TEF · Expected Move
Telefonica, S.A.
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).
TEF 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 TEF Expected Move
30-Day Straddle
$2.05
7-Day Straddle
$1.07
30-Day ATM IV
—
IV Rank
—
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260116 | $2.05 | $1.07 | — | — |
| 20260115 | $2.02 | $2.52 | — | — |
| 20260114 | $2.02 | $3.80 | — | — |
| 20260113 | $2.00 | $1.55 | — | — |
| 20260112 | $3.80 | $1.05 | — | — |
| 20260109 | $1.12 | $1.97 | — | — |
| 20260108 | $1.10 | $1.97 | — | — |
| 20260107 | $1.10 | $3.20 | 317.7% | 82% |
| 20260106 | $2.00 | $3.23 | — | — |
| 20260105 | $2.58 | $4.45 | — | — |
| 20260102 | $3.17 | $3.17 | 251.1% | 64% |
| 20251231 | $3.15 | $3.15 | 232.3% | 58% |
| 20251230 | $1.93 | $1.93 | — | — |
| 20251229 | $3.15 | $3.15 | — | — |
| 20251226 | $1.95 | $1.95 | — | — |
| 20251224 | $1.77 | $1.77 | — | — |
| 20251223 | $1.88 | $1.88 | — | — |
| 20251222 | $1.97 | $1.97 | 195.4% | 48% |
| 20251219 | $3.15 | $2.73 | — | — |
| 20251218 | $4.35 | $1.10 | — | — |
| 20251217 | $0.97 | $4.85 | — | — |
| 20251216 | $2.05 | $1.25 | — | — |
| 20251215 | $2.60 | $2.90 | — | — |
| 20251212 | $1.82 | $2.90 | — | — |
| 20251211 | $2.23 | $0.95 | — | — |
| 20251210 | $4.45 | $1.02 | — | — |
| 20251209 | $4.50 | $1.02 | — | — |
| 20251208 | $4.45 | $1.07 | — | — |
| 20251205 | $2.02 | $0.97 | — | — |
| 20251204 | $3.25 | $1.00 | — | — |
| 20251203 | $3.50 | $3.50 | — | — |
| 20251202 | $1.02 | $1.02 | — | — |
| 20251201 | $1.00 | $1.00 | 97.0% | 21% |
| 20251128 | $0.90 | $0.90 | — | — |
| 20251126 | $0.90 | $0.90 | — | — |
| 20251125 | $0.95 | $0.95 | — | — |
| 20251124 | $1.02 | $1.02 | 81.5% | 16% |
| 20251121 | $1.00 | $3.30 | — | — |
| 20251120 | $3.52 | $1.23 | — | — |
| 20251119 | $1.25 | $2.10 | 69.1% | 13% |
| 20251118 | $1.02 | $1.18 | 67.7% | 13% |
| 20251117 | $0.90 | $1.08 | 59.9% | 10% |
| 20251114 | $3.33 | $1.90 | — | — |
| 20251113 | $4.40 | $3.25 | — | — |
| 20251112 | $1.10 | $2.10 | — | — |
| 20251111 | $3.38 | $3.27 | — | — |
| 20251110 | $1.07 | $0.88 | 381.1% | 100% |
| 20251107 | $3.42 | $2.05 | — | — |
| 20251106 | $1.60 | $0.88 | — | — |
| 20251105 | $3.27 | $3.27 | — | — |
| 20251104 | $2.40 | $2.40 | — | — |
| 20251103 | $2.45 | $2.45 | 38.4% | 11% |
| 20251031 | $3.10 | $3.10 | 66.8% | 30% |
| 20251030 | $1.57 | $1.57 | 68.4% | 30% |
| 20251029 | $2.45 | $2.45 | — | — |
| 20251028 | $2.00 | $2.00 | — | — |
| 20251027 | $1.30 | $1.30 | 93.6% | 45% |
| 20251024 | $0.83 | $0.83 | 75.6% | 34% |
| 20251023 | $3.10 | $3.10 | 62.7% | 17% |
| 20251022 | $0.85 | $0.85 | 87.5% | 27% |
More on TEF
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.