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Banco Macro S.A. BMA

i

Market datapartial · fetched 2026-11-12T14:58:50.151Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T14:58:33.069828645Z

FundamentalsAlpha Vantage · unavailable

Share price$55.43
1D-2.9%
$54.96$55.55$56.14$56.72$57.315:30 AM6:30 AM9:00 AM1:00 PMBMA
Sold putSold call

Banco Macro S.A. options

Live interpolated BMA call and put midpoint premiums by absolute delta.Banco Macro S.A.$0.64$2.30$3.95$5.60$7.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBMA PRICE$0.96$1.31$1.66$2.01$2.49$3.52$4.55$5.59$6.78$0.82$1.16$1.50$1.84$2.18$2.52$2.83$3.14$3.46$3.77$4.08$4.40$4.71
PutsExpensive1.10×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.2295.3%15.8%50.5279.3%10.3%
25Δ62.16101.4%14.5%51.4380.2%9.3%
30Δ61.10107.5%13.2%52.3381.1%8.3%
35Δ60.04113.6%11.9%53.2482.1%7.3%
40Δ54.1483.0%6.3%
45Δ55.0383.7%5.3%
50Δ55.6879.7%4.6%
55Δ56.3475.7%4.0%
60Δ54.2153.7%2.3%56.9971.7%3.4%
65Δ53.1164.3%2.2%57.6567.7%2.8%
70Δ52.0275.0%2.1%58.3063.7%2.2%
75Δ50.9285.6%1.9%58.9559.6%1.6%
80Δ49.6396.2%1.8%59.6155.6%1.0%

20Δ

Calls
Pseudo strike
63.22
IV
95.3%
B/E move
15.8%
Puts
Pseudo strike
50.52
IV
79.3%
B/E move
10.3%

25Δ

Calls
Pseudo strike
62.16
IV
101.4%
B/E move
14.5%
Puts
Pseudo strike
51.43
IV
80.2%
B/E move
9.3%

30Δ

Calls
Pseudo strike
61.10
IV
107.5%
B/E move
13.2%
Puts
Pseudo strike
52.33
IV
81.1%
B/E move
8.3%

35Δ

Calls
Pseudo strike
60.04
IV
113.6%
B/E move
11.9%
Puts
Pseudo strike
53.24
IV
82.1%
B/E move
7.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.14
IV
83.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.03
IV
83.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.68
IV
79.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.34
IV
75.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
54.21
IV
53.7%
B/E move
2.3%
Puts
Pseudo strike
56.99
IV
71.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
53.11
IV
64.3%
B/E move
2.2%
Puts
Pseudo strike
57.65
IV
67.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
52.02
IV
75.0%
B/E move
2.1%
Puts
Pseudo strike
58.30
IV
63.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
50.92
IV
85.6%
B/E move
1.9%
Puts
Pseudo strike
58.95
IV
59.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
49.63
IV
96.2%
B/E move
1.8%
Puts
Pseudo strike
59.61
IV
55.6%
B/E move
1.0%

Options history

IV · four-Friday blend52.85%
Daily close
BMA44.2%56.4%68.6%2026-08-14: 55.04%2026-08-17: 58.56%2026-08-18: 62.36%2026-08-19: 66.92%2026-08-21: 48.11%2026-08-24: 47.44%2026-08-25: 48.65%2026-08-26: 46.74%2026-08-27: 48.07%2026-08-28: 47.62%2026-08-31: 48.68%2026-09-01: 46.62%2026-09-02: 45.90%2026-09-03: 46.07%2026-09-04: 49.70%2026-09-08: 52.97%2026-09-09: 49.91%2026-09-10: 49.46%2026-09-11: 51.57%2026-09-14: 53.81%2026-09-15: 63.84%2026-09-16: 62.99%2026-09-18: 46.68%2026-09-21: 46.08%2026-09-22: 47.75%2026-09-23: 46.21%2026-09-24: 47.66%2026-09-25: 47.02%2026-09-28: 48.18%2026-09-29: 45.98%2026-09-30: 48.77%2026-10-01: 47.21%2026-10-02: 46.23%2026-10-05: 48.80%2026-10-06: 51.10%2026-10-07: 46.33%2026-10-08: 51.90%2026-10-12: 47.38%2026-10-13: 56.63%2026-10-14: 56.65%2026-10-15: 54.86%2026-10-16: 48.39%2026-10-19: 48.01%2026-10-20: 47.67%2026-10-21: 48.08%2026-10-22: 48.95%2026-10-23: 50.04%2026-10-26: 50.49%2026-10-27: 49.69%2026-10-28: 50.09%2026-10-29: 51.71%2026-10-30: 52.85%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
55.04%
58.56%
62.36%
66.92%
48.11%
47.44%
48.65%
46.74%
48.07%
47.62%
48.68%
46.62%
45.90%
46.07%
49.70%
52.97%
49.91%
49.46%
51.57%
53.81%
63.84%
62.99%
46.68%
46.08%
47.75%
46.21%
47.66%
47.02%
48.18%
45.98%
48.77%
47.21%
46.23%
48.80%
51.10%
46.33%
51.90%
47.38%
56.63%
56.65%
54.86%
48.39%
48.01%
47.67%
48.08%
48.95%
50.04%
50.49%
49.69%
50.09%
51.71%
52.85%