BAC Options History — March 2026 In March 2026, BAC traded between $46.73 and $50.28. ATM implied volatility averaged 34.3%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 4.9% (HV 20d: 29.4%). Max pain ranged from $50.00 to $52.50. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2026-03-03 : Highest Volume — 325,862 contracts2026-03-06 : Largest IV spike — 15.5% change2026-03-30 : Highest IV Rank — 42.4%2026-03-12 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $48.11 $46.73 $50.28 $49.83 $48.70 Max Pain $50.84 $50.00 $52.50 $51.50 $50.00 ATM IV 34.3% 29.4% 39.0% 31.6% 34.9% Expected Move 9.7% 2.0% 12.2% 9.4% 10.0% HV 20d 29.4% 23.5% 33.2% 33.2% 26.7% HV 60d 25.9% 24.6% 27.7% 24.9% 27.7% IV Rank 32.1% 21.5% 42.4% 26.1% 33.4% IV Percentile 92.1% 81.7% 97.2% 89.3% 92.1% Term Structure -0.7% -4.6% 6.0% -0.5% -0.7% VWIV 35.1% 31.5% 41.3% 32.2% 36.9% Skew 25d 8.3% 6.0% 10.1% 6.0% 9.3% Skew 10d 17.4% 14.9% 19.5% 15.0% 18.8% Call IV 25d 30.2% 26.5% 35.0% 29.8% 31.3% Put IV 25d 38.6% 33.6% 43.5% 35.8% 40.6% Bid-Ask Spread % 12.81 6.79 26.45 18.14 6.90 Gamma HHI 0.08 0.06 0.21 0.07 0.07 Net GEX -20.2M -75.2M 32.2M -17.1M 24.1M Net DEX 306.1M -272.2M 844.1M 75.2M -204.9M Net VEX -19.9M -20.6M -18.9M -18.9M -20.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.34 1.48 0.51 0.72 Total Volume 157,019.636 86,857 325,862 117,479 129,349 Total OI 2,566,713.591 2,350,867 2,780,450 2,350,867 2,496,579
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 2026-03-02 $49.83 $51.50 31.6% 9.4% 33.2% 26.1% 32.2% 6.0% -0.5% -17.1M 75.2M -18.9M 0.51 18.14 77,842 39,637 1,050,222 1,300,645 2026-03-03 $50.03 $51.50 32.1% 9.5% 32.8% 27.3% 34.4% 7.1% -0.7% -11.4M -13.6M -18.9M 0.67 10.67 195,494 130,368 1,075,844 1,316,367 2026-03-04 $50.28 $50.50 29.4% 8.8% 32.6% 21.5% 31.5% 7.0% -0.1% 1.1M -245.4M -20.6M 0.71 24.79 57,154 40,516 1,200,013 1,363,040 2026-03-05 $49.84 $52.50 29.9% 9.2% 31.2% 22.5% 31.7% 7.5% -0.4% -16.0M -9.3M -20.4M 0.34 10.82 157,152 52,791 1,213,119 1,377,735 2026-03-06 $48.45 $52.50 34.6% 9.8% 32.1% 32.7% 39.6% 8.5% -0.7% -60.3M 484.7M -20.4M 1.48 9.21 86,047 127,208 1,235,167 1,397,532 2026-03-09 $47.86 $52.50 32.6% 9.3% 29.1% 28.4% 34.1% 8.0% -1.4% -29.6M 536.1M -19.9M 0.44 21.14 188,003 82,657 1,174,339 1,372,920 2026-03-10 $48.78 $52.50 31.2% 9.2% 30.6% 25.3% 32.2% 8.2% 1.3% -7.3M 22.1M -20.3M 0.87 26.45 88,896 77,778 1,203,674 1,377,714 2026-03-11 $48.55 $52.50 30.3% 9.1% 30.4% 23.4% 32.0% 8.0% 1.1% -17.2M 245.5M -20.4M 0.70 10.19 85,847 60,330 1,220,373 1,402,331 2026-03-12 $47.05 $52.50 34.2% 12.2% 30.6% 31.9% 36.4% 7.2% 5.7% -44.3M 776.2M -19.8M 0.86 10.06 95,306 82,044 1,250,592 1,435,087 2026-03-13 $46.79 $50.00 35.6% 2.0% 29.8% 35.0% 35.3% 8.0% 6.0% -74.3M 839.3M -19.7M 0.91 17.37 77,589 70,936 1,298,941 1,456,913 2026-03-16 $47.04 $50.00 36.6% 10.5% 30.0% 37.3% 40.4% 10.1% -4.1% -34.4M 673.6M -19.7M 1.13 8.80 69,342 78,678 1,232,083 1,388,186 2026-03-17 $47.36 $50.00 36.1% 10.4% 29.9% 36.2% 33.2% 8.9% -4.6% -30.3M 584.1M -19.6M 0.76 11.84 59,279 45,105 1,258,195 1,419,048 2026-03-18 $46.73 $50.00 37.8% 10.8% 29.6% 39.8% 32.4% 9.6% -4.5% -37.6M 844.1M -19.4M 0.79 20.07 61,884 48,960 1,276,428 1,438,423 2026-03-19 $47.05 $50.00 36.4% 10.5% 29.9% 36.9% 35.6% 9.2% -3.8% -41.6M 749.8M -19.5M 0.78 14.19 119,661 93,914 1,299,940 1,461,143 2026-03-20 $46.86 $50.00 37.5% 10.7% 29.6% 39.3% 34.5% 9.5% -3.8% -30.5M 719.5M -19.8M 0.54 12.62 95,828 51,699 1,332,096 1,448,354 2026-03-23 $47.81 $50.00 33.4% 9.6% 29.3% 30.2% 33.2% 7.0% -0.6% 9.3M 108.0M -19.8M 0.80 7.02 75,331 60,162 1,088,663 1,269,455 2026-03-24 $48.33 $50.00 34.5% 10.0% 29.1% 32.5% 33.9% 9.2% -0.8% 16.9M -104.4M -20.2M 0.68 6.90 51,774 35,083 1,111,727 1,307,021 2026-03-25 $48.75 $50.00 33.3% 9.6% 27.5% 29.9% 34.3% 8.6% -0.5% 32.2M -272.2M -20.2M 0.83 9.38 74,724 62,109 1,128,176 1,323,973 2026-03-26 $48.34 $50.00 35.2% 10.2% 26.7% 34.2% 36.3% 8.6% -0.7% 17.6M -91.4M -20.2M 0.88 8.77 57,950 50,897 1,143,413 1,356,213 2026-03-27 $46.91 $50.00 38.3% 10.8% 23.5% 40.9% 40.9% 8.5% 0.0% -75.2M 576.7M -19.9M 0.73 9.63 78,769 57,885 1,162,121 1,374,891 2026-03-30 $47.16 $50.00 39.0% 11.2% 23.7% 42.4% 41.3% 9.3% -0.8% -17.7M 441.1M -19.9M 0.56 6.79 78,688 43,766 1,091,009 1,337,994 2026-03-31 $48.70 $50.00 34.9% 10.0% 26.7% 33.4% 36.9% 9.3% -0.7% 24.1M -204.9M -20.1M 0.72 6.90 75,202 54,147 1,137,907 1,358,672
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