BAC · Expected Move
Bank of America Corporation
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).
BAC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BAC Expected Move
30-Day Straddle
$3.06
7-Day Straddle
$1.76
30-Day ATM IV
25.7%
IV Rank
64%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $3.06 | $1.76 | 25.7% | 64% |
| 20261109 | $3.01 | $1.33 | 25.5% | 61% |
| 20261106 | $3.03 | $1.58 | 27.1% | 76% |
| 20261105 | $3.33 | $1.99 | 29.9% | 100% |
| 20261104 | $2.96 | $1.66 | 24.8% | 58% |
| 20261103 | $3.21 | $2.03 | 27.7% | 84% |
| 20261102 | $3.25 | $1.42 | 27.1% | 79% |
| 20261030 | $2.77 | $1.44 | 25.5% | 65% |
| 20261029 | $2.76 | $1.63 | 23.2% | 44% |
| 20261028 | $2.78 | $1.61 | 24.0% | 51% |
| 20261027 | $2.79 | $1.70 | 23.8% | 49% |
| 20261026 | $2.91 | $1.24 | 24.3% | 53% |
| 20261023 | $2.74 | $1.40 | 24.2% | 53% |
| 20261022 | $2.79 | $1.53 | 24.3% | 53% |
| 20261021 | $2.70 | $1.52 | 23.3% | 44% |
| 20261020 | $2.80 | $1.66 | 23.6% | 48% |
| 20261019 | $2.88 | $1.19 | 23.6% | 47% |
| 20261016 | $2.77 | $1.42 | 23.9% | 50% |
| 20261015 | $2.71 | $1.46 | 23.4% | 45% |
| 20261014 | $2.92 | $1.70 | 24.5% | 56% |
| 20261013 | $3.41 | $2.33 | 27.0% | 78% |
| 20261012 | $3.54 | $2.11 | 27.3% | 81% |
| 20261009 | $3.30 | $2.21 | 26.8% | 76% |
| 20261008 | $3.46 | $2.38 | 28.4% | 91% |
| 20261007 | $3.45 | $2.33 | 27.8% | 85% |
| 20261006 | $3.41 | $2.42 | 27.1% | 79% |
| 20261005 | $3.41 | $1.17 | 27.2% | 80% |
| 20261002 | $3.34 | $1.44 | 28.0% | 87% |
| 20261001 | $3.55 | $1.53 | 29.1% | 97% |
| 20260930 | $3.57 | $1.67 | 28.3% | 90% |
| 20260929 | $3.73 | $1.81 | 29.4% | 100% |
| 20260928 | $3.70 | $1.38 | 28.1% | 96% |
| 20260925 | $3.43 | $1.48 | 27.2% | 88% |
| 20260924 | $3.60 | $1.66 | 28.4% | 100% |
| 20260923 | $3.52 | $1.71 | 27.7% | 100% |
| 20260922 | $3.56 | $1.90 | 27.2% | 92% |
| 20260921 | $3.50 | $1.19 | 25.9% | 78% |
| 20260918 | $3.30 | $1.35 | 25.3% | 72% |
| 20260917 | $3.46 | $1.52 | 25.6% | 75% |
| 20260916 | $3.59 | $1.91 | 26.9% | 88% |
| 20260915 | $3.75 | $1.96 | 26.7% | 86% |
| 20260914 | $3.67 | $1.50 | 25.4% | 73% |
| 20260911 | $3.02 | $1.60 | 23.0% | 48% |
| 20260910 | $3.17 | $1.82 | 23.2% | 50% |
| 20260909 | $3.21 | $1.90 | 22.5% | 43% |
| 20260908 | $3.38 | $2.00 | 22.8% | 46% |
| 20260904 | $2.88 | $1.28 | 20.8% | 25% |
| 20260903 | $2.87 | $1.44 | 20.4% | 21% |
| 20260902 | $3.04 | $1.62 | 20.8% | 25% |
| 20260901 | $3.08 | $1.79 | 21.5% | 32% |
| 20260831 | $2.96 | $1.19 | 20.2% | 19% |
| 20260828 | $2.74 | $1.43 | 19.8% | 14% |
| 20260827 | $2.79 | $1.55 | 20.3% | 20% |
| 20260826 | $2.93 | $1.68 | 20.5% | 21% |
| 20260825 | $3.00 | $1.90 | 20.2% | 19% |
| 20260824 | $3.04 | $1.16 | 20.4% | 21% |
| 20260821 | $2.85 | $1.36 | 20.3% | 20% |
| 20260820 | $2.91 | $1.54 | 20.6% | 22% |
| 20260819 | $2.95 | $1.62 | 19.8% | 13% |
| 20260818 | $3.00 | $1.72 | 19.6% | 11% |
More on BAC
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.