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
$3.43
7-Day Straddle
$1.48
Avg IV
0.4%
IV Rank
27%
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
20260925 $3.43 $1.48 0.4% 27%
20260924 $3.60 $1.66 0.4% 26%
20260923 $3.52 $1.71 0.3% 18%
20260922 $3.56 $1.90 0.4% 30%
20260921 $3.50 $1.19 0.4% 23%
20260918 $3.30 $1.35 0.6% 66%
20260917 $3.46 $1.52 0.6% 69%
20260916 $3.59 $1.91 0.5% 63%
20260915 $3.75 $1.96 0.6% 72%
20260914 $3.67 $1.50 0.6% 68%
20260911 $3.02 $1.60 0.3% 16%
20260910 $3.17 $1.82 0.3% 17%
20260909 $3.21 $1.90 0.3% 19%
20260908 $3.38 $2.00 0.3% 14%
20260904 $2.88 $1.28 0.3% 5%
20260903 $2.87 $1.44 0.3% 4%
20260902 $3.04 $1.62 0.3% 5%
20260901 $3.08 $1.79 0.3% 0%
20260831 $2.96 $1.19 0.3% 9%
20260828 $2.74 $1.43 0.3% 8%
20260827 $2.79 $1.55 0.3% 8%
20260826 $2.93 $1.68 0.3% 7%
20260825 $3.00 $1.90 0.3% 9%
20260824 $3.04 $1.16 0.3% 0%
20260821 $2.85 $1.36 0.7% 89%
20260820 $2.91 $1.54 0.7% 92%
20260819 $2.95 $1.62 0.7% 100%
20260818 $3.00 $1.72 0.6% 73%
20260817 $3.12 $1.09 0.7% 100%
20260814 $2.67 $1.25 0.3% 4%
20260813 $2.77 $1.39 0.3% 5%
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%