BAC Options History — October 2024 In October 2024, BAC traded between $39.14 and $42.86. ATM implied volatility averaged 27.6%, placing in the 53.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 3.4% (HV 20d: 24.2%). Max pain ranged from $39.00 to $40.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.92.
Notable Days 2024-10-11 : Highest Volume — 385,066 contracts2024-10-07 : Largest IV spike — 11.3% change2024-10-07 : Highest IV Rank — 83.5%2024-10-31 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $41.41 $39.14 $42.86 $39.28 $42.00 Max Pain $39.22 $39.00 $40.00 $39.00 $40.00 ATM IV 27.6% 23.9% 32.6% 28.3% 28.7% Expected Move 8.2% 6.9% 9.4% 9.0% 9.4% HV 20d 24.2% 19.4% 27.2% 24.1% 25.9% HV 60d 25.0% 22.5% 25.9% 25.8% 22.5% IV Rank 53.9% 31.9% 83.5% 57.8% 60.5% IV Percentile 80.9% 49.6% 98.4% 90.1% 94.8% Term Structure -0.1% -1.4% 2.6% 1.6% -0.2% VWIV 28.9% 23.7% 32.6% 30.8% 32.6% Skew 25d 3.3% 2.2% 4.3% 4.0% 2.6% Skew 10d 7.2% 4.5% 16.5% 16.5% 7.7% Call IV 25d 26.0% 22.5% 30.8% 25.8% 27.5% Put IV 25d 29.3% 25.3% 35.1% 29.8% 30.1% Bid-Ask Spread % 2.46 2.14 3.79 2.70 2.37 Gamma HHI 0.10 0.07 0.21 0.07 0.09 Net GEX 72.0M 32.7M 145.9M 37.5M 49.6M Net DEX -2.22B -3.30B -1.19B -1.20B -2.14B Net VEX -16.7M -17.5M -15.9M -17.4M -17.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.47 1.57 0.75 1.07 Total Volume 137,260.783 50,956 385,066 86,966 100,134 Total OI 3,076,229.609 2,913,278 3,361,227 2,913,278 3,159,995
Daily Data (23 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 2024-10-01 $39.28 $39.00 28.3% 9.0% 24.1% 57.8% 30.8% 4.0% 1.6% 37.5M -1.20B -17.4M 0.75 2.70 49,620 37,346 1,432,698 1,480,580 2024-10-02 $39.14 $39.00 28.3% 9.4% 24.1% 57.9% 32.3% 4.0% 2.2% 35.4M -1.19B -17.0M 1.07 2.38 44,343 47,506 1,451,928 1,503,561 2024-10-03 $39.16 $39.00 30.3% 9.1% 24.1% 70.0% 30.9% 3.9% 2.2% 32.7M -1.20B -17.1M 1.16 2.51 44,397 51,439 1,463,329 1,521,441 2024-10-04 $40.17 $39.00 29.3% 8.6% 21.2% 64.0% 30.5% 3.7% 2.6% 55.2M -1.84B -16.8M 0.56 2.46 105,909 58,900 1,472,032 1,531,181 2024-10-07 $39.95 $39.00 32.6% 9.2% 20.2% 83.5% 31.9% 4.3% -0.8% 47.8M -1.62B -16.9M 0.69 2.41 49,015 34,021 1,430,462 1,512,013 2024-10-08 $40.00 $39.00 32.6% 9.1% 20.1% 83.1% 32.2% 4.0% -1.1% 51.7M -1.65B -16.8M 0.88 2.33 27,102 23,854 1,445,798 1,521,246 2024-10-09 $40.19 $39.00 32.3% 9.0% 19.4% 81.4% 31.7% 3.8% -1.0% 57.6M -1.75B -16.7M 1.11 2.88 42,550 47,351 1,457,058 1,533,357 2024-10-10 $39.84 $39.00 32.5% 9.1% 19.6% 82.9% 30.4% 3.7% -1.0% 47.8M -1.56B -16.6M 1.29 2.57 41,382 53,390 1,469,167 1,553,679 2024-10-11 $42.05 $39.00 28.9% 8.2% 27.0% 61.5% 28.7% 4.2% 0.3% 123.6M -2.90B -16.0M 0.59 2.41 242,012 143,054 1,482,113 1,581,975 2024-10-14 $41.92 $39.00 28.9% 8.2% 27.0% 61.7% 29.3% 2.3% -1.2% 86.6M -2.68B -16.2M 0.82 2.38 145,838 119,941 1,489,283 1,579,851 2024-10-15 $42.28 $39.00 26.4% 7.5% 26.9% 46.6% 25.5% 2.6% -1.2% 120.2M -2.88B -16.3M 0.69 2.14 173,077 119,970 1,551,198 1,629,557 2024-10-16 $42.86 $39.00 25.5% 7.3% 27.2% 41.3% 25.9% 2.8% -1.4% 141.7M -3.30B -15.9M 0.79 3.79 105,043 83,075 1,581,642 1,662,511 2024-10-17 $42.75 $39.00 24.4% 7.0% 24.8% 35.0% 24.4% 2.4% -0.9% 145.9M -3.16B -16.4M 0.69 2.29 80,824 55,991 1,607,365 1,704,992 2024-10-18 $42.36 $39.00 23.9% 6.9% 24.5% 31.9% 23.7% 2.2% -0.6% 99.3M -2.93B -16.2M 0.47 2.15 126,605 59,539 1,628,668 1,732,559 2024-10-21 $41.80 $39.00 24.1% 7.1% 24.5% 33.5% 26.4% 2.9% -0.8% 53.4M -2.11B -16.5M 1.06 2.38 60,558 63,979 1,400,437 1,560,451 2024-10-22 $42.36 $39.00 24.8% 7.3% 24.2% 37.6% 25.8% 3.0% -0.9% 69.5M -2.47B -16.5M 0.84 2.28 60,985 50,950 1,426,866 1,593,767 2024-10-23 $42.27 $39.00 25.2% 7.5% 24.1% 39.8% 26.1% 2.8% -0.9% 69.0M -2.38B -16.9M 0.96 2.42 51,365 49,344 1,444,452 1,610,085 2024-10-24 $42.58 $39.00 23.9% 7.4% 24.1% 32.4% 28.6% 3.2% -0.9% 78.3M -2.51B -17.2M 1.57 2.16 43,220 67,747 1,447,564 1,630,067 2024-10-25 $41.84 $40.00 26.3% 7.9% 25.1% 46.2% 28.2% 2.9% -0.6% 41.4M -2.02B -17.5M 0.99 2.26 84,751 84,218 1,459,825 1,666,279 2024-10-28 $42.73 $40.00 25.4% 8.1% 25.9% 40.7% 28.9% 3.4% 0.4% 75.7M -2.60B -16.5M 0.65 2.33 54,236 35,477 1,440,784 1,642,486 2024-10-29 $42.53 $40.00 25.6% 8.3% 25.6% 41.8% 29.2% 3.2% 0.4% 72.0M -2.49B -16.7M 1.24 2.45 27,543 34,217 1,452,407 1,662,082 2024-10-30 $42.31 $40.00 26.7% 8.5% 25.7% 48.6% 30.5% 3.4% 0.4% 63.1M -2.37B -16.7M 1.11 2.46 35,668 39,512 1,461,987 1,682,503 2024-10-31 $42.00 $40.00 28.7% 9.4% 25.9% 60.5% 32.6% 2.6% -0.2% 49.6M -2.14B -17.3M 1.07 2.37 48,430 51,704 1,468,539 1,691,456
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