BAC Implied Volatility
BAC $50.52 · Updated Oct 26, 4:00 PM ET
BAC at-the-money implied volatility is 28.8% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 25.7%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 51 | 28.8% |
| Nov 6, 2026 | 11 | 51 | 27.2% |
| Nov 13, 2026 | 18 | 51 | 26.2% |
| Nov 20, 2026 | 25 | 51 | 25.4% |
| Nov 27, 2026 | 32 | 51 | 25.7% |
| Dec 4, 2026 | 39 | 51 | 26.6% |
| Dec 18, 2026 | 53 | 50 | 26.6% |
| Jan 15, 2027 | 81 | 50 | 26.9% |
| Feb 19, 2027 | 116 | 50 | 26.8% |
| Mar 19, 2027 | 144 | 50 | 27.2% |
| Apr 16, 2027 | 172 | 50 | 28.0% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 46.5 | 74.6% | 36.7% |
| 47 | 63.7% | 35.9% |
| 47.5 | 75.4% | 34.0% |
| 48 | 67.7% | 32.8% |
| 48.5 | n/a | 31.1% |
| 49 | 47.7% | 29.5% |
| 49.5 | 33.8% | 28.5% |
| 50 | 30.9% | 27.2% |
| 51 | 29.8% | 27.8% |
| 52 | 28.9% | 33.7% |
| 53 | 30.9% | 40.4% |
| 54 | 33.6% | 48.8% |
| 55 | 36.7% | 58.2% |
| 56 | 43.8% | 67.4% |
| 57 | 50.0% | 76.0% |
| 58 | 51.6% | 84.4% |
| 59 | 62.5% | 105.7% |
How this is calculated: Implied Volatility methodology