BAC Options Chain
BAC $50.54 · Updated Oct 26, 4:00 PM ET
BAC is at $50.54. The nearest expiration, Oct 30, 2026 (4 days out), lists 42 strikes, with 20,061 calls and 5,996 puts traded in the latest session. At-the-money implied volatility is 28.3%. The at-the-money straddle prices a move of about $1.25 (2.5%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
26.1%
50 strike
EXPECTED MOVE
$5.95
ATM straddle
MAX PAIN
$60.00
+18.7%
PUT/CALL VOLUME
0.81
763 / 945
FEB 19, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 14.25 | 17.55 | 16.65 | 15 | 37.7% | 0.972 | 0.0063 | -0.001 | 35 | -0.003 | 0.0064 | -0.029 | 37.2% | 1,782 | 78 | 0.11 | 0.14 | 0.11 | |
| 11.90 | 15.15 | 0.00 | 35.2% | 0.954 | 0.0100 | -0.002 | 37.5 | -0.004 | 0.0101 | -0.047 | 34.5% | 70 | 4 | 0.18 | 0.23 | 0.18 | ||
| 9.85 | 12.40 | 12.75 | 19 | 30.8% | 0.925 | 0.0157 | -0.004 | 40 | -0.006 | 0.0160 | -0.077 | 32.1% | 697 | 46 | 0.32 | 0.37 | 0.30 | |
| 7.25 | 10.20 | 9.80 | 4 | 26.1% | 0.877 | 0.0240 | -0.006 | 42.5 | -0.007 | 0.0245 | -0.126 | 30.1% | 288 | 12 | 0.52 | 0.62 | 0.51 | |
| 6.60 | 7.30 | 7.00 | 7 | 80 | 29.6% | 0.805 | 0.0342 | -0.009 | 45 | -0.010 | 0.0353 | -0.201 | 28.5% | 1,676 | 230 | 0.94 | 1.00 | 0.92 |
| 4.10 | 6.10 | 5.00 | 32 | 28.1% | 0.706 | 0.0446 | -0.011 | 47.5 | -0.012 | 0.0465 | -0.304 | 26.3% | 1,073 | 37 | 1.55 | 1.65 | 1.36 | |
| 3.35 | 3.50 | 3.48 | 175 | 585 | 25.9% | 0.584 | 0.0527 | -0.012 | 50 | -0.013 | 0.0556 | -0.433 | 26.2% | 8,330 | 331 | 2.53 | 2.57 | 2.48 |
| 2.11 | 2.27 | 2.22 | 518 | 978 | 25.0% | 0.449 | 0.0553 | -0.012 | 52.5 | -0.013 | 0.0591 | -0.576 | 25.4% | 2,576 | 16 | 3.60 | 3.95 | 3.70 |
| 1.30 | 1.39 | 1.40 | 17 | 3,305 | 24.7% | 0.319 | 0.0512 | -0.011 | 55 | -0.011 | 0.0546 | -0.716 | 21.1% | 5,195 | 9 | 5.25 | 5.90 | 4.40 |
| 0.72 | 0.80 | 0.81 | 42 | 1,379 | 24.2% | 0.211 | 0.0420 | -0.008 | 57.5 | -0.008 | 0.0433 | -0.830 | 30.8% | 3,517 | 7.15 | 9.20 | 6.75 | |
| 0.23 | 0.46 | 0.42 | 42 | 10,171 | 22.9% | 0.131 | 0.0310 | -0.006 | 60 | -0.004 | 0.0293 | -0.910 | 19.3% | 7,852 | 9.55 | 9.95 | 9.10 | |
| 0.17 | 0.25 | 0.24 | 45 | 1,487 | 23.8% | 0.079 | 0.0213 | -0.004 | 62.5 | -0.002 | 0.0173 | -0.956 | 0.0% | 752 | 11.47 | 12.50 | 10.85 | |
| 0.08 | 0.14 | 0.13 | 94 | 5,019 | 24.0% | 0.047 | 0.0141 | -0.003 | 65 | -0.004 | 0.0163 | -0.990 | 0.0% | 4,392 | 12.70 | 16.05 | 12.40 | |
| 0.06 | 0.09 | 0.10 | 880 | 25.0% | 0.030 | 0.0094 | -0.002 | 67.5 | -0.007 | 0.0000 | -1.000 | 39.1% | 1 | 5.90 | 18.85 | 15.75 | ||
| 0.04 | 0.07 | 0.05 | 5 | 705 | 26.6% | 0.020 | 0.0065 | -0.002 | 70 | -0.007 | 0.0000 | -1.000 | 0.0% | 2 | 10.70 | 20.70 | 18.25 | |
| 0.00 | 0.30 | 0.05 | 694 | 34.1% | 0.015 | 0.0048 | -0.001 | 72.5 | -0.007 | 0.0000 | -1.000 | 0.0% | 0.00 | 23.25 | 20.70 | |||
| 0.00 | 0.05 | 0.03 | 561 | 28.4% | 0.012 | 0.0038 | -0.001 | 75 | -0.007 | 0.0000 | -1.000 | 0.0% | 14.95 | 25.75 | 22.75 | |||
| 0.00 | 0.48 | 0.02 | 862 | 45.0% | 0.009 | 0.0025 | -0.001 | 80 | -0.007 | 0.0000 | -1.000 | 0.0% | 24.47 | 30.70 | 28.20 | |||
How this is calculated: Options Chain methodology
