Credicorp Ltd. (BAP)'s 30-day implied volatility (IV30) was 41.2% at the close on November 2, 2026, down from 41.9% the day before, against a 52-week range of 22.2% to 61.2%. Its 20-day historical volatility was 33.2%.
Key numbers
30-day implied volatility (IV30): 41.2%
IV30 52-week range: 22.2% to 61.2% (median 33.2%)
Historical volatility: 20-day 33.2%, 1-year 33.7%
Implied move by the nearest expiration: ±2.7%
Data as of November 2, 2026.
BAP Implied Volatility (IV) vs Historical Volatility (HV)
The BAP IV term structure shows the implied volatility difference between different maturity dates.
