SAN
Banco Santander, S.A. SponsoredFinancial Services$11.41
▲ Bullish
Mkt Cap: $166.32B|Float: 14.47B|SI: 0.5%|DTC: 4.0
Data as of market close Apr 2, 2026
IV Rank
39
IV Pctl
67%
HV 20d
4030.0%
52W Range
$5-$13
ATR(14)
$0.39
Exp. Move
±8.3%
P/C Ratio
0.44
Earnings
Apr 29
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Above
Exp. Move Wide
Low Put/Call
SAN Key Options Data
- IV Rank
- 39.1%
- Total GEX
- $0.00B
- Total DEX
- $2.4M
- Max Pain
- $12.00
- Expected Move
- ±8.3%
- Put/Call OI
- 0.44
- Net Premium
- $0.0M
- Spot Price
- $11.41
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$0.95 | ±8.3% | $10.46 | $12.36 |
| 2026-05-15 | 43 | ±$1.45 | ±12.7% | $9.96 | $12.86 |
| 2026-06-18 | 77 | ±$1.60 | ±14.0% | $9.81 | $13.01 |
| 2026-09-18 | 169 | ±$2.38 | ±20.8% | $9.03 | $13.78 |
Explore SAN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.