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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
70

Gamma exposure (2026-11-12)

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}
8.0
400.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-94.8
94.8
View values by strike
BMA · Gamma exposure · 2026-11-12. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 0 -57.4
35.00 19.2 -700
40.00 136 -1.86 K
45.00 0 -3.42 K
50.00 104 -18.4 K
55.00 1.46 K -26.5 K
60.00 1.7 K -23.9 K
65.00 4.4 K -9.53 K
70.00 10.7 K -584
75.00 10.4 K -34.3 K
80.00 5.16 K -37.7 K
85.00 2.61 K -3.7 K
90.00 1.76 K -20 K
95.00 1.68 K 0
100.00 30.6 K 0
105.00 137 0
110.00 7.17 K 0
115.00 2.13 K 0
120.00 15.4 K 0
125.00 12.6 K 0
130.00 181 0
135.00 22.2 0
140.00 10.6 0