Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of America Corporation (BAC) - NYSE Next Earnings Date: OS Estimate: April 15, 2026 BO
OS Projected Window: April 13, 2026 to April 18, 2026
EVR: 1.5
Avg Daily Volume: 36,673,635    Market Cap: 384.2B
Sector: Financial    Short Interest: 1.51
Live Interactive Chart
Days to Next Earnings: 64 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 17, 2023 BO 1.5 $26.99 @$27.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US