IntraAlpha
Create free account Start free

Bank of America Corp BAC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-10-20T14:16:28.436Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:16:26.502567965Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-20T14:09:28.491896+00:00

Share price$50.84
1D+1.1%
$49.96$50.21$50.45$50.69$50.935:30 AM6:30 AM9:00 AM1:00 PMBAC
Sold putSold call

Bank of America Corp options

Live interpolated BAC call and put midpoint premiums by absolute delta.Bank of America Corp$0.00$1.93$3.85$5.78$7.71$47.55$48.84$50.13$51.42$52.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAC spot · $50.84BAC PRICE$0.14$0.20$0.26$0.31$0.37$0.43$0.54$0.65$0.76$0.88$0.99$1.14$1.35$0.15$0.20$0.26$0.33$0.39$0.46$0.52$0.71$2.32$3.93$5.54$7.15$5.86
PutsExpensive2.67×
CallsExpensive1.16×
SkewBearish+29.50 pp
Implied moveBalanced±$1.06
TiltBearish55.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.9527.7%2.5%49.7229.3%2.5%
25Δ51.7727.7%2.2%49.9728.6%2.1%
30Δ51.5827.7%2.0%50.1528.3%1.9%
35Δ51.3927.7%1.7%50.3328.1%1.6%
40Δ51.2127.7%1.5%50.5027.8%1.4%
45Δ51.0227.7%1.2%50.6727.5%1.2%
50Δ50.8428.1%1.1%50.8427.2%1.0%
55Δ50.6628.6%0.9%51.1229.4%0.8%
60Δ50.4829.0%0.8%52.6359.0%1.0%
65Δ50.3029.4%0.7%54.1388.7%1.3%
70Δ50.1229.9%0.5%55.63118.3%1.5%
75Δ49.9130.4%0.4%57.13147.9%1.7%
80Δ49.6531.1%0.3%56.10116.0%1.2%

20Δ

Calls
Pseudo strike
51.95
IV
27.7%
B/E move
2.5%
Puts
Pseudo strike
49.72
IV
29.3%
B/E move
2.5%

25Δ

Calls
Pseudo strike
51.77
IV
27.7%
B/E move
2.2%
Puts
Pseudo strike
49.97
IV
28.6%
B/E move
2.1%

30Δ

Calls
Pseudo strike
51.58
IV
27.7%
B/E move
2.0%
Puts
Pseudo strike
50.15
IV
28.3%
B/E move
1.9%

35Δ

Calls
Pseudo strike
51.39
IV
27.7%
B/E move
1.7%
Puts
Pseudo strike
50.33
IV
28.1%
B/E move
1.6%

40Δ

Calls
Pseudo strike
51.21
IV
27.7%
B/E move
1.5%
Puts
Pseudo strike
50.50
IV
27.8%
B/E move
1.4%

45Δ

Calls
Pseudo strike
51.02
IV
27.7%
B/E move
1.2%
Puts
Pseudo strike
50.67
IV
27.5%
B/E move
1.2%

50Δ

Calls
Pseudo strike
50.84
IV
28.1%
B/E move
1.1%
Puts
Pseudo strike
50.84
IV
27.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
50.66
IV
28.6%
B/E move
0.9%
Puts
Pseudo strike
51.12
IV
29.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
50.48
IV
29.0%
B/E move
0.8%
Puts
Pseudo strike
52.63
IV
59.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
50.30
IV
29.4%
B/E move
0.7%
Puts
Pseudo strike
54.13
IV
88.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
50.12
IV
29.9%
B/E move
0.5%
Puts
Pseudo strike
55.63
IV
118.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
49.91
IV
30.4%
B/E move
0.4%
Puts
Pseudo strike
57.13
IV
147.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
49.65
IV
31.1%
B/E move
0.3%
Puts
Pseudo strike
56.10
IV
116.0%
B/E move
1.2%

Options history

BAC23.2223.6524.072026-10-19T19:59:51.418000+00:00: 23.40%2026-10-20T13:30:05.246000+00:00: 24.02%2026-10-20T13:33:51.139000+00:00: 23.74%2026-10-20T13:52:58.959000+00:00: 23.35%2026-10-20T14:10:02.886000+00:00: 23.28%Oct 19Oct 20
Table
ObservationIVSkewImplied move
23.40%3.69 pp5.58%
24.02%2.03 pp5.64%
23.74%1.87 pp5.52%
23.35%2.34 pp5.47%
23.28%2.66 pp5.44%