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 | 60.8% | 0.99 | 0.0019 | -0.001 | 35 | 0 | 0 | 1 | 78.5% | -0.01 | 0.0019 | -0.001 | |||
| 0 | 0 | 52.8% | 0.99 | 0.0052 | -0.003 | 39 | 0 | 0 | 55.9% | -0.01 | 0.0052 | -0.003 | ||||
| 0 | 0 | 2 | 2 | 63.6% | 0.98 | 0.0068 | -0.003 | 40 | 0 | 0 | 52.0% | -0.02 | 0.0069 | -0.003 | ||
| 0 | 0 | 51.1% | 0.98 | 0.0090 | -0.004 | 41 | 0 | 0 | 47.8% | -0.02 | 0.0090 | -0.004 | ||||
| 0 | 0 | 52.6% | 0.97 | 0.0119 | -0.005 | 42 | 0 | 0 | 46.5% | -0.03 | 0.0120 | -0.005 | ||||
| 0 | 0 | 46.4% | 0.96 | 0.0159 | -0.005 | 43 | 0 | 0 | 1 | 40.0% | -0.04 | 0.0160 | -0.006 | |||
| 0 | 0 | 36.4% | 0.95 | 0.0213 | -0.007 | 44 | 0 | 0 | 1 | 20 | 31.2% | -0.06 | 0.0215 | -0.007 | ||
| 0 | 0 | 7 | 33.1% | 0.92 | 0.0286 | -0.008 | 45 | 0 | 0 | 7 | 286 | 27.4% | -0.08 | 0.0288 | -0.008 | |
| 0 | 0 | 1 | 31.8% | 0.90 | 0.0378 | -0.010 | 46 | 0 | 0 | 6 | 26.3% | -0.11 | 0.0383 | -0.010 | ||
| 0 | 0 | 2 | 29.8% | 0.86 | 0.0492 | -0.012 | 47 | 0 | 0 | 4 | 29 | 27.8% | -0.15 | 0.0499 | -0.013 | |
| 0 | 0 | 4 | 28.8% | 0.80 | 0.0622 | -0.015 | 48 | 0 | 0 | 16 | 221 | 24.2% | -0.20 | 0.0633 | -0.015 | |
| 0 | 0 | 29 | 28.8% | 0.74 | 0.0756 | -0.017 | 49 | 0 | 0 | 21 | 128 | 23.2% | -0.27 | 0.0772 | -0.017 | |
| 0 | 0 | 3 | 36 | 26.0% | 0.66 | 0.0877 | -0.018 | 50 | 0 | 0 | 38 | 102 | 20.5% | -0.35 | 0.0900 | -0.019 |
| 0 | 0 | 10 | 57 | 24.1% | 0.57 | 0.0965 | -0.019 | 51 | 0 | 0 | 39 | 59 | 23.9% | -0.44 | 0.0996 | -0.020 |
| 0 | 0 | 64 | 102 | 24.6% | 0.47 | 0.1000 | -0.019 | 52 | 0 | 0 | 27 | 171 | 19.6% | -0.55 | 0.1043 | -0.020 |
| 0 | 0 | 34 | 94 | 22.7% | 0.37 | 0.0970 | -0.017 | 53 | 0 | 0 | 27 | 622 | 21.5% | -0.65 | 0.1027 | -0.018 |
| 0 | 0 | 35 | 174 | 22.4% | 0.28 | 0.0875 | -0.015 | 54 | 0 | 0 | 168 | 28.5% | -0.75 | 0.0951 | -0.017 | |
| 0 | 0 | 13 | 500 | 19.9% | 0.20 | 0.0735 | -0.013 | 55 | 0 | 0 | 8 | 61 | 27.5% | -0.84 | 0.0828 | -0.014 |
| 0 | 0 | 4 | 251 | 21.4% | 0.14 | 0.0582 | -0.010 | 56 | 0 | 0 | 21 | -0.90 | 0.0670 | -0.012 | ||
| 0 | 0 | 1 | 43 | 22.6% | 0.10 | 0.0443 | -0.008 | 57 | 0 | 0 | 283 | -0.95 | 0.0477 | -0.009 | ||
| 0 | 0 | 50 | 355 | 21.2% | 0.07 | 0.0330 | -0.006 | 58 | 0 | 0 | 5 | 9 | 34.4% | -0.98 | 0.0278 | -0.005 |
| 0 | 0 | 17 | 265 | 23.6% | 0.05 | 0.0242 | -0.005 | 59 | 0 | 0 | -0.99 | 0.0129 | -0.002 | |||
| 0 | 0 | 1 | 105 | 25.9% | 0.03 | 0.0178 | -0.004 | 60 | 0 | 0 | 9 | -1.00 | 0.0049 | -0.001 | ||
| 0 | 0 | 22 | 36.6% | 0.02 | 0.0131 | -0.003 | 61 | 0 | 0 | -1.00 | 0.0015 | -0.000 | ||||
| 0 | 0 | 39.9% | 0.02 | 0.0097 | -0.002 | 62 | 0 | 0 | -1.00 | 0.0003 | 0.000 | |||||
| 0 | 0 | 2 | 2 | 34.0% | 0.01 | 0.0073 | -0.002 | 63 | 0 | 0 | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0 | 5 | 42.5% | 0.01 | 0.0056 | -0.001 | 64 | 0 | 0 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0 | 1 | 45.7% | 0.01 | 0.0044 | -0.001 | 65 | 0 | 0 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0 | 51.7% | 0.01 | 0.0034 | -0.001 | 66 | 0 | 0 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0 | 57.9% | 0.00 | 0.0015 | -0.001 | 70 | 0 | 0 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0 | 70.2% | 0.00 | 0.0006 | -0.000 | 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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs