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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 2026-10-22T22:29:31.244Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:32:45.780445142Z

FundamentalsAlpha Vantage · unavailable

Share price$48.30
1D-4.3%
AH$47.90$48.66$49.43$50.19$50.955:30 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)$0.49$2.44$4.38$6.33$8.28$40.10$44.43$48.76$53.09$57.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YPF spot · $48.30YPF PRICE$0.70$1.00$1.30$1.59$1.89$2.20$2.61$2.97$3.75$4.33$5.17$6.17$7.72$0.75$0.90$1.18$1.39$1.65$1.95$2.19$2.48$2.80$3.28$3.77$4.27$4.76
PutsCheap0.77×
CallsExpensive1.25×
SkewBullish-17.54 pp
Implied moveBullish±$4.80
TiltBullish13.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.9248.7%15.1%43.8245.8%10.8%
25Δ53.9149.3%13.7%45.0741.7%8.6%
30Δ52.8950.0%12.2%45.8242.6%7.6%
35Δ51.8850.6%10.7%46.6440.8%6.3%
40Δ50.8751.3%9.2%47.3939.6%5.3%
45Δ49.8851.9%7.8%48.0739.5%4.5%
50Δ48.9852.5%6.8%48.7137.7%3.7%
55Δ48.0851.4%5.7%49.3436.4%3.0%
60Δ47.1156.8%5.3%49.9535.5%2.4%
65Δ46.1357.2%4.5%50.6133.8%2.0%
70Δ44.9860.0%3.8%51.2731.9%1.7%
75Δ43.6762.8%3.2%51.9430.1%1.3%
80Δ41.8869.4%2.7%52.6028.2%1.0%

20Δ

Calls
Pseudo strike
54.92
IV
48.7%
B/E move
15.1%
Puts
Pseudo strike
43.82
IV
45.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
53.91
IV
49.3%
B/E move
13.7%
Puts
Pseudo strike
45.07
IV
41.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
52.89
IV
50.0%
B/E move
12.2%
Puts
Pseudo strike
45.82
IV
42.6%
B/E move
7.6%

35Δ

Calls
Pseudo strike
51.88
IV
50.6%
B/E move
10.7%
Puts
Pseudo strike
46.64
IV
40.8%
B/E move
6.3%

40Δ

Calls
Pseudo strike
50.87
IV
51.3%
B/E move
9.2%
Puts
Pseudo strike
47.39
IV
39.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
49.88
IV
51.9%
B/E move
7.8%
Puts
Pseudo strike
48.07
IV
39.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
48.98
IV
52.5%
B/E move
6.8%
Puts
Pseudo strike
48.71
IV
37.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
48.08
IV
51.4%
B/E move
5.7%
Puts
Pseudo strike
49.34
IV
36.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
47.11
IV
56.8%
B/E move
5.3%
Puts
Pseudo strike
49.95
IV
35.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
46.13
IV
57.2%
B/E move
4.5%
Puts
Pseudo strike
50.61
IV
33.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
44.98
IV
60.0%
B/E move
3.8%
Puts
Pseudo strike
51.27
IV
31.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
43.67
IV
62.8%
B/E move
3.2%
Puts
Pseudo strike
51.94
IV
30.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
41.88
IV
69.4%
B/E move
2.7%
Puts
Pseudo strike
52.60
IV
28.2%
B/E move
1.0%

Options history

No recorded observations