Bank of America Corporation (BAC)
Ikhtisar · Rantai opsi · Volatilitas · Riwayat pergerakan yang diharapkan · Laba
Cboe delayed options data · per 21:50 UTC · Angka yang diturunkan dari rantai opsi penuh (1,072 kontrak, 19 kedaluwarsa) · Persentil riwayat IV sendiri muncul setelah 60 hari pencatatan (30 sejauh ini)
Pergerakan yang diharapkan · Nov 20, 2026 (31 hari)
Metodologi →Dibaca dari harga opsi: straddle at-the-money berharga sebesar ini, sehingga pasar memperkirakan pergerakan sekitar sebesar itu ke salah satu arah pada tanggal ini. Ini adalah estimasi besarnya pergerakan, bukan prediksi arahnya.
Opsi memperkirakan pergerakan sekitar ±5.5% (rentang 48.00–53.60) oleh Nov 20, 2026. ATM straddle: 2.80 @ strike 51 · ATM IV: 23.5%.
Distribusi probabilitas
Model & asumsi →Kurva ini menunjukkan kisaran hasil yang diperkirakan oleh model lognormal — yang menggunakan implied volatility saat ini — pada ekspirasi ini. Bagian yang diarsir: pita pergerakan yang diperkirakan.
| Level | vs harga | P(di atas)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(di bawah) |
|---|---|---|---|
| 45.72 | -10% | 93.4% | 6.6% |
| 48.26 | -5% | 76.3% | 23.7% |
| 50.80 | +0% | 48.6% | 51.4% |
| 53.34 | +5% | 22.8% | 77.2% |
| 55.88 | +10% | 7.7% | 92.3% |
Probabilitas yang diestimasi model untuk harga berakhir di atas/di bawah setiap level saat kedaluwarsa: estimasi berdasarkan asumsi tertentu, bukan prediksi.
Penjelajah probabilitas
Geser slider ke level mana pun dan lihat perkiraan peluang dari model bahwa saham akan berakhir di atas atau di bawah level tersebut pada expirasi yang dipilih.
Horizon: Nov 20, 2026 · Model lognormal dengan zero drift: estimasi, bukan prediksi. Asumsi
Expirasi
Buka rantai opsi →| Kedaluwarsa | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | ±2.0% | 26.9% | 109.7K |
| Oct 30, 2026 | 10 | ±3.3% | 24.7% | 41.8K |
| Nov 06, 2026 | 17 | ±4.2% | 24.3% | 29.7K |
| Nov 13, 2026 | 24 | ±4.9% | 23.5% | 14.0K |
| Nov 20, 2026 | 31 | ±5.5% | 23.5% | 228.1K |
| Nov 27, 2026 | 38 | ±5.8% | 22.5% | 4,167 |
| Dec 18, 2026 | 59 | ±7.8% | 23.8% | 354.1K |
| Jan 15, 2027 | 87 | ±9.9% | 25.5% | 658.4K |
| Feb 19, 2027 | 122 | ±11.6% | 25.1% | 61.2K |
| Mar 19, 2027 | 150 | ±13.4% | 26.2% | 125.9K |
| Apr 16, 2027 | 178 | ±14.2% | 25.7% | 35.1K |
Open interest per strike · Nov 20
Tempat posisi opsi terkonsentrasi. Batang teal adalah call, batang merah adalah put; garis putus-putus adalah harga saat ini.
Konsentrasi open interest terbesar (semua kedaluwarsa ≤ 60 hari): 60 C · 68.7K70 C · 59.1K50 P · 56.5K55 C · 36.6K55 P · 32.8K
Struktur tenor IV
Halaman volatilitas →Implied volatility at-the-money untuk setiap tanggal kedaluwarsa. Tonjolan di sekitar suatu tanggal sering menandai acara terjadwal yang sedang dihargai oleh pasar.
Kapan open interest kedaluwarsa?
Implied vs volatilitas terealisasi
HV dari penutupan harian tersimpan kami (disetahunkan); IV30 diinterpolasi dari rantai opsi. Metode
Harga, 60 sesi terakhir
Penutupan harian; Financial Modeling Prep.
Rekam jejak
Riwayat lengkap →Dari 121 perbandingan snapshot-versus-hasil yang direkam sejauh ini, penutupan berada di dalam kisaran yang diperkirakan 33.1% dari waktu ke waktu.
Reaksi pendapatan masa lalu
Rata-rata |reaksi| 3.2% · median 2.1% (21 laporan). Jendela waktu dua sesi penutupan ke penutupan; definisi
Tentang Bank of America Corporation
Operating globally through its various subsidiaries, Bank of America Corporation offers a comprehensive range of banking and financial products and services. Its extensive clientele includes individual consumers, small and mid-market businesses, institutional investors, large corporations, and government bodies worldwide. The Consumer Banking division provides diverse options such as traditional and money market savings accounts, certificates of deposit, individual retirement accounts (IRAs), and both interest-bearing and non-interest-bearing checking accounts, in addition to investment products. This segment also issues credit and debit cards, originates residential mortgages and home equity loans, and offers direct and indirect financing for needs like automotive purchases, recreational vehicles, and personal loans. Within its Global Wealth & Investment Management segment, the company delivers investment management, brokerage, banking, and trust and retirement solutions. It also crafts tailored wealth management strategies, including specialized asset management services. The Global Banking segment furnishes a broad spectrum of lending products, including commercial loans, leases
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BAC berita
Semua berita →We're booking big profits in an AI stock and trimming a credit-exposed bank
We making two trades Tuesday afternoon.
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HOOD · IV 66.1%SOFI · IV 58.9%MARA · IV 94.2%NU · IV 63.1%COIN · IV 70.5%RIOT · IV 93.4%