BAC Options History — June 2022

In June 2022, BAC traded between $31.13 and $36.89. ATM implied volatility averaged 36.7%, placing in the 57.0% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 0.8% (HV 20d: 35.9%). Max pain ranged from $35.00 to $39.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.68.

Notable Days

2022-06-09: Highest Volume — 358,264 contracts
2022-06-13: Largest IV spike — 12.8% change
2022-06-13: Highest IV Rank — 78.9%
2022-06-13: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.47	$31.13	$36.89	$36.89	$31.13
Max Pain	$36.07	$35.00	$39.50	$39.50	$35.00
ATM IV	36.7%	30.5%	42.5%	32.0%	39.8%
Expected Move	10.3%	8.8%	12.2%	9.4%	10.9%
HV 20d	35.9%	28.9%	41.6%	41.6%	29.4%
HV 60d	33.5%	32.2%	35.3%	35.3%	33.5%
IV Rank	57.0%	33.6%	78.9%	39.3%	68.7%
IV Percentile	86.1%	66.3%	98.8%	76.6%	93.7%
Term Structure	0.0%	-0.9%	1.0%	-0.4%	-0.8%
VWIV	35.6%	30.7%	42.4%	34.4%	36.7%
Skew 25d	7.6%	6.1%	9.1%	6.1%	8.1%
Skew 10d	15.0%	12.1%	17.6%	12.1%	15.1%
Call IV 25d	33.5%	28.0%	38.9%	30.0%	36.6%
Put IV 25d	41.1%	34.2%	48.0%	36.2%	44.7%
Bid-Ask Spread %	2.27	1.73	3.60	2.26	2.17
Gamma HHI	0.08	0.06	0.10	0.08	0.07
Net GEX	-27.8M	-43.9M	-13.3M	-13.3M	-31.5M
Net DEX	2.11B	1.27B	3.02B	1.27B	2.42B
Net VEX	-19.4M	-21.7M	-17.4M	-21.6M	-18.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.43	1.35	0.71	0.44
Total Volume	224,023.286	130,946	358,264	258,291	251,451
Total OI	3,725,868.81	3,338,617	4,075,406	3,681,702	3,713,978

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-06-01	$36.89	$39.50	32.0%	9.4%	41.6%	39.3%	34.4%	6.1%	-0.4%	-13.3M	1.27B	-21.6M	0.71	2.26	151,328	106,963	1,848,657	1,833,045
2022-06-02	$36.55	$38.00	30.5%	8.8%	39.0%	33.6%	31.3%	6.6%	-0.3%	-15.3M	1.43B	-21.7M	0.78	2.11	137,807	107,652	1,854,460	1,852,252
2022-06-03	$36.21	$38.00	32.0%	9.2%	37.4%	39.5%	31.4%	6.8%	-0.3%	-23.5M	1.47B	-21.5M	1.35	2.26	66,952	90,440	1,888,628	1,875,686
2022-06-06	$36.33	$38.00	31.9%	9.2%	37.4%	39.1%	30.7%	6.7%	0.3%	-23.0M	1.41B	-21.4M	0.53	2.45	135,568	72,365	1,840,191	1,844,239
2022-06-07	$36.36	$37.00	31.0%	9.1%	35.8%	35.6%	31.3%	6.1%	0.8%	-20.8M	1.41B	-21.4M	0.54	2.04	84,929	46,017	1,887,928	1,872,815
2022-06-08	$35.89	$37.00	31.1%	9.1%	35.2%	36.1%	32.1%	6.3%	0.7%	-26.0M	1.61B	-21.5M	0.52	2.20	95,044	49,461	1,909,947	1,882,408
2022-06-09	$34.66	$37.00	33.7%	9.7%	37.4%	45.6%	34.0%	7.0%	0.3%	-43.4M	2.13B	-20.2M	0.86	2.56	192,186	166,078	1,929,559	1,890,978
2022-06-10	$33.23	$36.00	37.7%	10.8%	39.4%	60.8%	37.5%	8.0%	0.0%	-43.7M	2.67B	-19.1M	0.89	1.73	120,569	106,743	1,983,020	1,934,465
2022-06-13	$31.85	$36.00	42.5%	12.2%	41.5%	78.9%	42.2%	9.1%	0.6%	-42.8M	2.87B	-17.8M	0.82	2.07	130,395	107,498	1,940,201	1,891,437
2022-06-14	$31.42	$36.00	42.4%	12.2%	41.5%	78.6%	42.4%	8.7%	0.4%	-43.8M	3.02B	-17.4M	0.61	2.35	125,574	76,163	1,986,375	1,927,704
2022-06-15	$32.09	$35.00	38.0%	10.9%	40.0%	61.9%	38.1%	8.0%	0.7%	-43.9M	2.86B	-17.9M	0.69	3.60	127,485	87,637	2,037,715	1,947,700
2022-06-16	$31.80	$35.00	39.6%	11.3%	38.3%	68.0%	37.8%	8.7%	1.0%	-39.3M	2.91B	-17.9M	0.96	2.36	141,546	136,326	2,072,272	1,961,139
2022-06-17	$32.02	$35.00	38.9%	11.0%	38.5%	65.1%	37.1%	8.5%	1.0%	-27.3M	2.74B	-18.1M	0.67	2.29	134,603	90,505	2,107,841	1,967,565
2022-06-21	$32.92	$35.00	37.4%	10.4%	39.1%	59.6%	36.3%	7.4%	-0.2%	-21.0M	1.84B	-18.9M	0.58	1.88	117,193	67,701	1,644,383	1,694,234
2022-06-22	$32.67	$35.00	38.0%	10.7%	30.7%	61.7%	35.7%	8.2%	-0.3%	-21.3M	1.91B	-18.6M	0.48	1.91	104,210	50,534	1,673,415	1,712,363
2022-06-23	$32.03	$35.00	40.3%	11.1%	31.2%	70.7%	38.3%	8.7%	-0.4%	-25.6M	2.13B	-18.1M	0.88	2.36	154,902	135,988	1,714,651	1,725,531
2022-06-24	$32.39	$35.00	38.4%	10.2%	31.4%	63.5%	35.9%	7.0%	-0.0%	-25.2M	2.00B	-18.8M	0.46	2.05	227,038	103,766	1,755,419	1,782,588
2022-06-27	$32.30	$35.00	38.8%	10.4%	30.0%	64.7%	35.6%	7.7%	-0.8%	-17.7M	1.99B	-18.9M	0.55	2.55	119,316	65,822	1,782,032	1,777,983
2022-06-28	$32.26	$35.00	38.4%	10.3%	29.8%	63.5%	34.6%	7.8%	-0.9%	-15.0M	1.98B	-19.0M	0.43	2.17	180,520	78,160	1,827,258	1,794,716
2022-06-29	$31.85	$35.00	38.1%	10.3%	28.9%	62.4%	35.1%	7.6%	-0.6%	-21.4M	2.13B	-18.8M	0.61	2.27	99,151	60,903	1,858,334	1,818,133
2022-06-30	$31.13	$35.00	39.8%	10.9%	29.4%	68.7%	36.7%	8.1%	-0.8%	-31.5M	2.42B	-18.0M	0.44	2.17	174,154	77,297	1,876,713	1,837,265