Banco Santander-Chile (BSAC) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Banco Santander-Chile (BSAC) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $14.84B, listed on NYSE, employing roughly 8,526 people, carrying a beta of 0.23 to the broader market. Banco Santander-Chile, along with its affiliated entities, operates as a prominent financial institution in Chile, delivering a comprehensive array of commercial and retail banking solutions. Led by Andrés Trautmann Buc, public since 1994-10-31.

Snapshot as of Oct 29, 2026.

Spot Price

$31.38

HV 20-Day

23.5%

HV 60-Day

23.9%

Exposures are the assumed dealer book as of Oct 29, 2026, all expirations. Assumes dealers are long the calls and short the puts, a share p of open interest each - here 100% of open interest (the GEX page sets the share). A date without a stored exposure is a gap; a value marked * is partial, averaged over fewer days, or may include contracts expiring that day or of an unreadable expiration: its reason is printed beside it.

How BSAC iv/hv history Data Feeds Strategy Selection

Strategy selection on Banco Santander-Chile options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV varies by tenor and the assumed dealer book's GEX is positive, so its hedging is mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the BSAC IV vs HV chart

The dual-line chart below tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV is not currently available for this ticker. . Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

BSAC IV/HV regimes and trade selection

Using BSAC vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

BSAC IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. The ratio of HV-20 (23.5%) to HV-60 (23.9%) gives a second cycle indicator: when 20-day exceeds 60-day, recent realization is running hotter than the trailing-quarter average - typically a sign that recent days have already started expanding vol regardless of where IV rank prints. Use the time series below to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

Learn how implied vs realized volatility is reported and how to read the data →

Daily ATM implied volatility and 20-day realized (historical) volatility for BSAC over the last ~42 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Most recent 15 trading days (descending). Older history appears in the chart above.