BAC Options History — February 2024 In February 2024, BAC traded between $32.64 and $34.47. ATM implied volatility averaged 23.9%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 1.0% (HV 20d: 24.9%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.74.
Notable Days 2024-02-28 : Highest Volume — 641,752 contracts2024-02-13 : Largest IV spike — 4.8% change2024-02-13 : Highest IV Rank — 17.6%2024-02-13 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $33.57 $32.64 $34.47 $33.55 $34.47 Max Pain $32.13 $32.00 $33.00 $32.00 $33.00 ATM IV 23.9% 22.5% 25.3% 24.4% 23.0% Expected Move 6.8% 6.4% 7.3% 6.8% 6.6% HV 20d 24.9% 22.5% 27.6% 23.9% 22.5% HV 60d 24.9% 23.3% 25.7% 25.5% 24.4% IV Rank 13.0% 8.8% 17.6% 14.6% 10.4% IV Percentile 31.7% 19.8% 48.8% 37.3% 25.0% Term Structure -0.1% -0.4% 0.4% -0.2% -0.4% VWIV 24.3% 22.7% 26.0% 25.8% 22.9% Skew 25d 2.4% 1.1% 3.9% 3.9% 1.9% Skew 10d 5.1% 2.9% 7.6% 7.6% 5.4% Call IV 25d 23.0% 22.1% 24.3% 23.1% 22.1% Put IV 25d 25.3% 23.5% 27.6% 27.0% 23.9% Bid-Ask Spread % 2.38 1.87 3.45 3.35 2.28 Gamma HHI 0.11 0.08 0.35 0.10 0.12 Net GEX 38.0M -2.6M 125.8M 35.4M 78.2M Net DEX -1.11B -1.66B -470.2M -1.21B -1.61B Net VEX -19.9M -20.4M -19.2M -20.3M -19.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.09 1.40 1.40 0.48 Total Volume 209,423.9 101,804 641,752 500,510 140,955 Total OI 4,067,297.15 3,837,021 4,287,009 3,998,543 4,008,681
Daily Data (20 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 2024-02-01 $33.55 $32.00 24.4% 6.8% 23.9% 14.6% 25.8% 3.9% -0.2% 35.4M -1.21B -20.3M 1.40 3.35 208,679 291,831 1,679,021 2,319,522 2024-02-02 $33.48 $32.00 24.6% 6.9% 23.5% 15.2% 24.0% 2.6% 0.4% 38.1M -1.14B -20.4M 0.63 3.45 109,267 69,351 1,745,441 2,412,258 2024-02-05 $32.98 $32.00 24.2% 6.8% 23.4% 13.9% 24.3% 2.9% -0.1% 8.3M -744.9M -20.3M 0.92 2.45 53,111 48,693 1,683,975 2,387,331 2024-02-06 $32.97 $32.00 23.9% 6.8% 23.4% 13.2% 24.5% 2.7% -0.1% 6.5M -745.6M -20.0M 1.38 2.20 56,191 77,687 1,697,770 2,402,367 2024-02-07 $33.19 $32.00 23.9% 6.8% 22.9% 13.0% 24.2% 2.8% -0.2% 15.5M -922.5M -19.9M 0.76 2.27 93,123 70,385 1,706,656 2,432,813 2024-02-08 $33.16 $32.00 23.7% 6.8% 22.9% 12.6% 24.2% 2.9% -0.0% 18.1M -891.9M -19.9M 1.39 2.27 64,089 88,797 1,731,256 2,448,009 2024-02-09 $32.95 $32.00 23.3% 6.7% 22.6% 11.1% 24.1% 2.7% 0.1% 15.0M -727.7M -20.1M 0.91 2.12 82,869 75,537 1,742,315 2,461,050 2024-02-12 $33.73 $32.00 24.2% 6.9% 23.7% 14.0% 24.5% 2.2% -0.2% 42.3M -1.36B -19.9M 0.57 1.87 152,006 87,383 1,689,008 2,403,382 2024-02-13 $32.64 $32.00 25.3% 7.3% 25.2% 17.6% 26.0% 3.3% -0.1% -2.6M -470.2M -19.9M 1.14 2.18 100,170 113,928 1,720,086 2,442,982 2024-02-14 $33.05 $32.00 24.3% 7.0% 25.3% 14.5% 25.6% 2.8% -0.1% 16.1M -835.1M -20.1M 1.02 2.24 55,149 56,235 1,738,112 2,454,870 2024-02-15 $34.02 $32.00 24.6% 7.1% 27.0% 15.4% 24.9% 1.6% -0.2% 72.4M -1.66B -20.0M 0.51 2.26 188,550 96,982 1,752,149 2,471,869 2024-02-16 $34.03 $32.00 24.6% 7.1% 26.7% 15.2% 24.7% 1.9% -0.1% 125.8M -1.60B -20.1M 0.53 2.06 135,592 72,193 1,783,409 2,503,600 2024-02-20 $33.91 $32.00 24.4% 7.1% 26.5% 14.8% 25.1% 2.5% 0.3% 27.6M -1.16B -19.9M 0.70 2.31 73,327 51,067 1,551,444 2,285,577 2024-02-21 $33.66 $32.00 24.1% 7.1% 26.7% 13.8% 24.9% 2.4% -0.2% 19.8M -992.7M -19.7M 0.52 2.17 112,106 58,125 1,585,847 2,305,150 2024-02-22 $33.55 $32.00 23.6% 6.8% 26.6% 12.1% 24.0% 2.0% -0.0% 18.4M -933.4M -19.5M 0.41 2.36 126,305 51,557 1,605,989 2,320,946 2024-02-23 $33.94 $32.00 22.5% 6.4% 26.8% 8.8% 22.7% 1.5% -0.0% 87.9M -1.23B -19.7M 0.57 2.20 98,027 55,454 1,652,172 2,333,241 2024-02-26 $33.67 $32.00 22.8% 6.6% 26.9% 9.6% 23.1% 1.9% -0.1% 23.3M -1.04B -19.3M 0.56 2.87 82,505 45,850 1,606,243 2,307,397 2024-02-27 $34.28 $32.50 22.9% 6.5% 27.6% 9.8% 22.9% 1.4% -0.1% 52.0M -1.51B -19.2M 0.36 2.32 149,558 54,092 1,623,147 2,327,856 2024-02-28 $34.22 $33.00 22.9% 6.6% 23.7% 10.1% 23.2% 1.1% -0.1% 61.3M -1.51B -19.4M 0.09 2.37 586,859 54,893 1,676,356 2,346,646 2024-02-29 $34.47 $33.00 23.0% 6.6% 22.5% 10.4% 22.9% 1.9% -0.4% 78.2M -1.61B -19.5M 0.48 2.28 95,412 45,543 1,638,046 2,370,635
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