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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. 12, 2027 BO
OS Projected Window: Jan. 11, 2027 to Jan. 16, 2027
EVR: 1.4
Avg Daily Volume: 40,135,750    Market Cap: 379.8B
Sector: Financial Services    Short Interest: 1.22
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 14, 2026 BO None $53.96 @$55.00 $3.64
($53.96)
6.62% -8.71% O -4.76% I $51.39 $4.27
( $51.39 )
17.31%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 14, 2026 BO 1.4 $54.54 @$55.00
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

 
 
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