SAN · Iron Condor Setups

Banco Santander S.A.

Iron condor opportunities for SAN based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.

SAN IV rank history

26 sessions

IV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).

Current Iron Condor Setup for SAN
Score
4.39
Breach Rate
40.4%
239 of 591 observations
Avg Straddle
$0.72
8.8% of price
IV Rank
100%
IV Premium
1.46x
IV ÷ Realized Vol
Beta vs SPY
1.61
P/C Vol
0.46
Current Price
$12.21
Score formula: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Higher is better. SAN is ranked against all other tracked symbols by score; see the full Iron Condor Screener for the leaderboard.
SAN IV Rank — Last 30 Days
DateIV Rank
20261113100%
2026111255%
2026111028%
2026110955%
2026110684%
2026110586%
2026110446%
2026110378%
2026110287%
2026103056%
2026102943%
2026102855%
2026102785%
20261026100%
2026102359%
2026102296%
2026102044%
2026101975%
2026101558%
2026101441%
2026101258%
2026100964%
2026100851%
2026100744%
2026100663%
2026100546%

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.