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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of America Corporation (BAC) - NYSE Next Earnings Date: July 14, 2026 BO
EVR: 1.5
Avg Daily Volume: 38,262,593    Market Cap: 416.8B
Sector: Financial    Short Interest: 1.43
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 4.20%       Expires on: July 17, 2026
Implied Move Monthly: 7.24%       Expires on: Aug. 21, 2026

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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 None $0.00 @$57.50 $4.22
($58.30)
7.24% -None% -None% $0.00 $0.00
( N/A )
None%
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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