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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of America Corporation (BAC) - NYSE Next Earnings Date: April 15, 2026 BO
EVR: 1.5
Avg Daily Volume: 45,333,457    Market Cap: 335.6B
Sector: Financial    Short Interest: 1.5
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Weekly: 7.30%       Expires on: April 17, 2026
Implied Move Monthly: 9.95%       Expires on: May 15, 2026

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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 None $0.00 @$50.00 $4.80
($48.24)
9.95% -None% -None% $0.00 $0.00
( N/A )
None%
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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