thetaOwl

YPF

YPF Sociedad AnonimaClose $47.07EOD only
Max Pain
$43.00
Next expiry Jun 18, 2026
Expected Move
±$4.60
9.8% from close
Price Gap
-4.07
Distance to max pain
IV Rank
0
Low premium
P/C OI
0.47
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

This page reflects YPF options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 20, 2026 close
YPF Options Chain
Data as of market close May 20, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 29)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
37.007.909.0011.600.003358.1%0.9420.0150-0.0190.0150.027
38.005.348.3010.500.006758.1%0.9210.0192-0.0240.0200.027
39.004.607.209.700.000154.8%0.9060.0231-0.0250.0220.027
40.004.706.608.800.0010012058.2%0.8630.0284-0.0330.0290.026
41.006.606.007.900.00810059.4%0.8240.0329-0.0390.0340.025
42.005.505.206.40-0.631015164.1%0.7700.0357-0.0480.0400.024
43.004.754.805.40-1.241027956.9%0.7470.0424-0.0450.0420.024
44.005.304.104.600.00145153.9%0.7060.0482-0.0460.0460.023
45.003.503.403.80-1.40508,03850.1%0.6600.0551-0.0450.0490.022
46.003.102.753.10-0.60797347.6%0.6040.0611-0.0450.0510.020
47.002.352.302.50-0.401158,87445.9%0.5410.0652-0.0440.0530.018
48.002.001.752.05-0.702532845.8%0.4760.0655-0.0440.0530.016
49.001.561.451.65-0.741401,64245.5%0.4120.0645-0.0430.0520.014
50.001.201.051.30-0.441625,14745.0%0.3500.0620-0.0400.0490.012
55.000.350.300.35-0.235860344.5%0.1250.0348-0.0220.0270.004

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
30.001.150.001.150.9552120.2%-0.0660.0080-0.0350.017-0.003
34.000.150.001.150.00207093.2%-0.0830.0124-0.0320.020-0.004
35.000.100.000.60-0.2111573.0%-0.0600.0122-0.0190.016-0.002
36.000.450.000.400.252012061.3%-0.0490.0124-0.0140.013-0.002
37.000.600.001.150.001974.4%-0.1020.0181-0.0300.024-0.004
38.000.150.000.750.001040260.2%-0.0860.0196-0.0210.021-0.003
39.000.200.000.750.0021046254.6%-0.0930.0230-0.0200.022-0.004
40.000.470.150.400.00112050.1%-0.1060.0276-0.0200.024-0.004
41.000.480.400.650.002217752.7%-0.1520.0337-0.0280.031-0.006
42.000.620.550.70-0.032624448.0%-0.1750.0404-0.0270.034-0.007
43.000.650.700.900.00113246.8%-0.2190.0475-0.0300.039-0.009
44.001.150.951.150.22715845.7%-0.2690.0545-0.0330.044-0.011
45.001.501.201.450.001719544.5%-0.3270.0611-0.0350.048-0.013
46.001.851.601.85-0.0585344.1%-0.3920.0656-0.0360.051-0.016
47.002.352.102.300.0910743.4%-0.4600.0689-0.0370.053-0.019
48.002.402.552.800.00152642.4%-0.5300.0707-0.0350.053-0.022
50.003.503.904.300.00915146.4%-0.6440.0605-0.0360.049-0.027
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.