BANCO SANTANDER CHILE (BSAC) Implied Volatility
BANCO SANTANDER CHILE (BSAC) options trade at a 30-day at-the-money implied volatility of 145.5%, an IV rank of 35 out of 100 over the past year. This page breaks down BSAC's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Oct 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
BSAC 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 145.5% |
| IV rank (1 year) | 35 / 100 |
| IV percentile (1 year) | 68% |
| Expected move (front expiration) | ±$6.48 (±20.2%) |
| Historical volatility — 10 day | 21.6% |
| Historical volatility — 21 day | 18.7% |
| Historical volatility — 30 day | 21.9% |
| Historical volatility — 60 day | 23.3% |
| IV / HV ratio | 6.64 |
An IV rank of 35 places current implied volatility in the lower part of its 52-week range. With an IV/HV ratio of 6.64, options currently price in more movement than the stock has recently realized.
BSAC IV Rank History
BSAC IV rank (0–100), past year.
IV rank has fallen from 100 in Feb '26 to 35 today. An IV percentile of 68% means implied volatility was lower than today on 68% of trading days in the past year.
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BSAC Options FAQ
What is the implied volatility of BSAC options?
BSAC options trade at a 30-day at-the-money implied volatility of 145.5% as of Oct 9, 2026. That is an IV rank of 35 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is BSAC implied volatility high or low right now?
By its own 52-week standards, BSAC implied volatility is currently low: IV rank is 35 out of 100 as of Oct 9, 2026. Compared with realized movement, the IV/HV ratio of 6.64 shows options pricing more movement than the stock has recently delivered.
What move do BSAC options imply before the next expiration?
Front-expiration BSAC options imply a one-standard-deviation move of ±$6.48 (±20.2%) as of Oct 9, 2026, derived from at-the-money option prices.
What is the difference between BSAC's IV rank and IV percentile?
IV rank (currently 35) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 68%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.