Banco Santander S.A. Sponsored ADR (Spain) (SAN)'s 30-day implied volatility (IV30) was 31.6% at the close on November 4, 2026, down from 34.9% the day before, against a 52-week range of 18.9% to 49.0%. Its 20-day historical volatility was 33.3%.

Key numbers

30-day implied volatility (IV30): 31.6%
IV30 52-week range: 18.9% to 49.0% (median 30.8%)
Historical volatility: 20-day 33.3%, 1-year 33.7%
Implied move by the nearest expiration: ±2.2%

Data as of November 4, 2026.

SAN Implied Volatility (IV) vs Historical Volatility (HV)

Name: SAN Implied Volatility
Creator: Market Chameleon