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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 2026-10-23T00:24:33.554Z

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 · 2026-10-22T23:19:20.707456948Z

FundamentalsAlpha Vantage · unavailable

Share price$50.00
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)$0.21$4.41$8.62$12.83$17.04$39.93$44.55$49.17$53.80$58.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YPF spot · $50.00YPF PRICE$0.66$0.81$1.05$1.28$1.52$1.76$2.00$2.25$2.53$2.76$2.97$3.64$4.03$0.87$1.20$1.48$1.88$2.25$2.71$3.50$4.39$5.29$6.18$7.76$9.81$15.83
PutsExpensive1.23×
CallsCheap0.79×
SkewBearish+21.75 pp
Implied moveBearish±$5.49
TiltBearish39.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.5250.4%18.4%44.8751.3%12.0%
25Δ54.5439.5%10.7%45.8752.8%10.7%
30Δ53.7439.0%9.6%47.0050.9%8.9%
35Δ52.9338.6%8.4%47.9152.1%7.9%
40Δ52.1338.1%7.3%48.8651.3%6.8%
45Δ51.3337.7%6.2%49.7751.6%5.9%
50Δ50.5337.2%5.0%50.9053.6%5.2%
55Δ49.7836.6%4.1%52.1056.0%4.6%
60Δ49.1535.7%3.4%53.3058.4%4.0%
65Δ48.6033.7%2.7%54.5060.8%3.4%
70Δ48.0731.5%2.1%56.3564.8%2.8%
75Δ47.2433.6%1.8%58.6670.0%2.3%
80Δ46.6732.2%1.4%64.7392.9%2.2%

20Δ

Calls
Pseudo strike
58.52
IV
50.4%
B/E move
18.4%
Puts
Pseudo strike
44.87
IV
51.3%
B/E move
12.0%

25Δ

Calls
Pseudo strike
54.54
IV
39.5%
B/E move
10.7%
Puts
Pseudo strike
45.87
IV
52.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
53.74
IV
39.0%
B/E move
9.6%
Puts
Pseudo strike
47.00
IV
50.9%
B/E move
8.9%

35Δ

Calls
Pseudo strike
52.93
IV
38.6%
B/E move
8.4%
Puts
Pseudo strike
47.91
IV
52.1%
B/E move
7.9%

40Δ

Calls
Pseudo strike
52.13
IV
38.1%
B/E move
7.3%
Puts
Pseudo strike
48.86
IV
51.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
51.33
IV
37.7%
B/E move
6.2%
Puts
Pseudo strike
49.77
IV
51.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
50.53
IV
37.2%
B/E move
5.0%
Puts
Pseudo strike
50.90
IV
53.6%
B/E move
5.2%

55Δ

Calls
Pseudo strike
49.78
IV
36.6%
B/E move
4.1%
Puts
Pseudo strike
52.10
IV
56.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
49.15
IV
35.7%
B/E move
3.4%
Puts
Pseudo strike
53.30
IV
58.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
48.60
IV
33.7%
B/E move
2.7%
Puts
Pseudo strike
54.50
IV
60.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
48.07
IV
31.5%
B/E move
2.1%
Puts
Pseudo strike
56.35
IV
64.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
47.24
IV
33.6%
B/E move
1.8%
Puts
Pseudo strike
58.66
IV
70.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
46.67
IV
32.2%
B/E move
1.4%
Puts
Pseudo strike
64.73
IV
92.9%
B/E move
2.2%

Options history

No recorded observations