moneyness

View values by strike

BMA · Delta exposure · 2026-11-12. Delta-weighted share equivalents.
Strike	Calls	Puts
30.00	0	-25.6
35.00	80.7	-246
40.00	327	-623
45.00	0	-1.39 K
50.00	131	-7.95 K
55.00	1.05 K	-11.1 K
60.00	1.24 K	-13.9 K
65.00	1.79 K	-9.34 K
70.00	3.84 K	-115 K
75.00	4.56 K	-54.5 K
80.00	1.76 K	-67.8 K
85.00	1.38 K	-7.56 K
90.00	1.31 K	-47.9 K
95.00	821	0
100.00	10 K	0
105.00	46.9	0
110.00	2.26 K	0
115.00	883	0
120.00	5.99 K	0
125.00	4.86 K	0
130.00	89.6	0
135.00	9.11	0
140.00	4.45	0

Banco Macro S BMA 55.23 -2.0 -3.49%

Delta exposure (2026-11-12) 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 (2026-11-12)

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.