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Bank of America Corporation BAC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-11-09T20:53:23.875Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-09T20:53:21.142095383Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T20:53:22.664101+00:00

Share price$50.65
1D+0.7%
$49.83$50.13$50.43$50.73$51.035:30 AM6:30 AM9:00 AM1:00 PMBAC
Sold putSold call

Bank of America Corporation options

Live interpolated BAC call and put midpoint premiums by absolute delta.Bank of America Corporation$0.11$0.70$1.28$1.86$2.44$48.61$49.65$50.69$51.74$52.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAC spot · $50.65BAC PRICE$0.18$0.24$0.32$0.39$0.46$0.56$0.68$0.81$0.93$1.06$1.23$1.41$2.27$0.19$0.25$0.32$0.40$0.49$0.59$0.68$0.78$0.91$1.08$1.24$1.41$1.64
PutsExpensive1.75×
CallsExpensive1.36×
SkewBullish-1.63 pp
Implied moveBalanced±$1.37
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.0730.1%3.2%49.2732.0%3.1%
25Δ51.8130.1%2.8%49.5831.3%2.6%
30Δ51.5830.2%2.5%49.8231.2%2.3%
35Δ51.3530.4%2.1%50.0631.1%2.0%
40Δ51.1230.5%1.8%50.2731.0%1.7%
45Δ50.8930.8%1.6%50.4730.8%1.5%
50Δ50.6831.3%1.4%50.6830.6%1.3%
55Δ50.4631.8%1.2%50.8930.5%1.1%
60Δ50.2432.3%1.0%51.1230.4%0.9%
65Δ50.0332.8%0.9%51.3630.5%0.7%
70Δ49.7833.0%0.7%51.5930.6%0.6%
75Δ49.5333.1%0.6%51.8330.7%0.5%
80Δ48.6746.6%0.6%52.1331.0%0.3%

20Δ

Calls
Pseudo strike
52.07
IV
30.1%
B/E move
3.2%
Puts
Pseudo strike
49.27
IV
32.0%
B/E move
3.1%

25Δ

Calls
Pseudo strike
51.81
IV
30.1%
B/E move
2.8%
Puts
Pseudo strike
49.58
IV
31.3%
B/E move
2.6%

30Δ

Calls
Pseudo strike
51.58
IV
30.2%
B/E move
2.5%
Puts
Pseudo strike
49.82
IV
31.2%
B/E move
2.3%

35Δ

Calls
Pseudo strike
51.35
IV
30.4%
B/E move
2.1%
Puts
Pseudo strike
50.06
IV
31.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
51.12
IV
30.5%
B/E move
1.8%
Puts
Pseudo strike
50.27
IV
31.0%
B/E move
1.7%

45Δ

Calls
Pseudo strike
50.89
IV
30.8%
B/E move
1.6%
Puts
Pseudo strike
50.47
IV
30.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
50.68
IV
31.3%
B/E move
1.4%
Puts
Pseudo strike
50.68
IV
30.6%
B/E move
1.3%

55Δ

Calls
Pseudo strike
50.46
IV
31.8%
B/E move
1.2%
Puts
Pseudo strike
50.89
IV
30.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
50.24
IV
32.3%
B/E move
1.0%
Puts
Pseudo strike
51.12
IV
30.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
50.03
IV
32.8%
B/E move
0.9%
Puts
Pseudo strike
51.36
IV
30.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
49.78
IV
33.0%
B/E move
0.7%
Puts
Pseudo strike
51.59
IV
30.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
49.53
IV
33.1%
B/E move
0.6%
Puts
Pseudo strike
51.83
IV
30.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
48.67
IV
46.6%
B/E move
0.6%
Puts
Pseudo strike
52.13
IV
31.0%
B/E move
0.3%

Options history

IV · four-Friday blend25.39%
Daily close
BAC16.6%25.8%35.1%2026-08-11: 19.79%2026-08-12: 18.30%2026-08-14: 17.84%2026-08-17: 19.89%2026-08-18: 20.00%2026-08-19: 20.65%2026-08-20: 23.87%2026-08-21: 20.58%2026-08-24: 21.22%2026-08-25: 21.21%2026-08-26: 21.25%2026-08-27: 21.68%2026-08-28: 19.81%2026-08-31: 20.64%2026-09-01: 22.16%2026-09-02: 22.09%2026-09-03: 21.61%2026-09-04: 20.11%2026-09-08: 23.96%2026-09-09: 23.72%2026-09-10: 24.50%2026-09-11: 21.78%2026-09-14: 24.53%2026-09-15: 25.76%2026-09-16: 27.31%2026-09-17: 26.30%2026-09-18: 22.56%2026-09-21: 24.21%2026-09-22: 26.48%2026-09-23: 25.73%2026-09-24: 27.53%2026-09-25: 25.91%2026-09-28: 28.82%2026-09-29: 29.20%2026-09-30: 28.38%2026-10-01: 29.69%2026-10-02: 28.16%2026-10-05: 28.86%2026-10-06: 28.98%2026-10-07: 30.20%2026-10-08: 32.38%2026-10-09: 30.71%2026-10-12: 33.57%2026-10-13: 33.80%2026-10-14: 27.11%2026-10-15: 25.18%2026-10-16: 24.48%2026-10-19: 25.35%2026-10-20: 25.32%2026-10-21: 24.61%2026-10-22: 29.19%2026-10-23: 24.91%2026-10-26: 26.22%2026-10-27: 25.57%2026-10-28: 27.13%2026-10-30: 25.39%Aug 11Sep 21Oct 30
56 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
19.79%
18.30%
17.84%
19.89%
20.00%
20.65%
23.87%
20.58%
21.22%
21.21%
21.25%
21.68%
19.81%
20.64%
22.16%
22.09%
21.61%
20.11%
23.96%
23.72%
24.50%
21.78%
24.53%
25.76%
27.31%
26.30%
22.56%
24.21%
26.48%
25.73%
27.53%
25.91%
28.82%
29.20%
28.38%
29.69%
28.16%
28.86%
28.98%
30.20%
32.38%
30.71%
33.57%
33.80%
27.11%
25.18%
24.48%
25.35%
25.32%
24.61%
29.19%
24.91%
26.22%
25.57%
27.13%
25.39%