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 ±22.7% (39.41–62.61) · ATM IV 27.2% · P/C open interest 0.99
| 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 | |
| 22.60 | 24.25 | 12 | 29.9% | 0.97 | 0.0040 | 0.000 | 28 | 0.3200 | 0.3900 | 490 | 37.1% | -0.04 | 0.0043 | -0.002 | ||
| 20.80 | 22.35 | 312 | 28.6% | 0.95 | 0.0052 | 0.000 | 30 | 0.4200 | 0.5000 | 781 | 35.6% | -0.05 | 0.0055 | -0.002 | ||
| 18.25 | 19.80 | 81 | 30.7% | 0.93 | 0.0074 | -0.000 | 33 | 0.6400 | 0.7000 | 2,484 | 33.6% | -0.07 | 0.0078 | -0.003 | ||
| 17.30 | 17.90 | 6 | 407 | 33.6% | 0.91 | 0.0093 | -0.001 | 35 | 0.8300 | 0.9000 | 1,390 | 32.5% | -0.09 | 0.0097 | -0.003 | |
| 14.80 | 15.50 | 289 | 32.0% | 0.88 | 0.0125 | -0.002 | 38 | 1.18 | 1.38 | 15 | 2,093 | 31.2% | -0.13 | 0.0130 | -0.004 | |
| 12.65 | 14.00 | 229 | 29.0% | 0.85 | 0.0149 | -0.003 | 40 | 1.55 | 1.65 | 562 | 30.2% | -0.16 | 0.0154 | -0.004 | ||
| 10.35 | 11.75 | 147 | 27.6% | 0.79 | 0.0186 | -0.004 | 43 | 2.21 | 2.30 | 18 | 760 | 29.1% | -0.22 | 0.0194 | -0.005 | |
| 9.10 | 10.45 | 458 | 27.7% | 0.75 | 0.0211 | -0.004 | 45 | 2.74 | 2.85 | 24 | 4,530 | 28.4% | -0.26 | 0.0220 | -0.006 | |
| 8.40 | 8.95 | 5 | 775 | 28.1% | 0.70 | 0.0234 | -0.005 | 47 | 3.40 | 3.50 | 8 | 1,632 | 27.8% | -0.31 | 0.0245 | -0.006 |
| 6.70 | 7.20 | 948 | 27.3% | 0.63 | 0.0263 | -0.006 | 50 | 4.55 | 4.75 | 4 | 1,936 | 27.2% | -0.39 | 0.0279 | -0.006 | |
| 5.65 | 5.80 | 6 | 725 | 26.8% | 0.56 | 0.0279 | -0.006 | 52.5 | 5.70 | 5.95 | 2,247 | 26.6% | -0.46 | 0.0301 | -0.006 | |
| 4.55 | 4.70 | 2,210 | 26.2% | 0.50 | 0.0287 | -0.006 | 55 | 7.10 | 7.25 | 3,307 | 26.0% | -0.54 | 0.0317 | -0.006 | ||
| 3.65 | 3.80 | 1 | 923 | 25.9% | 0.43 | 0.0285 | -0.006 | 57.5 | 8.50 | 8.95 | 657 | 25.6% | -0.61 | 0.0326 | -0.006 | |
| 2.92 | 3.00 | 6 | 2,100 | 25.6% | 0.37 | 0.0276 | -0.006 | 60 | 10.40 | 10.70 | 908 | 25.7% | -0.69 | 0.0330 | -0.006 | |
| 2.34 | 2.37 | 3 | 2,778 | 25.4% | 0.31 | 0.0261 | -0.005 | 62.5 | 12.20 | 12.70 | 215 | 25.4% | -0.76 | 0.0322 | -0.005 | |
| 1.84 | 1.88 | 12 | 2,272 | 25.3% | 0.26 | 0.0241 | -0.005 | 65 | 14.05 | 14.70 | 451 | 24.0% | -0.82 | 0.0298 | -0.005 | |
| 1.44 | 1.55 | 6 | 571 | 25.4% | 0.22 | 0.0219 | -0.004 | 67.5 | 16.30 | 17.85 | 241 | 28.3% | -0.88 | 0.0258 | -0.003 | |
| 0.9300 | 1.35 | 3,932 | 25.2% | 0.18 | 0.0195 | -0.004 | 70 | 18.65 | 20.05 | 235 | 28.8% | -0.93 | 0.0296 | -0.002 | ||
| 0.7100 | 1.11 | 968 | 25.3% | 0.15 | 0.0172 | -0.004 | 72.5 | 20.00 | 23.90 | 32.1% | -0.98 | 0.0172 | -0.007 | |||
| 0.5500 | 0.7700 | 1,473 | 24.8% | 0.12 | 0.0150 | -0.003 | 75 | 21.55 | 26.25 | 1 | -1.00 | 0.0000 | -0.007 | |||
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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs