BSBR · Banco Santander (Brasil) S.A.

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$5.10 -0.38 (-6.93%) At close · Jul 29

Market Cap

$19.09B

3.74B

Options Chain

15-min delayed Underlying $5.10 · at close Jul 29, 2026 Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 8 contracts

Put / call OI

0.93

Balanced positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$5.00

$0.10 below spot

ATM implied vol

29.7%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Dec 18 141d Mar 19 232d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
22	2	278.6%	0.911	$3.00		—	—	—	—	0
Call · $2.5 In the money Last $3.00 Breakeven $5.50 Implied vol 278.6% Delta 0.911 ≈91% ITM Gamma 0.046 Theta -0.011 Vega 0.002 Open interest 22 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
17	15	36.8%	0.547	$0.14		$0.10	-0.446	22.6%	6	37
Call · $5 In the money Last $0.14 Breakeven $5.14 Implied vol 36.8% Delta 0.547 ≈55% ITM Gamma 0.883 Theta -0.004 Vega 0.005 Open interest 17 Model this call Put · $5 Last $0.10 Breakeven $4.90 Implied vol 22.6% Delta -0.446 ≈45% ITM Gamma 1.393 Theta -0.003 Vega 0.005 Open interest 37 Model this put
Underlying $5.10
1	1	—	—	$0.05		—	-0.643	239%	—	0
Call · $7.5 Last $0.05 Breakeven $7.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $7.5 In the money Last — Breakeven — Implied vol 239% Delta -0.643 ≈64% ITM Gamma 0.124 Theta -0.025 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—		—	-0.706	298%	—	0
Call · $10 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $10 In the money Last — Breakeven — Implied vol 298% Delta -0.706 ≈71% ITM Gamma 0.091 Theta -0.029 Vega 0.004 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1471055 CUSIP 05967A107 13F (30d) 15 filings 15 filers Visit website