SAN · Expected Move
Banco Santander S.A.
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).
SAN 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 SAN Expected Move
30-Day Straddle
$1.07
7-Day Straddle
$0.73
30-Day ATM IV
52.6%
IV Rank
100%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.07 | $0.73 | 52.6% | 100% |
| 20261112 | $1.07 | $0.65 | 35.4% | 55% |
| 20261111 | $1.12 | $0.75 | — | — |
| 20261110 | $1.00 | $0.80 | 29.8% | 28% |
| 20261109 | $1.15 | $0.75 | 35.3% | 55% |
| 20261106 | $1.02 | $0.85 | 41.0% | 84% |
| 20261105 | $1.40 | $0.70 | 41.4% | 86% |
| 20261104 | $0.65 | $0.65 | 33.5% | 46% |
| 20261103 | $0.90 | $0.90 | 40.0% | 78% |
| 20261102 | $1.05 | $1.05 | 41.7% | 87% |
| 20261030 | $0.75 | $0.75 | 35.5% | 56% |
| 20261029 | $0.80 | $0.80 | 32.9% | 43% |
| 20261028 | $0.75 | $0.75 | 35.3% | 55% |
| 20261027 | $1.17 | $1.17 | 41.3% | 85% |
| 20261026 | $1.23 | $1.23 | 44.3% | 100% |
| 20261023 | $1.02 | $1.02 | 35.8% | 59% |
| 20261022 | $1.20 | $1.20 | 43.2% | 96% |
| 20261021 | $1.43 | $1.43 | — | — |
| 20261020 | $1.00 | $1.00 | 32.9% | 44% |
| 20261019 | $1.45 | $1.45 | 38.9% | 75% |
| 20261016 | $1.27 | $0.38 | — | — |
| 20261015 | $1.30 | $0.55 | 35.6% | 58% |
| 20261014 | $1.15 | $0.50 | 32.3% | 41% |
| 20261013 | $1.18 | $0.55 | — | — |
| 20261012 | $1.38 | $0.70 | 35.7% | 58% |
| 20261009 | $1.35 | $0.85 | 36.9% | 64% |
| 20261008 | $1.30 | $0.67 | 34.2% | 51% |
| 20261007 | $1.23 | $0.73 | 32.8% | 44% |
| 20261006 | $1.45 | $0.60 | 36.6% | 63% |
| 20261005 | $1.27 | $0.60 | 33.4% | 46% |
| 20261002 | $0.70 | $0.70 | 32.7% | 43% |
| 20261001 | $0.75 | $0.75 | 32.0% | 39% |
| 20260930 | $0.60 | $0.60 | 30.6% | 32% |
| 20260929 | $0.70 | $0.70 | 34.1% | 50% |
| 20260928 | $0.62 | $0.62 | 29.2% | 25% |
| 20260925 | $1.02 | $1.02 | 31.0% | 34% |
| 20260924 | $0.85 | $0.85 | 31.4% | 36% |
| 20260923 | $0.98 | $0.98 | 32.7% | 43% |
| 20260922 | $1.10 | $1.10 | 36.2% | 61% |
| 20260921 | $1.35 | $1.35 | 37.0% | 65% |
| 20260918 | $0.97 | $0.38 | 29.1% | 24% |
| 20260917 | $0.95 | $0.45 | 28.4% | 21% |
| 20260916 | $1.12 | $0.47 | — | — |
| 20260915 | $0.90 | $0.57 | 24.2% | 0% |
| 20260914 | $1.05 | $0.43 | 29.8% | 25% |
| 20260911 | $1.10 | $0.45 | 29.5% | 20% |
| 20260910 | $1.07 | $0.45 | 29.3% | 19% |
| 20260909 | $1.10 | $0.57 | 31.2% | 28% |
| 20260908 | $1.07 | $0.50 | 27.6% | 12% |
| 20260904 | $1.10 | $0.60 | 42.0% | 78% |
| 20260903 | $1.12 | $0.62 | 27.0% | 9% |
| 20260902 | $0.68 | $0.68 | 28.2% | 14% |
| 20260901 | $0.77 | $0.77 | 32.3% | 33% |
| 20260831 | $0.68 | $0.68 | 26.0% | 4% |
| 20260828 | $0.82 | $0.82 | 43.9% | 87% |
| 20260827 | $1.10 | $1.10 | 30.4% | 24% |
| 20260826 | $0.78 | $0.78 | 27.0% | 9% |
| 20260825 | $0.95 | $0.95 | 28.8% | 17% |
| 20260824 | $0.98 | $0.98 | 31.8% | 31% |
| 20260821 | $0.98 | $0.62 | 31.8% | 31% |
More on SAN
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.