BAC option chain Bank of America Corporation
Cboe delayed options data · as of 19:03 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±1.1% (62.33–63.72) · ATM IV 21.9% · P/C open interest 0.36
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 27.80 | 28.20 | 56 | 17 | 1.00 | 0.0000 | -0.332 | 35 | 0 | 0.0100 | 1 | 372.5% | 0.00 | 0.0000 | 0.000 | ||
| 22.85 | 23.20 | 310 | 98 | 1.00 | 0.0000 | -0.332 | 40 | 0 | 0.0200 | 1 | 312.6% | 0.00 | 0.0000 | 0.000 | ||
| 17.95 | 18.10 | 166 | 54 | 1.00 | 0.0000 | -0.332 | 45 | 0 | 0.0100 | 10 | 324.3% | 0.00 | 0.0000 | 0.000 | ||
| 13.95 | 14.10 | 55 | 18 | 1.00 | 0.0000 | -0.332 | 49 | 0 | 0.0100 | 20 | 251.9% | -0.00 | 0.0001 | -0.000 | ||
| 12.95 | 13.20 | 108 | 45 | 251.1% | 1.00 | 0.0000 | -0.332 | 50 | 0 | 0.0100 | 27 | 155.5% | -0.00 | 0.0002 | -0.000 | |
| 11.90 | 12.20 | 109 | 41 | 215.1% | 1.00 | 0.0000 | -0.332 | 51 | 0 | 0.0200 | 5 | 4 | 154.2% | -0.00 | 0.0002 | -0.000 |
| 10.80 | 11.20 | 111 | 40 | 1.00 | 0.0000 | -0.332 | 52 | 0 | 0.0200 | 15 | 141.1% | -0.00 | 0.0004 | -0.000 | ||
| 9.95 | 10.10 | 106 | 39 | 1.00 | 0.0000 | -0.332 | 53 | 0 | 0.0200 | 43 | 128.2% | -0.00 | 0.0006 | -0.000 | ||
| 8.95 | 9.10 | 531 | 131 | 1.00 | 0.0000 | -0.332 | 54 | 0 | 0.0200 | 278 | 115.5% | -0.00 | 0.0009 | -0.001 | ||
| 7.90 | 8.20 | 286 | 88 | 149.5% | 1.00 | 0.0000 | -0.332 | 55 | 0 | 0.0100 | 93 | 94.8% | -0.00 | 0.0014 | -0.001 | |
| 6.95 | 7.10 | 52 | 13 | 1.00 | 0.0000 | -0.332 | 56 | 0 | 0.0100 | 94 | 83.0% | -0.00 | 0.0024 | -0.001 | ||
| 5.65 | 6.20 | 100 | 49 | 1.00 | 0.0000 | -0.332 | 57 | 0 | 0.0100 | 482 | 71.3% | -0.00 | 0.0043 | -0.002 | ||
| 5.00 | 5.10 | 534 | 162 | 100.8% | 1.00 | 0.0001 | -0.332 | 58 | 0 | 0.0100 | 3 | 1,185 | 59.6% | -0.01 | 0.0081 | -0.003 |
| 3.95 | 4.20 | 540 | 161 | 93.5% | 1.00 | 0.0004 | -0.332 | 59 | 0 | 0.0100 | 14 | 2,127 | 47.9% | -0.01 | 0.0168 | -0.006 |
| 2.96 | 3.20 | 819 | 258 | 76.8% | 1.00 | 0.0019 | -0.332 | 60 | 0.0100 | 0.0200 | 221 | 3,065 | 42.5% | -0.02 | 0.0389 | -0.011 |
| 1.96 | 2.10 | 4,389 | 1,415 | 40.2% | 1.00 | 0.0126 | -0.332 | 61 | 0.0200 | 0.0300 | 2,388 | 5,026 | 31.8% | -0.06 | 0.1059 | -0.027 |
| 0.9700 | 1.14 | 7,777 | 9,560 | 31.9% | 0.96 | 0.1625 | -0.340 | 62 | 0.1000 | 0.1100 | 4,921 | 4,534 | 25.8% | -0.21 | 0.3292 | -0.105 |
| 0.2100 | 0.2300 | 10.9K | 18.9K | 21.9% | 0.50 | 0.7948 | -0.213 | 63 | 0.4500 | 0.5000 | 2,872 | 1,713 | 22.0% | -0.66 | 0.4985 | -0.162 |
| 0.0300 | 0.0400 | 2,047 | 16.5K | 27.2% | 0.08 | 0.1861 | -0.032 | 64 | 1.26 | 1.33 | 89 | 394 | -0.92 | 0.1615 | -0.031 | |
| 0 | 0.0100 | 48 | 4,418 | 30.3% | 0.03 | 0.0519 | -0.011 | 65 | 2.23 | 2.34 | 64 | 442 | -0.97 | 0.0513 | -0.010 | |
| 0 | 0.0100 | 1 | 1,303 | 41.1% | 0.01 | 0.0210 | -0.005 | 66 | 3.20 | 3.35 | 1 | 81 | -0.99 | 0.0210 | -0.004 | |
| 0 | 0.0100 | 1 | 1,181 | 51.4% | 0.01 | 0.0099 | -0.003 | 67 | 4.05 | 4.50 | 30 | -0.99 | 0.0099 | -0.001 | ||
| 0 | 0.0100 | 298 | 61.3% | 0.00 | 0.0051 | -0.002 | 68 | 4.80 | 5.40 | 5 | -1.00 | 0.0051 | 0.000 | |||
| 0 | 0.0100 | 322 | 135.2% | 0.00 | 0.0028 | -0.001 | 69 | 5.90 | 6.40 | 2 | -1.00 | 0.0028 | 0.000 | |||
| 0 | 0.0100 | 24 | 80.3% | 0.00 | 0.0017 | -0.001 | 70 | 6.75 | 7.40 | 1 | -1.00 | 0.0017 | 0.000 | |||
| 0 | 0.0100 | 8 | 89.3% | 0.00 | 0.0010 | -0.000 | 71 | 7.75 | 8.60 | 4 | -1.00 | 0.0010 | 0.000 | |||
| 0 | 0.0200 | 1 | 106.1% | 0.00 | 0.0007 | -0.000 | 72 | 8.75 | 9.50 | 1 | -1.00 | 0.0007 | 0.000 | |||
| 0 | 0.0100 | 5 | 106.8% | 0.00 | 0.0004 | -0.000 | 73 | 9.80 | 10.40 | 1 | -1.00 | 0.0004 | 0.000 | |||
| 0 | 0.0200 | 4 | 124.3% | 0.00 | 0.0003 | -0.000 | 74 | 10.75 | 11.40 | 5 | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0.0100 | 1 | 5 | 123.5% | 0.00 | 0.0002 | -0.000 | 75 | 12.20 | 12.35 | 4 | 4 | -1.00 | 0.0002 | 0.000 | |
| 0 | 0.0200 | 4 | 141.6% | 0.00 | 0.0001 | -0.000 | 76 | 12.55 | 13.35 | 1 | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0100 | 139.5% | 0.00 | 0.0001 | -0.000 | 77 | 13.65 | 15.25 | 2 | 223.1% | -1.00 | 0.0001 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs