Banco Santander S.A. (SAN) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $8 | $2,248 |
| $10 | $9,488 |
| $11 | -$225 |
| $12 | -$17,149 |
| $13 | -$99,700 |
| $14 | $75,963 |
| $15 | $114,085 |
| $16 | $23,827 |
| $17 | $28,734 |
| $18 | $5,900 |
| $19 | $16,526 |
| $20 | $21,534 |
SAN session snapshot
Bullflow recorded 3 SAN options trades on Monday, October 26, 2026, totaling $37,035 in premium. Calls made up $37.04K (100.0%) across 3 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
2 trades were sweeps and 1 were blocks. 0 filled at or above the ask, 3 at or below the bid and 0 at the mid. The largest was a $16,000 block of 800 Dec 18, 2026 $14 Call trade at 09:30:06 ET, filled at the bid.
SAN closed at $12.37, down 3.66% from the prior close. Net gamma exposure was $181.06K per 1% move at the Oct 26, 2026, 15:59:27 ET snapshot; the largest positive GEX strike was $15.
- Company
- Banco Santander S.A.
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $12.37
SAN options flow statistics
- Total premium
- $37.04K
- Recorded trades
- 3
- Call premium
- $37.04K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $12.35K
- Calls / puts (trades)
- 3 / 0
- Sweeps / blocks
- 2 / 1
- At or above ask
- 0
- At or below bid
- 3
- Largest trade
- $16.00K
- Last trade
Where the premium went
in calls
$37.04K · 3 trades
Premium
Trade type
Fill side
SAN largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| SAN Dec 18, 2026 $14 | Call | $16,000 | 800 | Bid | Block | |
| SAN Dec 18, 2026 $14 | Call | $10,995 | 725 | Bid | Sweep | |
| SAN Nov 20, 2026 $13 | Call | $10,040 | 500 | Bid | Sweep |
2 of the 3 largest trades, $27.00K combined
The 3 largest trades total $37.04K of $37.04K
SAN gamma exposure
- Spot at snapshot
- $12.36
- Net GEX per 1% move
- $181.06K
- Largest positive strike
- $15
- Largest negative strike
- $13
Closing snapshot , 21 strikes across 8 expirations (Unavailable to Unavailable).
SAN options flow questions
What was the largest SAN options trade on October 26, 2026?
A $16,000 block of 800 SAN Dec 18, 2026 $14 Call trade at 09:30:06 ET, filled at the bid. It was the largest of 3 trades Bullflow recorded for SAN that session.
How much SAN options premium traded on October 26, 2026?
$37,035 across 3 recorded sweeps and blocks: $37,035 in calls (3 trades) and $0 in puts (0 trades).
Was SAN options flow bullish or bearish on October 26, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 3 of 3 trades filled at or below the bid and 0 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are SAN's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:27 ET, spot $12.36), SAN net GEX was $181.06K per 1% move. The largest positive GEX strike was $15. The largest negative GEX strike was $13. The snapshot covers 21 strikes and 8 expirations.
How often is SAN options flow data updated?
The page shows a completed session (October 26, 2026, last trade 13:35:15 ET) and updates after the next trading day becomes historical. Intraday SAN flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.