BAC (Bank of America Corporation)

Expected Move & Straddle Price History

The expected move for BAC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current BAC Expected Move
30-Day Straddle
$2.82
7-Day Straddle
$1.41
Avg IV
0.3%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to BAC's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
BAC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260812 $2.82 $1.41 0.3% 3%
20260811 $2.94 $1.60 0.3% 4%
20260810 $3.07 $1.05 0.3% 0%
20260806 $3.00 $1.60 0.3% 10%
20260805 $3.12 $1.66 0.3% 7%
20260804 $3.21 $1.77 0.3% 7%
20260803 $3.30 $1.29 0.3% 5%
20260731 $2.87 $1.33 0.4% 20%
20260730 $3.00 $1.57 0.4% 21%
20260729 $3.30 $1.94 0.4% 26%
20260728 $3.21 $1.93 0.4% 19%
20260727 $3.36 $1.35 0.3% 7%
20260724 $3.02 $1.50 0.4% 24%
20260723 $3.15 $1.72 0.4% 48%
20260722 $3.17 $1.84 0.5% 51%
20260721 $3.24 $1.89 0.4% 32%
20260720 $3.38 $1.38 0.4% 40%
20260716 $2.96 $1.51 0.3% 9%
20260715 $3.06 $1.67 0.4% 21%
20260714 $3.27 $1.92 0.4% 22%
20260713 $3.60 $2.08 0.4% 20%
20260710 $3.21 $2.21 0.4% 22%
20260709 $3.38 $2.32 0.4% 17%
20260708 $3.50 $2.43 0.4% 28%
20260707 $3.54 $2.63 0.4% 27%
20260706 $3.73 $1.20 0.4% 24%
20260702 $3.32 $1.34 0.4% 20%
20260701 $3.43 $1.52 0.4% 24%
20260630 $3.41 $1.61 0.4% 27%
20260629 $3.39 $1.04 0.4% 23%
20260626 $3.19 $1.30 0.4% 34%
20260625 $3.33 $1.38 0.4% 41%
20260624 $3.50 $1.60 0.4% 43%
20260623 $3.57 $1.71 0.4% 37%
20260622 $3.62 $1.32 0.4% 26%
20260618 $3.62 $1.45 0.6% 88%
20260617 $3.46 $1.79 0.6% 100%
20260616 $3.48 $1.69 0.5% 81%
20260615 $3.70 $1.13 0.5% 77%
20260613 $2.95 $1.40 0.3% 8%
20260612 $2.93 $1.40 0.4% 25%
20260611 $3.13 $1.76 0.4% 22%
20260610 $3.29 $1.86 0.4% 34%
20260609 $3.34 $1.98 0.3% 8%
20260608 $3.39 $1.51 0.4% 40%
20260605 $3.08 $1.65 0.4% 30%
20260604 $3.04 $1.65 0.4% 24%
20260603 $3.21 $1.87 0.4% 33%
20260602 $3.23 $1.95 0.3% 9%
20260601 $3.21 $1.42 0.3% 17%
20260529 $2.92 $1.54 0.4% 25%
20260528 $2.89 $1.64 0.4% 27%
20260527 $3.08 $1.88 0.4% 21%
20260526 $3.19 $1.96 0.3% 13%
20260522 $2.92 $1.38 0.5% 55%
20260521 $2.92 $1.44 0.4% 43%
20260520 $3.07 $1.66 0.4% 45%
20260519 $3.09 $1.79 0.4% 43%
20260518 $3.12 $1.31 0.4% 40%
20260515 $2.92 $1.45 0.4% 27%