YPF ADR (YPF) Expected Move

Tracking the YPF expected move helps you see how far YPF ADR's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. YPF ADR's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the YPF expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For YPF, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The YPF expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks YPF ADR is unlikely to go.

YPF Sociedad Anónima, an energy company, engages in the oil and gas upstream and downstream activities in Argentina. The company's upstream operations include the exploration, development, and production of crude oil, natural gas, and NGLs. Its downstream operations include the refining, marketing, transportation, and distribution of oil, petroleum products, petroleum derivatives, petrochemicals, LPG, and bio-fuels, as well as in gas separation, natural gas distribution operations, and power generation. As of December 31, 2021, it had interests in 119 oil and gas fields; approximately 643 million barrels (mmbbl) of oil; and approximately 2,447 billion cubic feet (bcf) of gas.

It also had a retail distribution network of 1,654 YPF-branded service stations; and 18 exploration permits. In addition, the company owns and operates three refineries with combined annual refining capacity of approximately 120 mmbbl; approximately 2,800 kilometers of crude oil pipelines with approximately 640,000 barrels of aggregate daily transportation capacity of refined products; and crude oil tankage of approximately 7 mmbbl, as well as maintains terminal facilities at five Argentine ports. Further, it participates in 21 power generation plants with an aggregate installed capacity of 3,091 megawatts; offers diesel, fertilizers, lubricants, phytosanitary products, and ensiling bags; and supplies diesel, gasoline, fuel oil, coal, asphalts, paraffin, and sulfur, CO2, decanted oil, and aromatic extract. The company was founded in 1977 and is headquartered in Buenos Aires, Argentina.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the YPF expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The YPF ADR expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about YPF.