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Bank of America Corp BAC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-16T00:16:00.424Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T00:14:53.678480+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$0.14$2.38$4.62$6.85$9.09$44.42$49.64$54.87$60.09$65.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAC spot · $51.79BAC PRICE$0.38$0.53$0.70$0.87$1.04$1.20$1.47$1.76$2.05$2.34$2.63$3.20$3.75$0.47$0.62$0.78$0.99$1.21$1.42$1.63$1.88$2.27$2.66$3.05$3.44$8.45
PutsCheap0.78×
CallsFair0.98×
SkewBearish+2.71 pp
Implied moveBearish±$3.10
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.2321.6%7.4%48.8025.0%6.7%
25Δ54.6221.7%6.5%49.4924.5%5.6%
30Δ54.1221.9%5.8%50.1024.1%4.8%
35Δ53.6122.1%5.2%50.6123.9%4.2%
40Δ53.1022.4%4.5%51.1123.8%3.6%
45Δ52.6022.6%3.9%51.6123.6%3.1%
50Δ52.1022.8%3.4%52.1223.5%2.5%
55Δ51.6123.0%3.0%52.6323.4%2.0%
60Δ51.1123.2%2.7%53.1923.5%1.7%
65Δ50.6223.5%2.3%53.7523.7%1.3%
70Δ50.1323.7%1.9%54.3223.8%1.0%
75Δ49.4225.2%1.6%54.8823.9%0.7%
80Δ48.7225.7%1.3%59.6448.0%1.1%

20Δ

Calls
Pseudo strike
55.23
IV
21.6%
B/E move
7.4%
Puts
Pseudo strike
48.80
IV
25.0%
B/E move
6.7%

25Δ

Calls
Pseudo strike
54.62
IV
21.7%
B/E move
6.5%
Puts
Pseudo strike
49.49
IV
24.5%
B/E move
5.6%

30Δ

Calls
Pseudo strike
54.12
IV
21.9%
B/E move
5.8%
Puts
Pseudo strike
50.10
IV
24.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
53.61
IV
22.1%
B/E move
5.2%
Puts
Pseudo strike
50.61
IV
23.9%
B/E move
4.2%

40Δ

Calls
Pseudo strike
53.10
IV
22.4%
B/E move
4.5%
Puts
Pseudo strike
51.11
IV
23.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
52.60
IV
22.6%
B/E move
3.9%
Puts
Pseudo strike
51.61
IV
23.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
52.10
IV
22.8%
B/E move
3.4%
Puts
Pseudo strike
52.12
IV
23.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
51.61
IV
23.0%
B/E move
3.0%
Puts
Pseudo strike
52.63
IV
23.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
51.11
IV
23.2%
B/E move
2.7%
Puts
Pseudo strike
53.19
IV
23.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
50.62
IV
23.5%
B/E move
2.3%
Puts
Pseudo strike
53.75
IV
23.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
50.13
IV
23.7%
B/E move
1.9%
Puts
Pseudo strike
54.32
IV
23.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
49.42
IV
25.2%
B/E move
1.6%
Puts
Pseudo strike
54.88
IV
23.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
48.72
IV
25.7%
B/E move
1.3%
Puts
Pseudo strike
59.64
IV
48.0%
B/E move
1.1%