BAC option chain Bank of America Corporation
Cboe delayed options data · as of 09:34 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.
| 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 | |
| 0 | 0 | 4 | 6 | 72.6% | 1.00 | 0.0016 | -0.002 | 35 | 0 | 0 | 124.0% | -0.00 | 0.0016 | -0.002 | ||
| 0 | 0 | 58.2% | 0.99 | 0.0040 | -0.003 | 39 | 0 | 0 | 84.4% | -0.01 | 0.0040 | -0.003 | ||||
| 0 | 0 | 53.4% | 0.99 | 0.0052 | -0.003 | 40 | 0 | 0 | 65.5% | -0.01 | 0.0052 | -0.003 | ||||
| 0 | 0 | 52.4% | 0.99 | 0.0069 | -0.004 | 41 | 0 | 0 | 55.6% | -0.02 | 0.0069 | -0.004 | ||||
| 0 | 0 | 51.9% | 0.98 | 0.0092 | -0.004 | 42 | 0 | 0 | 2 | 17 | 37.9% | -0.02 | 0.0093 | -0.004 | ||
| 0 | 0 | 52.6% | 0.97 | 0.0126 | -0.005 | 43 | 0 | 0 | 3 | 286 | 34.2% | -0.03 | 0.0127 | -0.005 | ||
| 0 | 0 | 61.3% | 0.96 | 0.0176 | -0.006 | 44 | 0 | 0 | 22 | 33.1% | -0.04 | 0.0177 | -0.006 | |||
| 0 | 0 | 26 | 43.1% | 0.95 | 0.0248 | -0.008 | 45 | 0 | 0 | 83 | 120 | 33.7% | -0.05 | 0.0249 | -0.008 | |
| 0 | 0 | 4 | 8 | 29.2% | 0.92 | 0.0350 | -0.010 | 46 | 0 | 0 | 1 | 38 | 29.6% | -0.08 | 0.0352 | -0.010 |
| 0 | 0 | 11 | 5 | 23.5% | 0.89 | 0.0489 | -0.013 | 47 | 0 | 0 | 1 | 322 | 27.3% | -0.11 | 0.0493 | -0.013 |
| 0 | 0 | 1 | 5 | 28.6% | 0.83 | 0.0661 | -0.017 | 48 | 0 | 0 | 264 | 421 | 26.8% | -0.17 | 0.0670 | -0.017 |
| 0 | 0 | 4 | 20 | 26.3% | 0.76 | 0.0850 | -0.020 | 49 | 0 | 0 | 13 | 659 | 25.0% | -0.24 | 0.0864 | -0.020 |
| 0 | 0 | 82 | 264 | 27.3% | 0.67 | 0.1025 | -0.023 | 50 | 0 | 0 | 147 | 532 | 24.6% | -0.34 | 0.1045 | -0.023 |
| 0 | 0 | 190 | 429 | 24.8% | 0.56 | 0.1146 | -0.024 | 51 | 0 | 0 | 227 | 356 | 23.5% | -0.45 | 0.1175 | -0.025 |
| 0 | 0 | 95 | 2,630 | 24.1% | 0.45 | 0.1179 | -0.024 | 52 | 0 | 0 | 35 | 202 | 21.9% | -0.57 | 0.1219 | -0.024 |
| 0 | 0 | 409 | 835 | 23.1% | 0.33 | 0.1106 | -0.021 | 53 | 0 | 0 | 11 | 106 | 21.8% | -0.69 | 0.1159 | -0.022 |
| 0 | 0 | 224 | 336 | 22.2% | 0.23 | 0.0937 | -0.017 | 54 | 0 | 0 | 61 | 19.0% | -0.79 | 0.1006 | -0.019 | |
| 0 | 0 | 307 | 960 | 22.9% | 0.15 | 0.0723 | -0.013 | 55 | 0 | 0 | 2 | 73 | -0.88 | 0.0796 | -0.015 | |
| 0 | 0 | 18 | 201 | 22.4% | 0.10 | 0.0524 | -0.010 | 56 | 0 | 0 | 1 | 4 | -0.94 | 0.0563 | -0.011 | |
| 0 | 0 | 210 | 238 | 23.8% | 0.06 | 0.0366 | -0.007 | 57 | 0 | 0 | 12 | -0.97 | 0.0341 | -0.007 | ||
| 0 | 0 | 178 | 639 | 25.9% | 0.04 | 0.0254 | -0.005 | 58 | 0 | 0 | -0.99 | 0.0174 | -0.003 | |||
| 0 | 0 | 1,443 | 25.7% | 0.03 | 0.0178 | -0.004 | 59 | 0 | 0 | -1.00 | 0.0079 | -0.001 | ||||
| 0 | 0 | 6 | 176 | 30.3% | 0.02 | 0.0128 | -0.003 | 60 | 0 | 0 | -1.00 | 0.0035 | -0.001 | |||
| 0 | 0 | 28 | 48.6% | 0.01 | 0.0094 | -0.003 | 61 | 0 | 0 | -1.00 | 0.0015 | -0.000 | ||||
| 0 | 0 | 1,555 | 52.4% | 0.01 | 0.0071 | -0.002 | 62 | 0 | 0 | -1.00 | 0.0006 | -0.000 | ||||
| 0 | 0 | 1 | 6 | 50.5% | 0.01 | 0.0055 | -0.002 | 63 | 0 | 0 | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0 | 4 | 50.4% | 0.01 | 0.0043 | -0.001 | 64 | 0 | 0 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0 | 6 | 35.2% | 0.01 | 0.0035 | -0.001 | 65 | 0 | 0 | 4 | 65.0% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0 | 69.3% | 0.00 | 0.0028 | -0.001 | 66 | 0 | 0 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0 | 74.0% | 0.00 | 0.0014 | -0.001 | 70 | 0 | 0 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0 | 77.2% | 0.00 | 0.0007 | -0.001 | 75 | 0 | 0 | -1.00 | 0.0000 | 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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs