ITUB · Expected Move
Itau Unibanco Holding S.A. American Depositary Shares
The expected move for ITUB 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).
ITUB 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 ITUB Expected Move
30-Day Straddle
$0.73
7-Day Straddle
$0.60
30-Day ATM IV
45.1%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to ITUB'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.
ITUB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.73 | $0.60 | 45.1% | 34% |
| 20261106 | $1.08 | $0.57 | 51.5% | 47% |
| 20261105 | $0.85 | $0.55 | 43.0% | 30% |
| 20261104 | $0.60 | $0.60 | 50.2% | 45% |
| 20261103 | $0.47 | $0.47 | 50.0% | 44% |
| 20261102 | $0.57 | $0.57 | 39.7% | 22% |
| 20261030 | $0.65 | $0.65 | 42.6% | 29% |
| 20261029 | $0.70 | $0.70 | 41.4% | 26% |
| 20261028 | $0.75 | $0.75 | 44.5% | 33% |
| 20261027 | $0.73 | $0.73 | 44.2% | 32% |
| 20261026 | $0.78 | $0.78 | 46.1% | 36% |
| 20261023 | $1.40 | $1.40 | 64.4% | 75% |
| 20261022 | $1.52 | $1.52 | 66.3% | 79% |
| 20261021 | $1.45 | $1.45 | 65.7% | 77% |
| 20261020 | $1.40 | $1.40 | 62.7% | 71% |
| 20261019 | $1.45 | $1.45 | 60.7% | 67% |
| 20261016 | $1.38 | $0.68 | 57.5% | 60% |
| 20261015 | $1.33 | $0.53 | 48.8% | 42% |
| 20261014 | $1.08 | $0.35 | 43.7% | 31% |
| 20261013 | $1.05 | $0.40 | 41.4% | 26% |
| 20261012 | $1.10 | $0.35 | 45.9% | 36% |
| 20261009 | $0.85 | $0.43 | 33.3% | 9% |
| 20261008 | $1.05 | $0.50 | 40.6% | 24% |
| 20261007 | $1.10 | $0.45 | 41.8% | 27% |
| 20261006 | $1.12 | $0.50 | 46.3% | 36% |
| 20261005 | $1.15 | $0.57 | 41.9% | 27% |
| 20261002 | $0.90 | $0.90 | 51.8% | 48% |
| 20261001 | $0.82 | $0.82 | 50.0% | 44% |
| 20260930 | $0.90 | $0.90 | 49.6% | 43% |
| 20260929 | $0.70 | $0.70 | 48.1% | 40% |
| 20260928 | $0.68 | $0.68 | 47.2% | 38% |
| 20260925 | $0.73 | $0.73 | 46.4% | 37% |
| 20260924 | $0.73 | $0.73 | 44.8% | 33% |
| 20260923 | $0.77 | $0.77 | 47.4% | 39% |
| 20260922 | $0.85 | $0.85 | 76.4% | 100% |
| 20260921 | $0.88 | $0.88 | 47.8% | 54% |
| 20260918 | $0.80 | $0.23 | 43.3% | 41% |
| 20260917 | $0.83 | $0.33 | — | — |
| 20260916 | $0.77 | $0.30 | 63.7% | 100% |
| 20260915 | $0.83 | $0.33 | 44.5% | 45% |
| 20260914 | $0.80 | $0.33 | 42.2% | 38% |
| 20260911 | $0.88 | $0.42 | 43.0% | 41% |
| 20260910 | $0.88 | $0.45 | 41.9% | 38% |
| 20260909 | $0.82 | $0.38 | 40.1% | 32% |
| 20260908 | $0.85 | $0.47 | 38.6% | 28% |
| 20260904 | $0.85 | $0.47 | 38.7% | 28% |
| 20260903 | $0.82 | $0.48 | 40.7% | 34% |
| 20260902 | $0.50 | $0.50 | 40.4% | 33% |
| 20260901 | $0.45 | $0.45 | 33.6% | 13% |
| 20260831 | $0.53 | $0.53 | — | — |
| 20260828 | $0.65 | $0.65 | — | — |
| 20260827 | $0.42 | $0.42 | 35.9% | 20% |
| 20260826 | $0.68 | $0.68 | 42.8% | 40% |
| 20260825 | $0.62 | $0.62 | 35.9% | 20% |
| 20260824 | $0.70 | $0.70 | — | — |
| 20260821 | $0.70 | $0.48 | 37.2% | 24% |
| 20260820 | $0.52 | $0.20 | 32.5% | 10% |
| 20260819 | $0.55 | $0.40 | 30.8% | 5% |
| 20260818 | $0.53 | $0.30 | 35.2% | 18% |
| 20260817 | $0.60 | $0.40 | 31.3% | 7% |
More on ITUB
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.