Banco Santander S SAN 14.95 0.32 2.19%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SAN / Comparative study
3 signals / 506 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.90
29.32
Mean
15.07
Window
+314.1%
ATM IV
z 0.01
0.34
Mean
0.34
Window
-14.0%
IV Percentile
z 0.60
67.45
Mean
51.02
Window
-5.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.56 | 0.63 |
| ATM IV | 0.56 | 1.00 | 0.55 |
| IV Percent... | 0.63 | 0.55 | 1.00 |
Source observations
Data inspector
1-50 of 506
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 14.95 | 29.32 | 0.34 | 67.45 |
| 2026-09-10 | 14.63 | 27.1 | 0.33 | 54.12 |
| 2026-09-09 | 14.68 | 21.89 | 0.3 | 37.25 |
| 2026-09-08 | 14.86 | 29.25 | 0.34 | 67.45 |
| 2026-09-07 | 14.93 | 20.63 | 0.29 | 31.89 |
| 2026-09-04 | 14.93 | 21.39 | 0.3 | 36.08 |
| 2026-09-03 | 15.05 | 22.05 | 0.3 | 38.04 |
| 2026-09-02 | 14.75 | 25.89 | 0.32 | 50.59 |
| 2026-09-01 | 14.38 | 28.67 | 0.34 | 66.93 |
| 2026-08-31 | 14.56 | 24.39 | 0.31 | 45.85 |
| 2026-08-28 | 14.67 | 18.34 | 0.28 | 26.38 |
| 2026-08-27 | 14.55 | 21.67 | 0.3 | 37.4 |
| 2026-08-26 | 14.7 | 13.91 | 0.25 | 8.66 |
| 2026-08-25 | 14.63 | 26.24 | 0.32 | 51.97 |
| 2026-08-24 | 14.72 | 23.16 | 0.31 | 43.08 |
| 2026-08-21 | 14.59 | 29.59 | 0.34 | 67.72 |
| 2026-08-20 | 14.21 | 20.25 | 0.29 | 33.86 |
| 2026-08-19 | 14.17 | 26.9 | 0.33 | 53.94 |
| 2026-08-18 | 14.24 | 20.68 | 0.29 | 35.04 |
| 2026-08-17 | 14.59 | 20.01 | 0.29 | 33.6 |
| 2026-08-14 | 14.76 | 17.19 | 0.27 | 21.26 |
| 2026-08-13 | 14.78 | 16.75 | 0.27 | 20.87 |
| 2026-08-12 | 14.82 | 17.44 | 0.27 | 22.44 |
| 2026-08-11 | 14.71 | 22.88 | 0.31 | 42.52 |
| 2026-08-10 | 14.69 | 19.42 | 0.29 | 32.41 |
| 2026-08-07 | 14.7 | 17.97 | 0.28 | 26.38 |
| 2026-08-06 | 14.65 | 18.78 | 0.28 | 31.89 |
| 2026-08-05 | 14.64 | 20.79 | 0.29 | 36.61 |
| 2026-08-04 | 14.47 | 25.94 | 0.32 | 51.97 |
| 2026-08-03 | 14.45 | 20.69 | 0.29 | 35.97 |
| 2026-07-31 | 14.1 | 17.73 | 0.28 | 23.62 |
| 2026-07-30 | 14.11 | 22.12 | 0.3 | 40.55 |
| 2026-07-29 | 13.38 | 49.2 | 0.46 | 89.37 |
| 2026-07-28 | 13.98 | 27.56 | 0.33 | 55.91 |
| 2026-07-27 | 13.99 | 15.75 | 0.26 | 15.81 |
| 2026-07-24 | 13.54 | 19.78 | 0.29 | 33.07 |
| 2026-07-23 | 13.21 | 26.52 | 0.33 | 52.76 |
| 2026-07-22 | 13.74 | 25.7 | 0.32 | 51.57 |
| 2026-07-21 | 13.65 | 12.91 | 0.25 | 9.06 |
| 2026-07-20 | 13.32 | 28.06 | 0.33 | 65.22 |
| 2026-07-17 | 13.55 | 21.73 | 0.3 | 37.8 |
| 2026-07-16 | 13.62 | 23.09 | 0.31 | 41.34 |
| 2026-07-15 | 13.82 | 29.71 | 0.34 | 67.72 |
| 2026-07-14 | 13.63 | 25.01 | 0.32 | 46.85 |
| 2026-07-13 | 13.66 | 21.38 | 0.3 | 37.55 |
| 2026-07-10 | 13.87 | 18.61 | 0.28 | 28.74 |
| 2026-07-09 | 13.79 | 23.52 | 0.31 | 43.7 |
| 2026-07-08 | 13.57 | 25.23 | 0.32 | 47.64 |
| 2026-07-07 | 14.19 | 18.54 | 0.28 | 28.35 |
| 2026-07-02 | 13.95 | 18.85 | 0.28 | 31.37 |