BAC Options History — May 2024 In May 2024, BAC traded between $36.80 and $39.80. ATM implied volatility averaged 20.2%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 0.7% (HV 20d: 19.5%). 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 14 of 22 days. Put/call ratio averaged 0.78.
Notable Days 2024-05-30 : Highest Volume — 231,637 contracts2024-05-28 : Largest IV spike — 9.9% change2024-05-30 : Highest IV Rank — 24.2%2024-05-01 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $38.57 $36.80 $39.80 $37.17 $39.80 Max Pain $34.82 $34.00 $35.00 $35.00 $35.00 ATM IV 20.2% 18.4% 22.5% 21.5% 22.0% Expected Move 5.7% 5.2% 6.4% 6.4% 6.1% HV 20d 19.5% 14.4% 25.2% 25.1% 19.0% HV 60d 19.7% 18.7% 21.2% 21.0% 20.2% IV Rank 6.8% 0.0% 24.2% 9.4% 21.0% IV Percentile 7.4% 0.0% 31.3% 11.9% 27.0% Term Structure 0.5% -1.3% 5.4% 5.4% -0.7% VWIV 20.5% 17.9% 23.1% 23.1% 22.3% Skew 25d 1.9% 1.2% 4.1% 2.0% 1.8% Skew 10d 4.6% 2.7% 8.9% 5.8% 4.3% Call IV 25d 19.3% 17.5% 22.1% 20.7% 21.5% Put IV 25d 21.3% 19.1% 24.5% 22.8% 23.4% Bid-Ask Spread % 3.15 1.99 16.34 3.30 2.66 Gamma HHI 0.14 0.11 0.43 0.11 0.18 Net GEX 91.8M 43.1M 322.3M 71.1M 93.6M Net DEX -2.86B -3.65B -1.88B -2.18B -3.30B Net VEX -17.4M -18.9M -16.2M -18.7M -16.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.34 1.60 0.67 0.92 Total Volume 131,753.636 80,570 231,637 153,063 196,987 Total OI 3,779,397.182 3,492,027 3,980,028 3,864,449 3,730,527
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 2024-05-01 $37.17 $35.00 21.5% 6.4% 25.1% 9.4% 23.1% 2.0% 5.4% 71.1M -2.18B -18.7M 0.67 3.30 91,535 61,528 1,668,755 2,195,694 2024-05-02 $36.80 $35.00 21.3% 6.2% 24.9% 8.8% 21.7% 2.0% 1.1% 50.3M -1.88B -18.9M 0.34 2.73 117,895 39,695 1,675,859 2,198,302 2024-05-03 $37.20 $35.00 20.0% 5.6% 25.0% 1.3% 19.6% 1.6% 1.0% 74.3M -2.23B -18.6M 1.03 2.29 55,297 56,689 1,714,538 2,208,189 2024-05-06 $37.64 $34.00 20.1% 5.8% 25.2% 2.1% 21.3% 2.4% 0.2% 85.0M -2.56B -18.1M 0.86 2.24 44,360 38,111 1,642,538 2,178,543 2024-05-07 $37.83 $34.00 20.0% 5.8% 25.2% 1.9% 20.9% 2.1% 0.7% 93.2M -2.66B -18.1M 0.68 2.14 70,607 48,041 1,655,049 2,199,734 2024-05-08 $37.69 $34.00 19.9% 5.7% 23.3% 0.9% 20.2% 4.1% 2.3% 88.1M -2.49B -18.7M 0.69 2.03 49,595 34,047 1,675,033 2,220,420 2024-05-09 $38.34 $34.00 20.2% 5.7% 23.8% 2.9% 20.4% 1.4% 0.1% 121.8M -3.04B -18.2M 0.59 1.99 95,323 56,202 1,683,373 2,229,678 2024-05-10 $38.48 $35.00 20.0% 5.6% 22.1% 1.9% 20.0% 1.2% -0.1% 322.3M -3.21B -17.6M 0.59 2.30 102,481 60,938 1,708,712 2,245,783 2024-05-13 $38.25 $35.00 21.2% 5.9% 22.3% 9.3% 20.0% 1.7% -0.3% 91.0M -2.84B -18.1M 0.92 2.49 65,998 60,970 1,664,537 2,217,119 2024-05-14 $38.58 $35.00 20.4% 5.8% 18.7% 4.7% 21.6% 2.6% 0.4% 99.0M -3.14B -17.3M 0.86 2.31 53,455 46,088 1,675,738 2,235,786 2024-05-15 $38.88 $35.00 19.5% 5.5% 18.4% 0.0% 19.6% 1.8% 0.0% 111.6M -3.37B -17.2M 0.41 2.13 96,542 39,983 1,681,144 2,258,641 2024-05-16 $39.22 $35.00 19.2% 5.4% 18.2% 0.0% 18.9% 1.9% -0.0% 114.1M -3.61B -16.6M 0.47 2.21 73,206 34,626 1,691,220 2,260,789 2024-05-17 $39.22 $35.00 18.5% 5.2% 15.8% 0.0% 17.9% 1.7% -0.3% 69.4M -3.65B -16.3M 0.42 2.35 100,870 42,362 1,705,356 2,274,672 2024-05-20 $38.88 $35.00 18.4% 5.3% 14.4% 0.0% 19.7% 1.4% 1.0% 65.3M -2.74B -16.7M 0.73 2.63 46,626 33,944 1,505,244 1,986,783 2024-05-21 $39.55 $35.00 18.8% 5.4% 14.8% 2.2% 19.4% 1.6% 0.5% 79.4M -3.12B -16.2M 0.86 2.61 56,727 48,997 1,515,740 1,999,904 2024-05-22 $39.64 $35.00 19.3% 5.5% 14.8% 5.0% 19.8% 1.6% 0.2% 77.8M -3.12B -17.1M 0.99 3.19 43,221 42,806 1,525,824 2,023,716 2024-05-23 $39.09 $35.00 20.4% 5.8% 15.0% 11.7% 20.5% 1.5% 0.9% 58.8M -2.81B -16.7M 0.83 3.09 95,615 78,933 1,532,686 2,035,986 2024-05-24 $39.69 $35.00 19.3% 5.5% 15.7% 5.1% 19.3% 1.4% 0.9% 88.9M -3.25B -16.2M 0.73 2.69 64,593 47,180 1,575,235 2,055,298 2024-05-28 $39.30 $35.00 21.2% 5.8% 15.8% 16.6% 20.8% 1.6% -1.3% 69.0M -2.92B -16.4M 1.20 2.67 62,541 75,166 1,542,582 2,030,616 2024-05-29 $38.83 $35.00 21.7% 6.0% 15.8% 19.6% 21.4% 2.0% -0.3% 52.7M -2.57B -17.0M 0.74 2.95 78,800 58,363 1,564,431 2,070,818 2024-05-30 $38.52 $35.00 22.5% 6.3% 16.2% 24.2% 22.5% 2.4% -0.4% 43.1M -2.35B -18.0M 1.60 16.34 89,123 142,514 1,595,385 2,090,761 2024-05-31 $39.80 $35.00 22.0% 6.1% 19.0% 21.0% 22.3% 1.8% -0.7% 93.6M -3.30B -16.6M 0.92 2.66 102,575 94,412 1,609,992 2,120,535
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