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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of America Corporation (BAC) - NYSE Next Earnings Date: Estimated on Oct. 14, 2026
OS Projected Window: Oct. 12, 2026 to Oct. 17, 2026
EVR: 1.4
Avg Daily Volume: 34,488,352    Market Cap: 431.4B
Sector: Financial Services    Short Interest: 1.44
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
July 14, 2026 BO 1.5 $59.50 @$60.00 $3.90
($59.50)
6.5% 2.87% I 1.88% I $60.62 $3.73
( $60.62 )
-4.36%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 15, 2025 BO 1.4 $50.09 @$50.00
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

 
 
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