TEF (Telefonica, S.A.)

Expected Move & Straddle Price History

The expected move for TEF 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 TEF Expected Move
30-Day Straddle
$2.05
7-Day Straddle
$1.07
Avg IV
3.0%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to TEF'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.
TEF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260116 $2.05 $1.07 3.0% 69%
20260115 $2.02 $2.52 2.9% 66%
20260114 $2.02 $3.80 2.9% 63%
20260113 $2.00 $1.55 2.9% 64%
20260112 $3.80 $1.05 2.7% 59%
20260109 $1.12 $1.97 2.6% 57%
20260108 $1.10 $1.97 2.5% 53%
20260107 $1.10 $3.20 2.5% 58%
20260106 $2.00 $3.23 2.5% 57%
20260105 $2.58 $4.45 2.4% 57%
20260102 $3.17 $3.17 2.9% 69%
20251231 $3.15 $3.15 3.0% 72%
20251230 $1.93 $1.93 2.9% 70%
20251229 $3.15 $3.15 2.8% 67%
20251226 $1.95 $1.95 2.6% 62%
20251224 $1.77 $1.77 3.2% 77%
20251223 $1.88 $1.88 3.2% 78%
20251222 $1.97 $1.97 3.2% 77%
20251219 $3.15 $2.73 2.9% 70%
20251218 $4.35 $1.10 2.8% 68%
20251217 $0.97 $4.85 2.7% 63%
20251216 $2.05 $1.25 2.9% 70%
20251215 $2.60 $2.90 1.4% 26%
20251212 $1.82 $2.90 1.9% 40%
20251211 $2.23 $0.95 1.3% 25%
20251210 $4.45 $1.02 2.2% 50%
20251209 $4.50 $1.02 2.1% 47%
20251208 $4.45 $1.07 1.6% 34%
20251205 $2.02 $0.97 1.9% 43%
20251204 $3.25 $1.00 1.6% 32%
20251203 $3.50 $3.50 2.9% 68%
20251202 $1.02 $1.02 2.4% 55%
20251201 $1.00 $1.00 2.7% 63%
20251128 $0.90 $0.90 2.4% 55%
20251126 $0.90 $0.90 2.3% 52%
20251125 $0.95 $0.95 2.3% 51%
20251124 $1.02 $1.02 2.0% 44%
20251121 $1.00 $3.30 2.2% 49%
20251120 $3.52 $1.23 1.8% 39%
20251119 $1.25 $2.10 1.8% 40%
20251118 $1.02 $1.18 1.8% 38%
20251117 $0.90 $1.08 1.6% 34%
20251114 $3.33 $1.90 1.8% 38%
20251113 $4.40 $3.25 2.3% 53%
20251112 $1.10 $2.10 1.8% 39%
20251111 $3.38 $3.27 1.6% 33%
20251110 $1.07 $0.88 1.8% 39%
20251107 $3.42 $2.05 1.7% 36%
20251106 $1.60 $0.88 1.7% 36%
20251105 $3.27 $3.27 4.0% 100%
20251104 $2.40 $2.40 3.8% 100%
20251103 $2.45 $2.45 2.0% 49%
20251031 $3.10 $3.10 2.1% 50%
20251030 $1.57 $1.57 1.9% 46%
20251029 $2.45 $2.45 1.8% 41%
20251028 $2.00 $2.00 1.8% 41%
20251027 $1.30 $1.30 1.7% 40%
20251024 $0.83 $0.83 1.6% 37%
20251023 $3.10 $3.10 0.9% 14%
20251022 $0.85 $0.85 1.4% 29%