YPF · Expected Move
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
The expected move for YPF 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).
YPF 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 YPF Expected Move
30-Day Straddle
$5.15
7-Day Straddle
$5.15
30-Day ATM IV
45.5%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to YPF'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.
YPF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.15 | $5.15 | 45.5% | 95% |
| 20261021 | $5.10 | $5.10 | 43.9% | 83% |
| 20261020 | $5.00 | $5.00 | 42.2% | 66% |
| 20261019 | $4.97 | $4.97 | 41.3% | 60% |
| 20261016 | $5.80 | $2.33 | 42.4% | 68% |
| 20261015 | $5.47 | $1.40 | 42.1% | 66% |
| 20261014 | $6.10 | $2.60 | 43.4% | 76% |
| 20261013 | $5.85 | $2.32 | 42.4% | 68% |
| 20261012 | $6.17 | $2.58 | 43.8% | 79% |
| 20261009 | $5.68 | $2.02 | 41.7% | 62% |
| 20261008 | $6.10 | $2.40 | 44.1% | 56% |
| 20261007 | $5.80 | $2.42 | 41.4% | 42% |
| 20261006 | $6.47 | $2.95 | 43.9% | 55% |
| 20261005 | $5.88 | $3.30 | 40.9% | 39% |
| 20261002 | $3.12 | $3.12 | 38.4% | 25% |
| 20261001 | $3.38 | $3.38 | 42.1% | 46% |
| 20260930 | $3.62 | $3.62 | 42.9% | 50% |
| 20260929 | $3.80 | $3.80 | 44.0% | 56% |
| 20260928 | $4.12 | $4.12 | 43.4% | 52% |
| 20260925 | $4.78 | $4.78 | 42.1% | 45% |
| 20260924 | $4.67 | $4.67 | 42.8% | 49% |
| 20260923 | $4.38 | $4.38 | 40.7% | 38% |
| 20260922 | $4.30 | $4.30 | 40.2% | 35% |
| 20260921 | $4.67 | $4.67 | 40.6% | 37% |
| 20260918 | $4.15 | $0.38 | 34.2% | 3% |
| 20260917 | $4.88 | $1.23 | 39.5% | 32% |
| 20260916 | $5.15 | $1.85 | 41.1% | 40% |
| 20260915 | $5.92 | $3.30 | 39.4% | 31% |
| 20260914 | $5.75 | $2.55 | 42.0% | 45% |
| 20260911 | $5.57 | $2.55 | 40.2% | 35% |
| 20260910 | $5.85 | $2.98 | 40.8% | 38% |
| 20260909 | $5.65 | $2.75 | 40.4% | 36% |
| 20260908 | $5.80 | $3.65 | 41.4% | 42% |
| 20260904 | $6.07 | $3.65 | 39.5% | 31% |
| 20260903 | $5.95 | $3.77 | 39.0% | 28% |
| 20260902 | $3.53 | $3.53 | 38.2% | 24% |
| 20260901 | $3.70 | $3.70 | 37.5% | 20% |
| 20260831 | $3.75 | $3.75 | 38.6% | 26% |
| 20260828 | $3.40 | $3.40 | 37.9% | 23% |
| 20260827 | $3.73 | $3.73 | 36.7% | 16% |
| 20260826 | $3.45 | $3.45 | 33.7% | 0% |
| 20260825 | $4.38 | $4.38 | 41.5% | 42% |
| 20260824 | $4.50 | $4.50 | 40.9% | 39% |
| 20260821 | $4.40 | $1.30 | 38.2% | 24% |
| 20260820 | $4.38 | $1.27 | 38.2% | 24% |
| 20260819 | $4.67 | $1.32 | 40.9% | 39% |
| 20260818 | $4.50 | $1.65 | 37.8% | 22% |
| 20260817 | $5.03 | $2.75 | 38.7% | 26% |
| 20260814 | $4.17 | $1.88 | 33.9% | 0% |
| 20260813 | $4.33 | $1.92 | 36.4% | 3% |
| 20260812 | $4.42 | $2.42 | 35.8% | 0% |
| 20260811 | $5.38 | $2.40 | 40.7% | 27% |
| 20260810 | $5.43 | $3.52 | 41.3% | 30% |
| 20260807 | — | — | 42.7% | 35% |
| 20260806 | $5.75 | $3.00 | 41.3% | 28% |
| 20260805 | $3.92 | $3.92 | 43.2% | 38% |
| 20260804 | $4.20 | $4.20 | 41.0% | 27% |
| 20260803 | $4.32 | $4.32 | 43.9% | 41% |
| 20260731 | $4.83 | $4.83 | 43.6% | 40% |
| 20260730 | $5.12 | $5.12 | 44.7% | 46% |
More on YPF
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.