BAC Options History — June 2024

In June 2024, BAC traded between $38.78 and $40.11. ATM implied volatility averaged 23.3%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 3.7% (HV 20d: 19.6%). Max pain ranged from $35.00 to $38.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.79.

Notable Days

  • 2024-06-06: Highest Volume — 1,358,163 contracts
  • 2024-06-14: Largest IV spike — 6.2% change
  • 2024-06-21: Highest IV Rank — 42.8%
  • 2024-06-26: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.53$38.78$40.11$39.84$39.64
Max Pain$36.89$35.00$38.00$35.00$38.00
ATM IV23.3%20.4%25.6%21.9%24.2%
Expected Move7.0%6.1%7.8%6.3%7.4%
HV 20d19.6%18.1%20.8%18.8%20.5%
HV 60d20.3%19.9%20.7%20.2%20.6%
IV Rank28.8%11.6%42.8%20.4%34.1%
IV Percentile43.7%8.7%71.0%26.2%54.8%
Term Structure0.4%-1.3%3.1%0.0%-0.6%
VWIV24.7%21.2%27.1%22.6%25.8%
Skew 25d1.9%1.5%2.5%1.6%1.7%
Skew 10d4.9%3.5%6.9%4.1%4.6%
Call IV 25d22.5%19.9%24.7%21.2%23.9%
Put IV 25d24.3%21.4%26.9%22.8%25.5%
Bid-Ask Spread %2.351.793.122.862.52
Gamma HHI0.160.110.260.130.13
Net GEX70.8M29.7M116.9M76.9M44.0M
Net DEX-2.47B-3.30B-1.79B-3.24B-2.28B
Net VEX-16.4M-16.9M-16.0M-16.4M-16.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.031.090.970.55
Total Volume200,600.26371,1551,358,163131,565164,821
Total OI3,478,804.5262,856,5193,747,3563,661,0393,050,173

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$39.84$35.0021.9%6.3%18.8%20.4%22.6%1.6%0.0%76.9M-3.24B-16.4M0.972.8666,77064,7951,580,3802,080,659
2024-06-04$39.66$35.0021.5%6.3%18.7%18.2%22.0%1.6%0.0%74.3M-3.14B-16.3M0.612.5558,01135,2311,591,2422,108,863
2024-06-05$39.89$35.0021.1%6.1%18.8%15.8%21.2%1.7%0.2%87.1M-3.30B-16.1M0.912.4658,29553,2311,600,3532,110,796
2024-06-06$39.66$37.0021.0%6.7%18.9%15.2%23.8%1.7%0.3%80.1M-3.12B-16.4M0.032.371,312,75145,4121,615,9182,127,431
2024-06-07$39.83$37.0020.4%6.6%18.1%11.6%23.2%1.5%0.3%112.6M-2.59B-16.0M0.561.7965,86037,0131,445,6152,153,296
2024-06-10$39.61$37.0021.1%6.8%18.3%16.1%24.2%1.7%2.3%79.0M-2.45B-16.0M1.081.8534,15137,0041,413,3072,115,026
2024-06-11$38.78$37.0022.2%7.0%19.8%22.4%24.5%1.9%2.3%49.7M-1.87B-16.8M1.091.9183,26690,5401,425,1582,124,605
2024-06-12$39.30$37.0021.7%6.9%20.1%19.3%24.0%2.1%2.5%79.9M-2.31B-16.0M1.002.2499,32399,3121,452,4882,148,924
2024-06-13$39.28$37.0022.7%7.2%20.0%25.2%24.8%2.3%2.9%73.4M-2.24B-16.9M0.882.2757,31450,3801,492,6652,202,131
2024-06-14$39.25$37.0024.1%7.5%19.7%33.7%25.8%1.6%3.1%65.9M-2.15B-16.8M0.892.1568,61060,9941,492,8232,218,055
2024-06-17$39.41$37.0025.1%7.4%19.8%39.5%25.4%2.3%-1.3%75.8M-2.32B-16.4M0.951.9651,85649,5011,459,1022,183,288
2024-06-18$39.97$37.0024.7%7.2%20.1%37.3%26.6%2.5%-0.9%110.0M-2.72B-16.2M1.082.0363,87069,1711,479,9702,198,751
2024-06-20$39.98$37.0025.5%7.4%19.2%42.1%25.6%2.1%-1.1%116.9M-2.69B-16.7M0.591.93103,11061,3091,492,1142,219,964
2024-06-21$39.41$37.0025.6%7.5%19.9%42.8%25.2%2.3%-1.1%41.5M-2.30B-16.3M0.532.3397,96852,2291,501,4802,245,876
2024-06-24$40.11$37.0024.6%7.3%20.2%36.9%25.5%1.7%-0.3%59.4M-2.46B-16.6M1.032.9273,69575,5881,332,2131,524,306
2024-06-25$39.39$38.0025.0%7.4%20.6%39.2%26.0%2.0%-0.4%37.5M-2.03B-16.9M0.872.5768,38059,4121,357,9071,565,458
2024-06-26$38.91$38.0025.5%7.8%20.8%42.2%27.1%2.0%-0.9%29.7M-1.79B-16.6M0.812.89109,73389,2911,379,1721,582,062
2024-06-27$39.22$38.0024.5%7.4%20.5%35.8%25.4%1.9%-0.6%51.2M-2.05B-16.5M0.623.1288,33954,8691,423,1681,602,547
2024-06-28$39.64$38.0024.2%7.4%20.5%34.1%25.8%1.7%-0.6%44.0M-2.28B-16.4M0.552.52106,30358,5181,424,0081,626,165