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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of America Corporation (BAC) - NYSE Next Earnings Date: OS Estimate: July 16, 2025 BO
OS Projected Window: July 14, 2025 to July 19, 2025
EVR: 1.5
Avg Daily Volume: 54,894,357    Market Cap: 261.5B
Sector: Financial    Short Interest: 1.15
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 15, 2025 BO 1.4 $36.67 @$37.00 $3.38
($36.67)
9.14% 5.67% I 3.59% I $37.99 $3.11
( $37.99 )
-7.99%
Jan. 16, 2025 BO 1.5 $47.10 @$47.00 $3.16
($47.10)
6.72% -2.71% I -0.97% I $46.64 $2.33
( $46.64 )
-26.27%
Oct. 15, 2024 BO 1.5 $41.91 @$42.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 16, 2024 BO 1.4 $41.89 @$42.00
April 16, 2024 BO 1.4 $35.95 @$36.00
Jan. 12, 2024 BO 1.5 $33.15 @$33.00
Oct. 17, 2023 BO 1.5 $26.99 @$27.00
July 18, 2023 BO 1.5 $29.40 @$29.00
April 18, 2023 BO 1.6 $30.37 @$30.00
Jan. 13, 2023 BO 1.6 $34.47 @$34.50

 
 
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