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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of America Corporation (BAC) - NYSE Next Earnings Date: Estimated on July 14, 2026
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 1.5
Avg Daily Volume: 38,422,831    Market Cap: 367.6B
Sector: Financial    Short Interest: 1.26
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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, 2026 BO 1.5 $53.35 @$52.50 $3.38
($53.35)
6.44% 3.84% I 1.81% I $54.32 $3.58
( $54.32 )
5.92%
Jan. 14, 2026 BO 1.4 $54.54 @$55.00 $3.31
($54.54)
6.02% -5.28% I -3.77% I $52.48 $3.54
( $52.48 )
6.95%
Oct. 15, 2025 BO 1.4 $50.09 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 16, 2025 BO 1.5 $46.15 @$46.00
April 15, 2025 BO 1.4 $36.67 @$37.00
Jan. 16, 2025 BO 1.5 $47.10 @$47.00
Oct. 15, 2024 BO 1.5 $41.91 @$42.00
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

 
 
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