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Bank of America Corp BAC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-16T01:00:33.767Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:38.910318761Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T01:00:33.359910+00:00

Share price$51.79
1D+0.1%
AH$51.09$51.35$51.61$51.86$52.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAC
Sold putSold callAH

Bank of America Corp options

Live interpolated BAC call and put midpoint premiums by absolute delta.Bank of America Corp$0.00$1.85$3.69$5.54$7.38$50.50$51.48$52.47$53.45$54.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAC spot · $51.79BAC PRICE$0.09$0.11$0.14$0.17$0.38$1.19$1.99$2.80$3.61$4.42$5.22$6.03$6.84$0.11$0.16$0.21$0.26$0.31$0.36$0.41$0.46$0.53$0.63$0.73$0.83$1.14
PutsCheap0.92×
CallsExpensive3.31×
SkewBullish-59.27 pp
Implied moveBullish±$2.40
TiltBullish68.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.4728.7%1.5%51.0731.9%1.6%
25Δ52.3427.9%1.3%51.1932.3%1.5%
30Δ52.2227.2%1.1%51.3132.7%1.3%
35Δ52.1026.4%0.9%51.4333.1%1.2%
40Δ51.8131.2%0.8%51.5633.5%1.0%
45Δ50.9854.3%0.7%51.6833.9%0.9%
50Δ50.1677.4%0.7%51.8034.3%0.8%
55Δ49.33100.5%0.7%51.9234.8%0.6%
60Δ48.51123.6%0.6%52.0535.2%0.5%
65Δ47.68146.8%0.6%52.2035.6%0.4%
70Δ46.86169.9%0.6%52.3436.1%0.4%
75Δ46.03193.0%0.5%52.4836.5%0.3%
80Δ45.21216.1%0.5%52.8142.6%0.2%

20Δ

Calls
Pseudo strike
52.47
IV
28.7%
B/E move
1.5%
Puts
Pseudo strike
51.07
IV
31.9%
B/E move
1.6%

25Δ

Calls
Pseudo strike
52.34
IV
27.9%
B/E move
1.3%
Puts
Pseudo strike
51.19
IV
32.3%
B/E move
1.5%

30Δ

Calls
Pseudo strike
52.22
IV
27.2%
B/E move
1.1%
Puts
Pseudo strike
51.31
IV
32.7%
B/E move
1.3%

35Δ

Calls
Pseudo strike
52.10
IV
26.4%
B/E move
0.9%
Puts
Pseudo strike
51.43
IV
33.1%
B/E move
1.2%

40Δ

Calls
Pseudo strike
51.81
IV
31.2%
B/E move
0.8%
Puts
Pseudo strike
51.56
IV
33.5%
B/E move
1.0%

45Δ

Calls
Pseudo strike
50.98
IV
54.3%
B/E move
0.7%
Puts
Pseudo strike
51.68
IV
33.9%
B/E move
0.9%

50Δ

Calls
Pseudo strike
50.16
IV
77.4%
B/E move
0.7%
Puts
Pseudo strike
51.80
IV
34.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
49.33
IV
100.5%
B/E move
0.7%
Puts
Pseudo strike
51.92
IV
34.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
48.51
IV
123.6%
B/E move
0.6%
Puts
Pseudo strike
52.05
IV
35.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
47.68
IV
146.8%
B/E move
0.6%
Puts
Pseudo strike
52.20
IV
35.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
46.86
IV
169.9%
B/E move
0.6%
Puts
Pseudo strike
52.34
IV
36.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
46.03
IV
193.0%
B/E move
0.5%
Puts
Pseudo strike
52.48
IV
36.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
45.21
IV
216.1%
B/E move
0.5%
Puts
Pseudo strike
52.81
IV
42.6%
B/E move
0.2%