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Banco Santander S SAN 11.74 -0.27 -2.25%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SAN / Comparative study

3 signals / 494 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.66
42.94
Mean
16.69
Window
+533.3%
ATM IV z 0.45
0.42
Mean
0.35
Window
+50.9%
IV Percentile z 1.18
85.37
Mean
52.8
Window
+139.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.57 0.67
ATM IV 0.57 1.00 0.55
IV Percent... 0.67 0.55 1.00
Source observations

Data inspector

1-50 of 494
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 11.74 42.94 0.42 85.37
2026-11-05 12.01 32.57 0.36 70.33
2026-11-04 12.07 27.07 0.33 45.1
2026-11-03 11.34 30.01 0.35 62.75
2026-11-02 11.46 33.11 0.36 71.26
2026-10-30 11.19 28.35 0.34 58.04
2026-10-29 11.75 49.61 0.46 88.24
2026-10-28 11.69 53.44 0.48 91.76
2026-10-27 12.47 49.97 0.46 89.41
2026-10-26 12.37 51.37 0.47 90.55
2026-10-23 12.84 62.95 0.53 95.29
2026-10-22 12.9 30.63 0.35 68.63
2026-10-21 13.29 27.54 0.33 49.8
2026-10-20 13.13 30.01 0.35 65.88
2026-10-19 13.02 38.95 0.4 83.46
2026-10-15 13.46 32.14 0.36 72.27
2026-10-14 13.41 41.45 0.41 85.94
2026-10-13 13.55 33.78 0.37 75.78
2026-10-12 13.48 29.08 0.34 63.92
2026-10-09 13.49 27.05 0.33 50
2026-10-08 13.48 36.19 0.38 80.86
2026-10-07 13.66 42.81 0.42 87.11
2026-10-06 14.01 36.91 0.39 82.03
2026-10-05 13.9 29.01 0.34 65.1
2026-10-02 13.36 30.89 0.35 72.66
2026-10-01 13.28 40.7 0.41 85.94
2026-09-30 13.83 15.97 0.27 12.11
2026-09-29 14.19 22.28 0.3 35.16
2026-09-28 14.22 13.13 0.25 7.45
2026-09-25 14.42 25.38 0.32 45.31
2026-09-24 14.28 22.98 0.31 38.04
2026-09-23 14.2 34.88 0.37 79.61
2026-09-22 14.49 28.13 0.34 64.31
2026-09-21 14.62 23.99 0.31 42.13
2026-09-18 14.31 21.9 0.3 35.29
2026-09-17 14.82 29.15 0.34 66.67
2026-09-16 14.4 26.32 0.32 50.59
2026-09-15 14.65 21.41 0.3 34.12
2026-09-14 14.74 28.9 0.34 66.54
2026-09-11 14.96 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
2026-09-04 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