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
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current SAN Expected Move
30-Day Straddle
$0.70
7-Day Straddle
$0.70
Avg IV
271.3%
IV Rank
92%
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 |
|---|---|---|---|---|
| 20260929 | $0.70 | $0.70 | 271.3% | 92% |
| 20260928 | $0.62 | $0.62 | 290.0% | 100% |
| 20260925 | $1.02 | $1.02 | 272.2% | 95% |
| 20260924 | $0.85 | $0.85 | 276.1% | 97% |
| 20260923 | $0.98 | $0.98 | 283.3% | 100% |
| 20260922 | $1.10 | $1.10 | 268.6% | 100% |
| 20260921 | $1.35 | $1.35 | 246.8% | 100% |
| 20260918 | $0.97 | $0.38 | 234.0% | 100% |
| 20260917 | $0.95 | $0.45 | 232.8% | 99% |
| 20260916 | $1.12 | $0.47 | 234.3% | 100% |
| 20260915 | $0.90 | $0.57 | 211.2% | 94% |
| 20260914 | $1.05 | $0.43 | 220.7% | 99% |
| 20260911 | $1.10 | $0.45 | 216.3% | 97% |
| 20260910 | $1.07 | $0.45 | 204.0% | 89% |
| 20260909 | $1.10 | $0.57 | 205.6% | 90% |
| 20260908 | $1.07 | $0.50 | 176.1% | 73% |
| 20260904 | $1.10 | $0.60 | 189.1% | 81% |
| 20260903 | $1.12 | $0.62 | 222.2% | 100% |
| 20260902 | $0.68 | $0.68 | 172.0% | 81% |
| 20260901 | $0.77 | $0.77 | 194.0% | 96% |
| 20260831 | $0.68 | $0.68 | 178.1% | 85% |
| 20260828 | $0.82 | $0.82 | 164.6% | 76% |
| 20260827 | $1.10 | $1.10 | 200.7% | 100% |
| 20260826 | $0.78 | $0.78 | 158.0% | 77% |
| 20260825 | $0.95 | $0.95 | 188.9% | 100% |
| 20260824 | $0.98 | $0.98 | 188.5% | 100% |
| 20260821 | $0.98 | $0.62 | 169.2% | 100% |
| 20260820 | $0.95 | $0.35 | 163.4% | 100% |
| 20260819 | $1.05 | $0.60 | 91.5% | 36% |
| 20260818 | $0.95 | $0.57 | 98.3% | 42% |
| 20260817 | $0.95 | $0.57 | 94.1% | 38% |
| 20260814 | $1.85 | $0.45 | 82.9% | 28% |
| 20260813 | $0.90 | $0.57 | 88.1% | 33% |
| 20260812 | $0.98 | $0.53 | 79.5% | 25% |
| 20260811 | $1.00 | $0.72 | 81.9% | 27% |
| 20260810 | $1.10 | $0.62 | 77.1% | 23% |
| 20260806 | $1.10 | $7.88 | 68.2% | 15% |
| 20260805 | $0.88 | $0.88 | 110.4% | 53% |
| 20260804 | $0.72 | $0.72 | 104.6% | 48% |
| 20260803 | $0.78 | $0.78 | 81.6% | 27% |
| 20260731 | $0.73 | $0.73 | 63.5% | 10% |
| 20260730 | $0.82 | $0.82 | 77.1% | 23% |
| 20260729 | $1.23 | $1.23 | 112.8% | 55% |
| 20260728 | $0.95 | $0.95 | 67.8% | 14% |
| 20260727 | $0.68 | $0.68 | 94.7% | 39% |
| 20260724 | $0.90 | $0.90 | 77.9% | 23% |
| 20260723 | $1.00 | $1.00 | 81.9% | 27% |
| 20260722 | $1.05 | $1.05 | 69.3% | 16% |
| 20260721 | $0.82 | $0.82 | 68.7% | 15% |
| 20260720 | $1.05 | $1.05 | 84.2% | 29% |
| 20260716 | $1.15 | $7.97 | 55.4% | 3% |
| 20260715 | $1.25 | $0.28 | 52.0% | 0% |
| 20260714 | $1.25 | $0.45 | 84.4% | 29% |
| 20260713 | $1.10 | $0.47 | 79.5% | 25% |
| 20260710 | $1.00 | $0.40 | 71.2% | 17% |
| 20260709 | $1.12 | $0.55 | 58.0% | 5% |
| 20260708 | $1.20 | $0.55 | 67.1% | 13% |
| 20260707 | $1.17 | $0.60 | 73.2% | 19% |
| 20260706 | $1.55 | $0.65 | 52.3% | 0% |
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.