Credicorp Ltd. (BAP)'s 30-day implied volatility (IV30) was 42.5% at the close on November 6, 2026, down from 45.2% the day before, against a 52-week range of 22.2% to 61.2%. Its 20-day historical volatility was 34.7%.
Key numbers
30-day implied volatility (IV30): 42.5%
IV30 52-week range: 22.2% to 61.2% (median 33.6%)
Historical volatility: 20-day 34.7%, 1-year 33.9%
Implied move by the nearest expiration: ±3.1%
Data as of November 6, 2026.
BAP Implied Volatility (IV) vs Historical Volatility (HV)
The BAP IV term structure shows the implied volatility difference between different maturity dates.
