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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of America Corporation (BAC) - NYSE Next Earnings Date: OS Estimate: Jan. 13, 2026 BO
OS Projected Window: Jan. 12, 2026 to Jan. 17, 2026
EVR: 1.4
Avg Daily Volume: 34,757,299    Market Cap: 389.4B
Sector: Financial    Short Interest: 1.53
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Oct. 15, 2025 BO 1.4 $50.09 @$50.00 $3.96
($50.09)
7.92% 5.51% I 4.37% I $52.28 $4.30
( $52.28 )
8.59%
July 16, 2025 BO 1.5 $46.15 @$46.00 $2.85
($46.15)
6.2% -2.47% I -0.26% I $46.03 $2.28
( $46.03 )
-20.0%
April 15, 2025 BO 1.4 $36.67 @$37.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 17, 2023 BO 1.5 $26.99 @$27.00
July 18, 2023 BO 1.5 $29.40 @$29.00

 
 
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