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
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current BSAC Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
Avg IV
92.8%
IV Rank
54%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $5.00 | $5.00 | 92.8% | 54% |
| 20260928 | $4.80 | $4.80 | 103.5% | 68% |
| 20260925 | $4.80 | $4.80 | 79.2% | 36% |
| 20260924 | $4.80 | $4.80 | 92.4% | 53% |
| 20260923 | $4.90 | $4.90 | 107.0% | 72% |
| 20260922 | $4.95 | $4.95 | 92.7% | 53% |
| 20260921 | $5.03 | $5.03 | 85.9% | 45% |
| 20260918 | $5.05 | $4.60 | 81.6% | 39% |
| 20260917 | $4.95 | $4.65 | 78.4% | 35% |
| 20260916 | $4.88 | $4.60 | 80.2% | 37% |
| 20260915 | $5.00 | $4.80 | 76.5% | 32% |
| 20260914 | $4.95 | $4.70 | 75.5% | 31% |
| 20260911 | $5.15 | $4.80 | 76.1% | 32% |
| 20260910 | $4.90 | $4.80 | 73.4% | 25% |
| 20260909 | $4.95 | $4.80 | 85.2% | 39% |
| 20260908 | $5.10 | $4.50 | 77.1% | 29% |
| 20260904 | $5.03 | $4.80 | 77.2% | 29% |
| 20260903 | $4.80 | $4.80 | 69.8% | 21% |
| 20260902 | $4.80 | $4.80 | 117.2% | 76% |
| 20260901 | $4.80 | $4.80 | 106.3% | 63% |
| 20260831 | $4.80 | $4.80 | 109.6% | 67% |
| 20260828 | $4.80 | $4.80 | 83.7% | 37% |
| 20260827 | $4.80 | $4.80 | 106.8% | 64% |
| 20260826 | $4.90 | $4.90 | 110.1% | 68% |
| 20260825 | $4.80 | $4.80 | 94.6% | 50% |
| 20260824 | $4.80 | $4.80 | 67.5% | 18% |
| 20260821 | $4.80 | $4.65 | 80.5% | 33% |
| 20260820 | $4.80 | $1.27 | 94.5% | 50% |
| 20260819 | $4.80 | $4.70 | 75.1% | 27% |
| 20260818 | $4.80 | $4.65 | 87.2% | 42% |
| 20260817 | $4.80 | $4.70 | 75.1% | 29% |
| 20260814 | $4.80 | $4.65 | 74.6% | 28% |
| 20260813 | $4.90 | $4.70 | 70.1% | 23% |
| 20260812 | $4.80 | $4.65 | 103.1% | 61% |
| 20260811 | $4.80 | $4.75 | 69.1% | 22% |
| 20260810 | $4.80 | $4.75 | 52.2% | 1% |
| 20260806 | $4.88 | $4.75 | 61.9% | 8% |
| 20260805 | $4.75 | $4.75 | 84.9% | 25% |
| 20260804 | $4.75 | $4.75 | 88.3% | 27% |
| 20260803 | $4.75 | $4.75 | 90.4% | 29% |
| 20260731 | $4.75 | $4.75 | 85.5% | 25% |
| 20260730 | $4.75 | $4.75 | 91.0% | 29% |
| 20260729 | $4.75 | $4.75 | 85.1% | 25% |
| 20260728 | $4.75 | $4.75 | 89.2% | 28% |
| 20260727 | $4.75 | $4.75 | 82.6% | 23% |
| 20260724 | $5.05 | $5.05 | 80.4% | 22% |
| 20260723 | $4.85 | $4.85 | 76.4% | 19% |
| 20260722 | $4.75 | $4.75 | 70.4% | 14% |
| 20260721 | $4.80 | $4.80 | 58.9% | 6% |
| 20260720 | $5.10 | $5.10 | 63.0% | 9% |
| 20260716 | $4.80 | $4.55 | 72.5% | 16% |
| 20260715 | $4.80 | $4.60 | 72.9% | 16% |
| 20260714 | $4.80 | $4.55 | 69.2% | 14% |
| 20260713 | $4.80 | $3.33 | 68.1% | 13% |
| 20260710 | $5.10 | $4.65 | 70.9% | 15% |
| 20260709 | $5.10 | $4.65 | 68.9% | 13% |
| 20260708 | $4.88 | $4.60 | 53.0% | 2% |
| 20260707 | $4.90 | $4.65 | 71.2% | 15% |
| 20260706 | $5.10 | $4.85 | 56.7% | 4% |
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.