BAC option chain Bank of America Corporation
Cboe delayed options data · as of 15:34 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.
This expiration prices a move of about ±15.7% (42.98–59.03) · ATM IV 25.8% · P/C open interest 0.40
| 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 | |
| 17.35 | 20.00 | 0.96 | 0.0057 | 0.000 | 32.5 | 0 | 0.5500 | 38.4% | -0.04 | 0.0058 | -0.003 | |||||
| 15.65 | 17.20 | 24.2% | 0.95 | 0.0082 | -0.000 | 35 | 0.2400 | 0.4300 | 27 | 34.7% | -0.06 | 0.0084 | -0.003 | |||
| 13.40 | 14.95 | 5 | 27.2% | 0.92 | 0.0116 | -0.002 | 37.5 | 0.4100 | 0.8100 | 25 | 34.6% | -0.08 | 0.0119 | -0.004 | ||
| 11.20 | 12.70 | 21 | 26.6% | 0.89 | 0.0160 | -0.003 | 40 | 0.6800 | 0.8000 | 22 | 31.1% | -0.12 | 0.0165 | -0.005 | ||
| 9.20 | 10.60 | 100 | 26.7% | 0.84 | 0.0214 | -0.005 | 42.5 | 1.02 | 1.16 | 333 | 29.5% | -0.17 | 0.0222 | -0.006 | ||
| 7.40 | 8.60 | 2 | 26.4% | 0.78 | 0.0274 | -0.006 | 45 | 1.53 | 1.67 | 3 | 318 | 28.3% | -0.23 | 0.0285 | -0.008 | |
| 5.75 | 6.80 | 8 | 25.8% | 0.70 | 0.0333 | -0.007 | 47.5 | 2.17 | 2.35 | 104 | 352 | 26.9% | -0.31 | 0.0348 | -0.008 | |
| 4.65 | 5.05 | 2 | 22 | 25.8% | 0.61 | 0.0380 | -0.008 | 50 | 3.05 | 3.30 | 656 | 25.9% | -0.40 | 0.0400 | -0.009 | |
| 3.55 | 3.70 | 15 | 109 | 25.4% | 0.51 | 0.0406 | -0.009 | 52.5 | 4.30 | 4.45 | 35 | 115 | 25.2% | -0.51 | 0.0432 | -0.009 |
| 2.47 | 2.67 | 4 | 543 | 24.7% | 0.42 | 0.0405 | -0.008 | 55 | 5.75 | 6.10 | 10 | 25.2% | -0.61 | 0.0439 | -0.009 | |
| 1.75 | 1.83 | 3 | 914 | 24.4% | 0.33 | 0.0379 | -0.008 | 57.5 | 7.25 | 7.85 | 101 | 23.9% | -0.71 | 0.0418 | -0.007 | |
| 1.19 | 1.28 | 8 | 641 | 24.3% | 0.25 | 0.0334 | -0.007 | 60 | 9.15 | 10.55 | 40 | 26.6% | -0.80 | 0.0368 | -0.006 | |
| 0.8100 | 0.9500 | 1,420 | 24.6% | 0.18 | 0.0282 | -0.006 | 62.5 | 11.40 | 12.80 | 28.0% | -0.87 | 0.0297 | -0.004 | |||
| 0.5400 | 0.6300 | 873 | 24.5% | 0.13 | 0.0228 | -0.005 | 65 | 13.70 | 15.20 | 29.8% | -0.93 | 0.0237 | -0.002 | |||
| 0.2100 | 0.4400 | 114 | 23.6% | 0.10 | 0.0179 | -0.004 | 67.5 | 15.60 | 17.65 | 28.2% | -0.98 | 0.0262 | -0.003 | |||
| 0.1500 | 0.3200 | 66 | 24.1% | 0.07 | 0.0138 | -0.003 | 70 | 18.30 | 20.85 | 37.7% | -1.00 | 0.0000 | -0.010 | |||
| 0.0100 | 0.1800 | 27 | 24.2% | 0.04 | 0.0079 | -0.002 | 75 | 23.45 | 25.15 | 39.7% | -1.00 | 0.0000 | -0.010 | |||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs