BAC Options History — April 2024 In April 2024, BAC traded between $34.80 and $38.38. ATM implied volatility averaged 24.4%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 3.5% (HV 20d: 20.9%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.87.
Notable Days 2024-04-16 : Highest Volume — 401,579 contracts2024-04-16 : Largest IV drop — 9.9% change2024-04-15 : Highest IV Rank — 43.7%2024-04-15 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $36.99 $34.80 $38.38 $37.56 $37.05 Max Pain $34.50 $34.00 $35.00 $34.00 $35.00 ATM IV 24.4% 20.8% 27.8% 23.7% 22.1% Expected Move 7.0% 6.0% 7.9% 7.2% 6.6% HV 20d 20.9% 15.5% 25.2% 16.2% 25.1% HV 60d 21.3% 20.2% 22.9% 20.7% 21.2% IV Rank 25.5% 5.7% 43.7% 21.6% 12.6% IV Percentile 44.7% 6.3% 81.3% 33.3% 19.8% Term Structure -0.3% -1.5% 0.9% -0.3% 0.5% VWIV 24.5% 20.9% 28.0% 25.5% 23.2% Skew 25d 2.2% 1.7% 3.2% 1.7% 2.4% Skew 10d 5.5% 3.6% 7.8% 5.2% 5.6% Call IV 25d 23.5% 20.2% 27.0% 23.1% 20.9% Put IV 25d 25.8% 22.3% 30.2% 24.8% 23.2% Bid-Ask Spread % 2.44 2.08 2.88 2.12 2.37 Gamma HHI 0.11 0.08 0.33 0.11 0.11 Net GEX 56.0M 11.8M 108.9M 61.4M 57.3M Net DEX -2.33B -2.98B -895.1M -2.87B -2.09B Net VEX -19.1M -20.0M -18.1M -18.7M -18.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.33 1.17 0.64 0.74 Total Volume 177,834.364 86,857 401,579 117,955 132,525 Total OI 3,866,761.818 3,582,830 4,078,319 3,763,222 3,836,772
Daily Data (22 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 2024-04-01 $37.56 $34.00 23.7% 7.2% 16.2% 21.6% 25.5% 1.7% -0.3% 61.4M -2.87B -18.7M 0.64 2.12 71,915 46,040 1,590,290 2,172,932 2024-04-02 $37.31 $34.00 24.9% 7.5% 15.5% 27.8% 26.5% 1.7% -0.5% 57.9M -2.63B -19.2M 0.33 2.27 120,562 39,818 1,608,093 2,193,341 2024-04-03 $37.42 $34.00 25.5% 7.8% 15.5% 31.4% 27.1% 1.9% -0.7% 66.7M -2.86B -18.8M 0.81 2.17 69,889 56,523 1,647,140 2,195,541 2024-04-04 $36.91 $34.00 27.0% 7.4% 16.5% 39.2% 26.1% 1.9% -0.7% 49.9M -2.39B -19.9M 0.89 2.11 85,333 75,726 1,664,867 2,221,808 2024-04-05 $37.17 $34.00 26.7% 7.2% 16.5% 37.6% 25.6% 1.8% 0.0% 52.0M -2.62B -19.3M 0.84 2.35 72,168 60,672 1,677,590 2,236,961 2024-04-08 $37.50 $34.00 26.2% 7.2% 16.6% 35.0% 25.2% 1.8% -0.8% 58.4M -2.77B -19.2M 1.04 2.26 42,532 44,325 1,638,367 2,203,886 2024-04-09 $37.64 $34.00 25.6% 7.0% 16.6% 31.7% 24.9% 2.3% -0.9% 64.9M -2.90B -19.0M 0.89 2.08 54,150 48,378 1,655,753 2,208,344 2024-04-10 $36.67 $34.00 26.5% 7.4% 19.4% 36.7% 25.5% 2.5% -0.9% 37.8M -2.17B -19.5M 1.17 2.18 94,740 111,061 1,657,767 2,218,644 2024-04-11 $36.50 $34.00 27.6% 7.7% 19.5% 42.4% 26.6% 2.6% -1.1% 33.9M -2.06B -19.5M 0.88 2.73 92,282 81,517 1,677,907 2,250,270 2024-04-12 $35.72 $34.00 27.8% 7.8% 20.4% 43.7% 27.2% 3.2% -0.6% 29.5M -1.45B -20.0M 0.96 2.24 96,056 92,518 1,702,385 2,271,344 2024-04-15 $35.84 $34.00 27.8% 7.9% 20.4% 43.7% 28.0% 2.4% -1.5% 37.7M -1.67B -19.6M 1.12 2.54 125,033 139,420 1,646,325 2,228,710 2024-04-16 $34.80 $35.00 25.1% 7.2% 22.5% 28.8% 24.5% 2.8% -0.3% 11.8M -895.1M -19.2M 0.82 2.49 220,979 180,600 1,681,285 2,287,384 2024-04-17 $35.34 $35.00 24.4% 7.0% 23.3% 25.2% 23.7% 2.6% 0.5% 40.0M -1.37B -19.4M 1.06 2.72 93,710 99,721 1,734,857 2,298,833 2024-04-18 $35.81 $35.00 23.3% 6.6% 22.3% 19.0% 24.0% 2.4% 0.3% 53.7M -1.79B -19.1M 1.12 2.54 81,033 90,927 1,745,133 2,300,515 2024-04-19 $36.86 $35.00 23.5% 6.7% 23.8% 20.5% 23.7% 2.4% 0.2% 108.9M -2.55B -19.6M 0.63 2.57 185,558 117,073 1,755,706 2,322,613 2024-04-22 $37.72 $35.00 22.5% 6.5% 25.0% 15.0% 22.9% 2.2% -0.2% 62.2M -2.58B -18.4M 0.89 2.52 129,656 115,267 1,512,989 2,069,841 2024-04-23 $38.25 $35.00 21.8% 6.2% 25.2% 11.4% 21.6% 1.9% -0.2% 76.0M -2.97B -18.1M 0.68 2.55 117,303 79,378 1,564,796 2,129,698 2024-04-24 $38.38 $35.00 21.6% 6.1% 25.2% 10.4% 22.1% 1.9% -0.1% 76.7M -2.98B -18.5M 0.87 2.48 71,750 62,257 1,600,688 2,173,650 2024-04-25 $37.92 $35.00 21.7% 6.2% 24.9% 10.7% 22.2% 2.4% -0.4% 63.8M -2.68B -18.9M 1.13 2.88 74,908 84,429 1,630,837 2,203,565 2024-04-26 $37.84 $35.00 20.8% 6.0% 24.9% 5.7% 20.9% 2.1% -0.2% 72.7M -2.68B -18.6M 1.01 2.75 71,135 71,509 1,650,757 2,217,683 2024-04-29 $37.48 $35.00 21.9% 6.4% 24.9% 11.5% 22.3% 2.5% 0.9% 59.1M -2.34B -18.8M 0.58 2.64 71,023 40,957 1,604,433 2,178,460 2024-04-30 $37.05 $35.00 22.1% 6.6% 25.1% 12.6% 23.2% 2.4% 0.5% 57.3M -2.09B -18.8M 0.74 2.37 76,011 56,514 1,643,025 2,193,747
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