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Banco Macro S.A. BMA

i

Market datapartial · fetched 2026-11-04T03:31:45.049Z

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 · 2026-11-04T00:00:00.003926346Z

FundamentalsAlpha Vantage · unavailable

Share price$60.16
1D+2.7%
AH$58.13$58.90$59.67$60.45$61.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMA
Sold putSold callAH

Banco Macro S.A. options

Live interpolated BMA call and put midpoint premiums by absolute delta.Banco Macro S.A.$1.11$3.36$5.61$7.86$10.11$47.39$53.42$59.45$65.47$71.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMA spot · $60.16BMA PRICE$1.36$1.89$2.42$1.83$2.18$2.53$2.88$3.29$3.92$4.55$5.18$5.81$6.99$2.47$2.48$2.53$2.80$3.08$3.35$3.97$4.66$5.34$6.03$6.97$8.22$9.46
PutsExpensive1.24×
CallsExpensive1.36×
SkewBearish+11.10 pp
Implied moveBearish±$6.85
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4496.9%24.3%48.41147.7%23.6%
25Δ71.80103.3%22.5%52.33115.4%17.1%
30Δ70.17109.7%20.7%55.2992.4%12.3%
35Δ64.2763.5%9.9%56.7884.8%10.3%
40Δ63.1462.1%8.6%58.2677.3%8.3%
45Δ62.0160.8%7.3%59.7569.7%6.3%
50Δ60.8859.4%6.0%60.9568.0%5.3%
55Δ59.7858.4%4.8%62.0967.4%4.5%
60Δ58.7658.4%4.2%63.2466.9%3.8%
65Δ57.7458.4%3.5%64.3866.3%3.0%
70Δ56.7358.4%2.9%65.7266.0%2.4%
75Δ55.7158.4%2.3%67.2765.9%1.8%
80Δ54.2161.7%1.7%68.8365.8%1.3%

20Δ

Calls
Pseudo strike
73.44
IV
96.9%
B/E move
24.3%
Puts
Pseudo strike
48.41
IV
147.7%
B/E move
23.6%

25Δ

Calls
Pseudo strike
71.80
IV
103.3%
B/E move
22.5%
Puts
Pseudo strike
52.33
IV
115.4%
B/E move
17.1%

30Δ

Calls
Pseudo strike
70.17
IV
109.7%
B/E move
20.7%
Puts
Pseudo strike
55.29
IV
92.4%
B/E move
12.3%

35Δ

Calls
Pseudo strike
64.27
IV
63.5%
B/E move
9.9%
Puts
Pseudo strike
56.78
IV
84.8%
B/E move
10.3%

40Δ

Calls
Pseudo strike
63.14
IV
62.1%
B/E move
8.6%
Puts
Pseudo strike
58.26
IV
77.3%
B/E move
8.3%

45Δ

Calls
Pseudo strike
62.01
IV
60.8%
B/E move
7.3%
Puts
Pseudo strike
59.75
IV
69.7%
B/E move
6.3%

50Δ

Calls
Pseudo strike
60.88
IV
59.4%
B/E move
6.0%
Puts
Pseudo strike
60.95
IV
68.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
59.78
IV
58.4%
B/E move
4.8%
Puts
Pseudo strike
62.09
IV
67.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
58.76
IV
58.4%
B/E move
4.2%
Puts
Pseudo strike
63.24
IV
66.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
57.74
IV
58.4%
B/E move
3.5%
Puts
Pseudo strike
64.38
IV
66.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
56.73
IV
58.4%
B/E move
2.9%
Puts
Pseudo strike
65.72
IV
66.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
55.71
IV
58.4%
B/E move
2.3%
Puts
Pseudo strike
67.27
IV
65.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
54.21
IV
61.7%
B/E move
1.7%
Puts
Pseudo strike
68.83
IV
65.8%
B/E move
1.3%

Options history

IV · four-Friday blend52.85%
Daily close
BMA44.2%56.4%68.6%2026-08-05: 51.92%2026-08-06: 49.83%2026-08-07: 49.40%2026-08-10: 51.77%2026-08-11: 54.58%2026-08-12: 57.34%2026-08-13: 54.42%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 5Sep 18Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
51.92%
49.83%
49.40%
51.77%
54.58%
57.34%
54.42%
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%