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Banco Macro S.A. BMA

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T19:13:04.610Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T19:13:01.893581052Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T19:08:03.388974+00:00

Share price$56.38
1D+2.4%
$54.90$55.36$55.81$56.27$56.725:30 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.$1.93$6.72$11.51$16.30$21.09$38.76$49.72$60.69$71.65$82.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BMA spot · $56.38BMA PRICE$2.45$2.45$3.08$4.22$5.36$6.50$7.64$8.78$9.92$11.06$12.20$13.34$2.98$3.76$4.55$5.33$6.12$6.90$9.38$11.96$14.54$17.13$19.71
Puts——
Calls——
Skew——
Implied moveBullish±$12.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ77.4284.5%41.7%
30Δ68.8664.9%26.5%51.5555.6%13.9%
35Δ63.9155.9%18.8%53.2255.3%12.3%
40Δ61.9455.7%17.3%54.8955.0%10.7%
45Δ59.9755.4%15.9%56.5654.8%9.1%
50Δ57.9955.1%14.4%58.2354.5%7.6%
55Δ56.0254.9%12.9%59.9054.2%6.0%
60Δ54.0554.6%11.4%62.8755.4%5.1%
65Δ52.0754.4%10.0%65.9356.8%4.3%
70Δ50.1054.1%8.5%68.9958.2%3.4%
75Δ48.1353.9%7.0%72.0559.6%2.6%
80Δ46.1553.6%5.5%75.1061.0%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
77.42
IV
84.5%
B/E move
41.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
68.86
IV
64.9%
B/E move
26.5%
Puts
Pseudo strike
51.55
IV
55.6%
B/E move
13.9%

35Δ

Calls
Pseudo strike
63.91
IV
55.9%
B/E move
18.8%
Puts
Pseudo strike
53.22
IV
55.3%
B/E move
12.3%

40Δ

Calls
Pseudo strike
61.94
IV
55.7%
B/E move
17.3%
Puts
Pseudo strike
54.89
IV
55.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
59.97
IV
55.4%
B/E move
15.9%
Puts
Pseudo strike
56.56
IV
54.8%
B/E move
9.1%

50Δ

Calls
Pseudo strike
57.99
IV
55.1%
B/E move
14.4%
Puts
Pseudo strike
58.23
IV
54.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
56.02
IV
54.9%
B/E move
12.9%
Puts
Pseudo strike
59.90
IV
54.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
54.05
IV
54.6%
B/E move
11.4%
Puts
Pseudo strike
62.87
IV
55.4%
B/E move
5.1%

65Δ

Calls
Pseudo strike
52.07
IV
54.4%
B/E move
10.0%
Puts
Pseudo strike
65.93
IV
56.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
50.10
IV
54.1%
B/E move
8.5%
Puts
Pseudo strike
68.99
IV
58.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
48.13
IV
53.9%
B/E move
7.0%
Puts
Pseudo strike
72.05
IV
59.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
46.15
IV
53.6%
B/E move
5.5%
Puts
Pseudo strike
75.10
IV
61.0%
B/E move
1.8%

Options history

IV · four-Friday blend52.85%
Daily close
BMA44.2%56.4%68.6%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 17Sep 24Oct 30
51 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
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%