BAC option chain Bank of America Corporation
Cboe delayed options data · as of 06:33 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 ±18.9% (50.81–74.46) · ATM IV 25.8% · P/C open interest 0.75
| 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 | |
| 26.35 | 30.15 | 8 | 42.5% | 0.97 | 0.0031 | 0.000 | 35 | 0.2200 | 0.3600 | 325 | 38.0% | -0.03 | 0.0032 | -0.002 | ||
| 22.15 | 24.70 | 263 | 32.7% | 0.95 | 0.0054 | -0.001 | 40 | 0.4200 | 0.5600 | 537 | 34.2% | -0.05 | 0.0056 | -0.003 | ||
| 18.25 | 20.25 | 716 | 33.6% | 0.91 | 0.0090 | -0.002 | 45 | 0.8400 | 0.9100 | 1 | 4,124 | 31.6% | -0.09 | 0.0092 | -0.005 | |
| 14.35 | 15.70 | 2 | 359 | 30.5% | 0.85 | 0.0139 | -0.004 | 50 | 1.43 | 1.63 | 1,649 | 29.4% | -0.16 | 0.0143 | -0.006 | |
| 12.20 | 13.95 | 127 | 29.5% | 0.81 | 0.0167 | -0.005 | 52.5 | 1.90 | 2.12 | 904 | 28.5% | -0.20 | 0.0172 | -0.007 | ||
| 10.65 | 11.75 | 3,006 | 28.3% | 0.76 | 0.0195 | -0.006 | 55 | 2.46 | 2.73 | 28 | 1,831 | 27.6% | -0.25 | 0.0202 | -0.008 | |
| 9.00 | 10.10 | 252 | 27.7% | 0.71 | 0.0222 | -0.007 | 57.5 | 3.25 | 3.45 | 156 | 27.0% | -0.30 | 0.0232 | -0.008 | ||
| 7.70 | 8.10 | 3,544 | 26.4% | 0.65 | 0.0246 | -0.008 | 60 | 4.15 | 4.40 | 684 | 26.5% | -0.36 | 0.0258 | -0.009 | ||
| 6.35 | 6.65 | 279 | 25.8% | 0.59 | 0.0264 | -0.008 | 62.5 | 5.25 | 5.40 | 1,089 | 25.8% | -0.43 | 0.0280 | -0.009 | ||
| 5.20 | 5.40 | 21 | 2,450 | 25.3% | 0.52 | 0.0274 | -0.009 | 65 | 6.50 | 6.80 | 2 | 1,051 | 25.6% | -0.50 | 0.0296 | -0.009 |
| 4.15 | 4.40 | 2,020 | 24.9% | 0.45 | 0.0277 | -0.008 | 67.5 | 7.90 | 8.25 | 87 | 25.2% | -0.58 | 0.0304 | -0.009 | ||
| 3.25 | 3.50 | 2 | 4,027 | 24.5% | 0.39 | 0.0272 | -0.008 | 70 | 9.50 | 9.90 | 16 | 24.8% | -0.65 | 0.0305 | -0.008 | |
| 2.57 | 2.74 | 111 | 24.2% | 0.33 | 0.0259 | -0.008 | 72.5 | 10.65 | 12.05 | 23.8% | -0.72 | 0.0304 | -0.008 | |||
| 2.01 | 2.16 | 2 | 1,718 | 24.1% | 0.28 | 0.0241 | -0.007 | 75 | 12.65 | 13.80 | 22.9% | -0.79 | 0.0306 | -0.008 | ||
| 1.16 | 1.34 | 244 | 23.9% | 0.19 | 0.0196 | -0.006 | 80 | 16.85 | 18.35 | 3 | -0.92 | 0.0286 | -0.008 | |||
| 0.7300 | 0.8400 | 2 | 111 | 24.3% | 0.13 | 0.0149 | -0.004 | 85 | 20.70 | 24.95 | -0.99 | 0.0084 | 0.000 | |||
| 0.4300 | 0.5400 | 117 | 24.5% | 0.08 | 0.0110 | -0.003 | 90 | 25.70 | 29.95 | 31.9% | -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 — Jul 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs