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Banco Santander S SAN 11.74 -0.27 -2.25%

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ATM IV
0.42
Put Call Ratio (OI)
0.449
Put Call Ratio (Vol)
0.303
IV Rank
42.9
IV Percentile
85.4
Max pain
13

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-93.3
93.3
View values by strike
SAN · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
3.00 2.57 K 0
5.00 11.2 K -752
7.00 640 -57.7
8.00 70.3 K -1.92 K
9.00 1.9 K -127
10.00 194 K -55.1 K
11.00 15.3 K -12 K
12.00 233 K -300 K
13.00 135 K -539 K
14.00 107 K -2.62 K
15.00 230 K -94.3 K
16.00 24.4 K -537
17.00 50.3 K 0
18.00 7.93 K 0
19.00 11.6 K 0
20.00 37.7 K 0
22.00 30.7 0
25.00 118 0
72.50 780 0
77.50 212 0
80.00 356 0