SAN (Banco Santander S.A.)
Expected Move & Straddle Price History
The expected move for SAN 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).
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.
Current SAN Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.57
Avg IV
0.9%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to SAN'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.
SAN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260813 | $0.90 | $0.57 | 0.9% | 33% |
| 20260812 | $0.98 | $0.53 | 0.8% | 25% |
| 20260811 | $1.00 | $0.72 | 0.8% | 27% |
| 20260810 | $1.10 | $0.62 | 0.8% | 23% |
| 20260806 | $1.10 | $7.88 | 0.7% | 15% |
| 20260805 | $0.88 | $0.88 | 1.1% | 53% |
| 20260804 | $0.72 | $0.72 | 1.0% | 48% |
| 20260803 | $0.78 | $0.78 | 0.8% | 27% |
| 20260731 | $0.73 | $0.73 | 0.6% | 10% |
| 20260730 | $0.82 | $0.82 | 0.8% | 23% |
| 20260729 | $1.23 | $1.23 | 1.1% | 55% |
| 20260728 | $0.95 | $0.95 | 0.7% | 14% |
| 20260727 | $0.68 | $0.68 | 0.9% | 39% |
| 20260724 | $0.90 | $0.90 | 0.8% | 23% |
| 20260723 | $1.00 | $1.00 | 0.8% | 27% |
| 20260722 | $1.05 | $1.05 | 0.7% | 16% |
| 20260721 | $0.82 | $0.82 | 0.7% | 15% |
| 20260720 | $1.05 | $1.05 | 0.8% | 29% |
| 20260716 | $1.15 | $7.97 | 0.6% | 3% |
| 20260715 | $1.25 | $0.28 | 0.5% | 0% |
| 20260714 | $1.25 | $0.45 | 0.8% | 29% |
| 20260713 | $1.10 | $0.47 | 0.8% | 25% |
| 20260710 | $1.00 | $0.40 | 0.7% | 17% |
| 20260709 | $1.12 | $0.55 | 0.6% | 5% |
| 20260708 | $1.20 | $0.55 | 0.7% | 13% |
| 20260707 | $1.17 | $0.60 | 0.7% | 19% |
| 20260706 | $1.55 | $0.65 | 0.5% | 0% |
| 20260702 | $0.57 | $0.57 | 1.4% | 77% |
| 20260701 | $0.68 | $0.68 | 1.0% | 33% |
| 20260630 | $0.68 | $0.68 | 0.8% | 22% |
| 20260629 | $0.65 | $0.65 | 0.9% | 25% |
| 20260626 | $0.85 | $0.85 | 0.9% | 24% |
| 20260625 | $0.85 | $0.85 | 1.0% | 34% |
| 20260624 | $0.90 | $0.90 | 1.0% | 34% |
| 20260623 | $0.82 | $0.82 | 0.9% | 27% |
| 20260622 | $0.88 | $0.88 | 0.8% | 21% |
| 20260618 | $0.97 | $0.50 | 0.8% | 21% |
| 20260617 | $1.00 | $0.75 | 1.1% | 46% |
| 20260616 | $1.83 | $0.43 | 0.8% | 21% |
| 20260615 | $1.00 | $0.50 | 0.9% | 23% |
| 20260613 | $0.90 | $0.65 | 0.7% | 5% |
| 20260612 | $0.97 | $0.60 | 0.6% | 0% |
| 20260611 | $1.27 | $0.85 | 0.8% | 16% |
| 20260610 | $1.05 | $0.65 | 0.9% | 31% |
| 20260609 | $1.02 | $0.60 | 0.7% | 6% |
| 20260608 | $1.10 | $0.60 | 0.9% | 22% |
| 20260605 | $1.27 | $0.72 | 0.8% | 17% |
| 20260604 | $1.35 | $1.00 | 0.6% | 0% |
| 20260603 | $1.23 | $0.68 | 0.8% | 11% |
| 20260602 | $0.78 | $0.78 | 1.1% | 36% |
| 20260601 | $1.05 | $1.05 | 1.1% | 36% |
| 20260529 | $0.88 | $0.88 | 1.0% | 23% |
| 20260528 | $0.88 | $0.88 | 1.1% | 38% |
| 20260527 | $0.90 | $0.90 | 1.2% | 41% |
| 20260526 | $0.98 | $0.98 | 1.2% | 48% |
| 20260522 | $0.85 | $0.85 | 1.3% | 52% |
| 20260521 | $0.88 | $0.88 | 1.0% | 24% |
| 20260520 | $1.07 | $1.07 | 1.0% | 26% |
| 20260519 | $0.93 | $0.93 | 1.2% | 42% |
| 20260518 | $0.85 | $0.85 | 1.0% | 29% |