Credicorp Ltd (BAP) Expected Move

Tracking the BAP expected move helps you see how far Credicorp Ltd's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Credicorp Ltd's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the BAP expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For BAP, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The BAP expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Credicorp Ltd is unlikely to go.

Credicorp Ltd., a financial service holding company, provides various financial, insurance, and health services and products primarily in Peru and internationally. The company's Universal Banking segment offers deposits and current accounts, and various credits and financial instruments to individuals and legal entities. Its Insurance and Pensions segment issues insurance policies to cover losses in commercial property, transportation, marine vessels, automobile, life, health, and pensions, as well as provides private pension fund management services. The company's Microfinance segment manages loans, credits, deposits, and current accounts of the small and microenterprises.

Its Investment Banking and Wealth Management segment offers its services to corporations, institutional investors, governments, and foundations; engages in structuring and placement of issues in the primary market, as well as the execution and negotiation of operations in the secondary market; and structures securitization processes for corporate customers and manages mutual funds. The company was founded in 1889 and is headquartered in Lima, Peru.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the BAP expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Credicorp Ltd expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about BAP.