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YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock) YPF

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Market datapartial · fetched 2026-11-12T03:05:15.900Z

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 · 2026-11-12T00:00:00.000937295Z

FundamentalsAlpha Vantage · unavailable

Share price$37.36
1D-1.0%
AH$36.93$37.20$37.46$37.72$37.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYPF
Sold putSold callAH

YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock) options

Live interpolated YPF call and put midpoint premiums by absolute delta.YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)$0.22$1.01$1.80$2.58$3.37$31.12$35.23$39.34$43.44$47.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YPF spot · $37.36YPF PRICE$0.31$0.45$0.60$0.73$0.83$0.95$1.09$1.24$1.41$1.61$1.81$2.08$2.39$0.42$0.56$0.72$0.88$1.07$1.28$1.55$1.83$2.17$2.50$2.83$3.15
Puts——
CallsCheap0.75×
Skew——
Implied moveBearish±$2.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9247.4%7.7%34.6261.3%8.5%
25Δ39.5850.8%7.2%35.2160.8%7.3%
30Δ39.2454.3%6.6%35.7260.6%6.3%
35Δ38.8455.6%5.9%36.2160.3%5.4%
40Δ38.3452.2%4.9%36.6759.9%4.7%
45Δ37.8949.6%3.9%37.1360.1%4.0%
50Δ37.5248.5%3.4%37.5961.5%3.5%
55Δ37.1647.3%2.8%38.0562.7%3.1%
60Δ36.8146.5%2.3%38.5562.2%2.6%
65Δ36.4645.8%1.9%39.0561.8%2.2%
70Δ36.1245.1%1.5%39.5661.3%1.7%
75Δ35.7344.8%1.2%40.0460.2%1.3%
80Δ35.3144.6%0.9%

20Δ

Calls
Pseudo strike
39.92
IV
47.4%
B/E move
7.7%
Puts
Pseudo strike
34.62
IV
61.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
39.58
IV
50.8%
B/E move
7.2%
Puts
Pseudo strike
35.21
IV
60.8%
B/E move
7.3%

30Δ

Calls
Pseudo strike
39.24
IV
54.3%
B/E move
6.6%
Puts
Pseudo strike
35.72
IV
60.6%
B/E move
6.3%

35Δ

Calls
Pseudo strike
38.84
IV
55.6%
B/E move
5.9%
Puts
Pseudo strike
36.21
IV
60.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
38.34
IV
52.2%
B/E move
4.9%
Puts
Pseudo strike
36.67
IV
59.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
37.89
IV
49.6%
B/E move
3.9%
Puts
Pseudo strike
37.13
IV
60.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
37.52
IV
48.5%
B/E move
3.4%
Puts
Pseudo strike
37.59
IV
61.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
37.16
IV
47.3%
B/E move
2.8%
Puts
Pseudo strike
38.05
IV
62.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
36.81
IV
46.5%
B/E move
2.3%
Puts
Pseudo strike
38.55
IV
62.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
36.46
IV
45.8%
B/E move
1.9%
Puts
Pseudo strike
39.05
IV
61.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
36.12
IV
45.1%
B/E move
1.5%
Puts
Pseudo strike
39.56
IV
61.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
35.73
IV
44.8%
B/E move
1.2%
Puts
Pseudo strike
40.04
IV
60.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
35.31
IV
44.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.53%
Daily EOD
YPF40.2%42.8%45.5%2026-10-19: 40.88%2026-10-20: 41.64%2026-10-21: 41.54%2026-10-22: 42.43%2026-10-23: 42.04%2026-10-26: 45.17%2026-10-27: 44.14%2026-10-28: 45.01%2026-10-29: 41.95%2026-10-30: 40.53%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.88%
41.64%
41.54%
42.43%
42.04%
45.17%
44.14%
45.01%
41.95%
40.53%