BBAR · Expected Move
Banco BBVA Argentina S.A.
The expected move for BBAR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BBAR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BBAR Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$1.40
30-Day ATM IV
57.0%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to BBAR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BBAR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.40 | $1.40 | 57.0% | 27% |
| 20261023 | $1.62 | $1.62 | 58.3% | 29% |
| 20261022 | $1.35 | $1.35 | 48.1% | 13% |
| 20261021 | $1.40 | $1.40 | 45.8% | 9% |
| 20261020 | $1.48 | $1.48 | 50.4% | 17% |
| 20261019 | $1.43 | $1.43 | 44.5% | 7% |
| 20261016 | $1.45 | $0.35 | — | — |
| 20261015 | $1.62 | $0.22 | 50.4% | 17% |
| 20261014 | $1.68 | $0.60 | — | — |
| 20261013 | $1.57 | $0.40 | 47.2% | 12% |
| 20261012 | $1.55 | $0.80 | — | — |
| 20261009 | $1.93 | $0.62 | 52.0% | 19% |
| 20261008 | $1.62 | $0.62 | 46.5% | 10% |
| 20261007 | $1.62 | $0.62 | 40.0% | 0% |
| 20261006 | $2.02 | $1.07 | 50.3% | 10% |
| 20261005 | $1.93 | $0.68 | 52.4% | 14% |
| 20261002 | $2.45 | $2.45 | 87.0% | 73% |
| 20261001 | $1.90 | $1.90 | 85.7% | 71% |
| 20260930 | $0.80 | $0.80 | 82.4% | 65% |
| 20260929 | $1.93 | $1.93 | 74.9% | 52% |
| 20260928 | $0.98 | $0.98 | 73.6% | 50% |
| 20260925 | $0.85 | $0.85 | 54.6% | 18% |
| 20260924 | $0.85 | $0.85 | 47.7% | 6% |
| 20260923 | $1.95 | $1.95 | 81.4% | 63% |
| 20260922 | $1.98 | $1.98 | 95.2% | 87% |
| 20260921 | $1.93 | $1.93 | 50.9% | 11% |
| 20260918 | $2.10 | $0.60 | — | — |
| 20260917 | $2.65 | $1.27 | — | — |
| 20260916 | $2.67 | $1.75 | 48.0% | 7% |
| 20260915 | $2.45 | $0.90 | 57.7% | 23% |
| 20260914 | $2.02 | $1.20 | 55.2% | 19% |
| 20260911 | $2.85 | $1.00 | 61.0% | 29% |
| 20260910 | $3.25 | $0.75 | — | — |
| 20260909 | $3.65 | $1.10 | 51.1% | 12% |
| 20260908 | $3.28 | $1.48 | 69.8% | 44% |
| 20260904 | $2.65 | $2.12 | 57.6% | 23% |
| 20260903 | $3.30 | $2.88 | 88.0% | 75% |
| 20260902 | $2.20 | $2.20 | 74.3% | 51% |
| 20260901 | $2.28 | $2.28 | 86.1% | 72% |
| 20260831 | $1.50 | $1.50 | 52.1% | 14% |
| 20260828 | $3.10 | $3.10 | 78.3% | 58% |
| 20260827 | $2.92 | $2.92 | 86.9% | 73% |
| 20260826 | $2.55 | $2.55 | 71.8% | 47% |
| 20260825 | $2.35 | $2.35 | 85.0% | 70% |
| 20260824 | $2.80 | $2.80 | 78.5% | 59% |
| 20260821 | $2.05 | $0.50 | 66.1% | 37% |
| 20260820 | $3.30 | $0.28 | 102.8% | 100% |
| 20260819 | $2.72 | $1.55 | 95.1% | 91% |
| 20260818 | $3.25 | $0.75 | 99.4% | 99% |
| 20260817 | $3.27 | $0.77 | 84.8% | 70% |
| 20260814 | $2.80 | $0.85 | 68.1% | 41% |
| 20260813 | $3.23 | $2.62 | 86.2% | 70% |
| 20260812 | $3.23 | $1.52 | 78.6% | 57% |
| 20260811 | $2.05 | $2.73 | 70.0% | 43% |
| 20260810 | $2.58 | $1.12 | 73.1% | 48% |
| 20260807 | — | — | 85.9% | 69% |
| 20260806 | $3.98 | $1.60 | 73.3% | 48% |
| 20260805 | $1.58 | $1.58 | 81.7% | 62% |
| 20260804 | $2.05 | $2.05 | 71.8% | 46% |
| 20260803 | $2.40 | $2.40 | 76.0% | 53% |
More on BBAR
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.