BSAC · Expected Move
Banco Santander-Chile
The expected move for BSAC 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).
BSAC 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 BSAC Expected Move
30-Day Straddle
$5.15
7-Day Straddle
$5.10
30-Day ATM IV
36.3%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to BSAC'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.
BSAC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $5.15 | $5.10 | 36.3% | 20% |
| 20261112 | $5.40 | $4.95 | 43.3% | 33% |
| 20261111 | $5.43 | $5.15 | 42.2% | 31% |
| 20261110 | $5.43 | $5.15 | 35.8% | 19% |
| 20261109 | $4.95 | $3.70 | 44.3% | 35% |
| 20261106 | $5.53 | $3.98 | 43.5% | 34% |
| 20261105 | $5.43 | $3.98 | 46.4% | 39% |
| 20261104 | $3.70 | $3.70 | 45.6% | 38% |
| 20261103 | $4.90 | $4.90 | 48.3% | 43% |
| 20261102 | $4.95 | $4.95 | 57.1% | 60% |
| 20261030 | $4.90 | $4.90 | 32.4% | 12% |
| 20261029 | $4.95 | $4.95 | 63.0% | 72% |
| 20261028 | $5.15 | $5.15 | 52.8% | 52% |
| 20261027 | $5.00 | $5.00 | 51.2% | 49% |
| 20261026 | $4.90 | $4.90 | 52.0% | 50% |
| 20261023 | $5.10 | $5.10 | 57.4% | 61% |
| 20261022 | $5.25 | $5.25 | 39.1% | 25% |
| 20261021 | $3.85 | $3.85 | 40.1% | 27% |
| 20261020 | $3.85 | $3.85 | 38.2% | 24% |
| 20261019 | $5.00 | $5.00 | 29.9% | 8% |
| 20261016 | $5.05 | $4.65 | 30.3% | 8% |
| 20261015 | $5.28 | $5.25 | 33.4% | 14% |
| 20261014 | $5.35 | $2.93 | 35.7% | 19% |
| 20261013 | $5.80 | $3.33 | 41.8% | 31% |
| 20261012 | $5.18 | $2.98 | 36.4% | 20% |
| 20261009 | $5.20 | $3.38 | 37.8% | 23% |
| 20261008 | $5.25 | $2.93 | 40.7% | 28% |
| 20261007 | $5.75 | $3.33 | 44.9% | 36% |
| 20261006 | $5.72 | $3.27 | 37.8% | 23% |
| 20261005 | $5.55 | $5.15 | 39.4% | 26% |
| 20261002 | $3.52 | $3.52 | 40.8% | 29% |
| 20261001 | $5.10 | $5.10 | 37.2% | 22% |
| 20260930 | $4.85 | $4.85 | 35.1% | 18% |
| 20260929 | $5.00 | $5.00 | 49.9% | 46% |
| 20260928 | $4.80 | $4.80 | 44.4% | 35% |
| 20260925 | $4.80 | $4.80 | 36.2% | 20% |
| 20260924 | $4.80 | $4.80 | 37.6% | 22% |
| 20260923 | $4.90 | $4.90 | 61.8% | 69% |
| 20260922 | $4.95 | $4.95 | 61.0% | 68% |
| 20260921 | $5.03 | $5.03 | 60.5% | 67% |
| 20260918 | $5.05 | $4.60 | 44.3% | 37% |
| 20260917 | $4.95 | $4.65 | 62.6% | 71% |
| 20260916 | $4.88 | $4.60 | 60.3% | 67% |
| 20260915 | $5.00 | $4.80 | 61.6% | 70% |
| 20260914 | $4.95 | $4.70 | 47.8% | 44% |
| 20260911 | $5.15 | $4.80 | 62.2% | 71% |
| 20260910 | $4.90 | $4.80 | 47.7% | 43% |
| 20260909 | $4.95 | $4.80 | 44.7% | 38% |
| 20260908 | $5.10 | $4.50 | 52.8% | 53% |
| 20260904 | $5.03 | $4.80 | 45.9% | 40% |
| 20260903 | $4.80 | $4.80 | 55.8% | 59% |
| 20260902 | $4.80 | $4.80 | 44.0% | 36% |
| 20260901 | $4.80 | $4.80 | 46.5% | 41% |
| 20260831 | $4.80 | $4.80 | 28.2% | 7% |
| 20260828 | $4.80 | $4.80 | 39.7% | 28% |
| 20260827 | $4.80 | $4.80 | 30.8% | 11% |
| 20260826 | $4.90 | $4.90 | 39.5% | 28% |
| 20260825 | $4.80 | $4.80 | 28.4% | 7% |
| 20260824 | $4.80 | $4.80 | 26.0% | 2% |
| 20260821 | $4.80 | $4.65 | 28.9% | 8% |
More on BSAC
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.