Bank of America Corporation (BAC)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of Sep 02, 21:49 UTC · Figures derived from the full chain (1,034 contracts, 19 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±3.5% (range 60.41–64.80) by Sep 18, 2026. ATM straddle: 2.19 @ strike 62.5 · ATM IV: 20.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 56.34 | -10% | 99.1% | 0.9% |
| 59.47 | -5% | 87.5% | 12.5% |
| 62.60 | +0% | 49.1% | 50.9% |
| 65.73 | +5% | 12.8% | 87.2% |
| 68.86 | +10% | 1.4% | 98.6% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | ±1.7% | 21.7% | 72.6K |
| Sep 11, 2026 | 9 | ±2.6% | 19.4% | 24.2K |
| Sep 18, 2026 | 16 | ±3.5% | 20.9% | 391.1K |
| Sep 25, 2026 | 23 | ±4.2% | 20.5% | 10.8K |
| Oct 02, 2026 | 30 | ±4.8% | 20.8% | 7,761 |
| Oct 09, 2026 | 37 | ±5.4% | 20.8% | 1,877 |
| Oct 16, 2026 | 44 | ±6.8% | 24.3% | 161.7K |
| Nov 20, 2026 | 79 | ±9.0% | 24.1% | 109.6K |
| Dec 18, 2026 | 107 | ±10.3% | 23.9% | 303.6K |
| Jan 15, 2027 | 135 | ±11.9% | 24.7% | 569.7K |
| Feb 19, 2027 | 170 | ±13.5% | 24.8% | 30.5K |
| Mar 19, 2027 | 198 | ±14.6% | 25.0% | 67.1K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 65 C · 88.3K50 P · 53.7K60 C · 41.9K55 P · 35.5K60 P · 32.4K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 3.1% · median 2.1% (20 reports) — two-session close-to-close window; definition
About Bank of America Corporation
Operating globally through its various subsidiaries, Bank of America Corporation offers a comprehensive range of banking and financial products and services. Its extensive clientele includes individual consumers, small and mid-market businesses, institutional investors, large corporations, and government bodies worldwide. The Consumer Banking division provides diverse options such as traditional and money market savings accounts, certificates of deposit, individual retirement accounts (IRAs), and both interest-bearing and non-interest-bearing checking accounts, in addition to investment products. This segment also issues credit and debit cards, originates residential mortgages and home equity loans, and offers direct and indirect financing for needs like automotive purchases, recreational vehicles, and personal loans. Within its Global Wealth & Investment Management segment, the company delivers investment management, brokerage, banking, and trust and retirement solutions. It also crafts tailored wealth management strategies, including specialized asset management services. The Global Banking segment furnishes a broad spectrum of lending products, including commercial loans, leases
Financial Services · Banks - Diversified · NYSE · Profile: Financial Modeling Prep
BAC news
All news →Best Bank of America credit cards for 2026: Cash back, travel, 0% APR, and more
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SOFI · IV 47.4%HOOD · IV 60.7%MARA · IV 81.7%COIN · IV 61.6%NU · IV 39.8%PYPL · IV 29.7%