BAC Options History — June 2025

In June 2025, BAC traded between $43.98 and $47.47. ATM implied volatility averaged 25.2%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 7.6% (HV 20d: 17.6%). Max pain ranged from $40.00 to $44.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.96.

Notable Days

  • 2025-06-05: Highest Volume — 572,955 contracts
  • 2025-06-13: Largest IV spike — 11.0% change
  • 2025-06-17: Highest IV Rank — 22.2%
  • 2025-06-17: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.33$43.98$47.47$44.05$47.11
Max Pain$43.10$40.00$44.00$40.00$44.00
ATM IV25.2%21.9%29.1%24.1%25.9%
Expected Move7.7%6.3%8.5%6.7%8.0%
HV 20d17.6%14.0%22.0%21.5%15.1%
HV 60d42.4%41.6%43.7%43.6%41.7%
IV Rank13.6%6.5%22.2%11.2%15.2%
IV Percentile50.2%21.4%80.2%41.3%57.1%
Term Structure0.9%-1.1%4.7%0.4%-0.7%
VWIV27.8%22.8%30.2%24.6%29.7%
Skew 25d4.2%3.4%5.7%4.3%3.8%
Skew 10d10.5%7.6%17.2%8.3%8.9%
Call IV 25d23.5%20.3%27.1%22.4%24.1%
Put IV 25d27.7%24.8%32.7%26.7%27.9%
Bid-Ask Spread %4.842.2511.302.392.49
Gamma HHI0.150.080.420.110.08
Net GEX75.9M23.3M180.4M46.8M50.1M
Net DEX-1.75B-2.33B-939.1M-1.63B-2.06B
Net VEX-19.4M-20.5M-18.6M-19.6M-18.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.152.241.272.24
Total Volume159,140.9567,650572,955135,175253,286
Total OI2,921,560.32,467,1983,187,3342,956,9032,607,039

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-06-02$44.05$40.0024.1%6.7%21.5%11.2%24.6%4.3%0.4%46.8M-1.63B-19.6M1.272.3959,58575,5901,328,1361,628,767
2025-06-03$44.69$40.0022.5%6.3%21.8%7.9%23.3%3.7%0.5%63.6M-2.01B-19.4M1.012.2545,82246,3821,347,5671,664,425
2025-06-04$44.42$40.0023.7%6.4%21.9%10.4%22.8%4.3%0.6%62.3M-1.82B-19.8M0.552.43105,33158,3011,370,4471,697,345
2025-06-05$44.39$42.0023.9%8.0%22.0%10.8%29.6%4.0%0.6%58.8M-1.81B-19.7M0.152.72496,57476,3811,389,3261,722,800
2025-06-06$45.00$43.0021.9%7.5%21.6%6.5%26.8%4.9%0.7%149.4M-1.69B-19.9M0.717.7088,47362,9951,276,7211,758,578
2025-06-09$44.98$43.0022.5%7.6%21.6%7.8%26.8%4.0%4.1%85.5M-1.73B-19.5M0.566.4463,07235,1841,272,1661,714,516
2025-06-10$45.05$43.0022.2%7.6%18.2%7.3%28.4%4.2%4.1%99.3M-1.80B-19.0M0.757.8743,69332,8911,297,5641,727,109
2025-06-11$44.70$43.0022.7%7.7%16.3%8.2%27.5%3.6%4.4%87.9M-1.55B-19.2M0.7211.3076,75854,9821,317,4801,743,071
2025-06-12$44.58$44.0023.4%7.8%16.0%9.9%30.2%4.0%4.7%69.3M-1.39B-19.9M1.996.0150,01599,5241,330,6461,767,044
2025-06-13$43.98$44.0026.0%8.3%16.4%15.4%28.4%4.5%4.5%23.3M-939.1M-20.5M1.107.2160,61066,4491,342,4711,819,853
2025-06-16$44.45$44.0027.1%8.1%16.7%17.8%28.3%4.5%-0.7%70.9M-1.34B-19.5M0.949.8934,87432,7761,280,9971,792,783
2025-06-17$44.25$44.0029.1%8.5%16.8%22.2%29.2%5.1%-1.0%58.4M-1.15B-20.1M1.095.0536,65439,8921,289,6681,809,463
2025-06-18$45.11$44.0029.0%8.3%18.2%22.0%30.1%5.7%-1.1%123.3M-1.69B-20.0M0.805.4177,13661,3511,300,6241,823,418
2025-06-20$45.53$44.0028.1%8.2%14.5%19.9%29.3%4.1%-1.1%180.4M-2.26B-19.0M0.642.94112,56372,3741,322,9561,864,378
2025-06-23$46.16$44.0026.9%7.9%15.0%17.4%29.5%4.9%-0.3%46.6M-1.75B-18.7M0.992.7161,13060,7381,055,8691,411,329
2025-06-24$46.78$44.0025.4%7.5%15.3%14.1%27.9%3.8%-0.4%57.9M-1.99B-19.1M1.203.8694,848113,3961,075,0701,449,600
2025-06-25$46.84$44.0026.0%7.8%14.0%15.5%27.8%4.2%-0.5%54.0M-2.01B-18.8M1.522.8834,90652,9841,092,4521,473,863
2025-06-26$47.47$44.0027.1%8.0%14.4%17.7%28.3%3.4%-0.5%62.4M-2.33B-18.6M0.452.53114,60151,2261,103,0321,494,632
2025-06-27$47.00$44.0026.1%7.8%15.2%15.6%28.1%3.5%-0.6%67.0M-2.10B-19.1M0.552.75115,73063,7421,152,4891,515,512
2025-06-30$47.11$44.0025.9%8.0%15.1%15.2%29.7%3.8%-0.7%50.1M-2.06B-18.6M2.242.4978,162175,1241,121,9281,485,111