SAN · IV Rank History
Banco Santander S.A.
IV Rank measures where SAN's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on SAN are priced rich or cheap relative to its own recent regime.
SAN IV rank history
89 sessionsIV rank = where today's implied volatility sits in its 1-year range (0–100). Above 50 favours selling premium; the shaded band marks 50–100.
SAN IV Rank Summary
Current
92%
Elevated — premium selling regime
30-Day Avg
90%
60-Day Avg
58%
90-Day Avg
47%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in SAN's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
SAN IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260929 | 92% | 271.3% |
| 20260928 | 100% | 290.0% |
| 20260925 | 95% | 272.2% |
| 20260924 | 97% | 276.1% |
| 20260923 | 100% | 283.3% |
| 20260922 | 100% | 268.6% |
| 20260921 | 100% | 246.8% |
| 20260918 | 100% | 234.0% |
| 20260917 | 99% | 232.8% |
| 20260916 | 100% | 234.3% |
| 20260915 | 94% | 211.2% |
| 20260914 | 99% | 220.7% |
| 20260911 | 97% | 216.3% |
| 20260910 | 89% | 204.0% |
| 20260909 | 90% | 205.6% |
| 20260908 | 73% | 176.1% |
| 20260904 | 81% | 189.1% |
| 20260903 | 100% | 222.2% |
| 20260902 | 81% | 172.0% |
| 20260901 | 96% | 194.0% |
| 20260831 | 85% | 178.1% |
| 20260828 | 76% | 164.6% |
| 20260827 | 100% | 200.7% |
| 20260826 | 77% | 158.0% |
| 20260825 | 100% | 188.9% |
| 20260824 | 100% | 188.5% |
| 20260821 | 100% | 169.2% |
| 20260820 | 100% | 163.4% |
| 20260819 | 36% | 91.5% |
| 20260818 | 42% | 98.3% |
| 20260817 | 38% | 94.1% |
| 20260814 | 28% | 82.9% |
| 20260813 | 33% | 88.1% |
| 20260812 | 25% | 79.5% |
| 20260811 | 27% | 81.9% |
| 20260810 | 23% | 77.1% |
| 20260806 | 15% | 68.2% |
| 20260805 | 53% | 110.4% |
| 20260804 | 48% | 104.6% |
| 20260803 | 27% | 81.6% |
| 20260731 | 10% | 63.5% |
| 20260730 | 23% | 77.1% |
| 20260729 | 55% | 112.8% |
| 20260728 | 14% | 67.8% |
| 20260727 | 39% | 94.7% |
| 20260724 | 23% | 77.9% |
| 20260723 | 27% | 81.9% |
| 20260722 | 16% | 69.3% |
| 20260721 | 15% | 68.7% |
| 20260720 | 29% | 84.2% |
| 20260716 | 3% | 55.4% |
| 20260715 | 0% | 52.0% |
| 20260714 | 29% | 84.4% |
| 20260713 | 25% | 79.5% |
| 20260710 | 17% | 71.2% |
| 20260709 | 5% | 58.0% |
| 20260708 | 13% | 67.1% |
| 20260707 | 19% | 73.2% |
| 20260706 | 0% | 52.3% |
| 20260702 | 77% | 139.2% |
| 20260701 | 33% | 95.8% |
| 20260630 | 22% | 84.1% |
| 20260629 | 25% | 87.4% |
| 20260626 | 24% | 86.4% |
| 20260625 | 34% | 96.6% |
| 20260624 | 34% | 96.0% |
| 20260623 | 27% | 89.0% |
| 20260622 | 21% | 83.0% |
| 20260618 | 21% | 83.4% |
| 20260617 | 46% | 108.8% |
| 20260616 | 21% | 83.0% |
| 20260615 | 23% | 85.5% |
| 20260613 | 5% | 66.9% |
| 20260612 | 0% | 62.3% |
| 20260611 | 16% | 78.2% |
| 20260610 | 31% | 94.1% |
| 20260609 | 6% | 69.3% |
| 20260608 | 22% | 88.3% |
| 20260605 | 17% | 82.8% |
| 20260604 | 0% | 62.8% |
| 20260603 | 11% | 82.9% |
| 20260602 | 36% | 110.7% |
| 20260601 | 36% | 110.6% |
| 20260529 | 23% | 95.5% |
| 20260528 | 38% | 112.5% |
| 20260527 | 41% | 116.0% |
| 20260526 | 48% | 122.9% |
| 20260522 | 52% | 127.7% |
| 20260521 | 24% | 96.7% |
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.