BAC as of Nov 5 · 04:46 ET

BACNYSENational Commercial Banks

Bank of America Corp · Brief

Next report

69 days

Jan 13 · before openest.Q4 FY26

Earnings

Expected move

Inputs

±7.9%implied · straddle

47.5555.71

spot 51.63exp Jan 15ATM strike 52.5ATM straddle 4.80IV 26%

Nov 4 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 5≥ implied

avg implied: ±3.1%
avg realized: ±3.3%

Jan 16 '25—▼−0.98%—

Apr 15 '25—▲+3.60%—

Jul 16 '25—▼−0.26%—

Q3 FY25±4.3%▲+4.37%×1.01

Jan 14 '26±2.7%▼−3.78%×1.38

Q1 FY26±2.7%▲+1.82%×0.68

Q2 FY26±3.0%▲+1.88%×0.64

Q3 FY26±2.9%▼−4.76%×1.65

quarterimplied−5%0+5%realized×

Q3 FY26±2.9%▼−4.76%×1.65

Q2 FY26±3.0%▲+1.88%×0.64

Q1 FY26±2.7%▲+1.82%×0.68

Jan '26±2.7%▼−3.78%×1.38

Q3 FY25±4.3%▲+4.37%×1.01

Jul '25—▼−0.26%—

2 older reports

Apr '25—▲+3.60%—

Jan '25—▼−0.98%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Jan 13 report · est.

Bull2 of 4

12customers disclosing the company as a supplierSEC filings

12tracked funds holding the companyN-PORT · Aug 31 '26

Bear2

13 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

2 of 5recent reports with realized move under options implied rangeEarnings history

AI captions · Oct 19 '26once per report · top 2 per case

Linked exposure

BAC report session

Suppliers 1

ALGTAllegiant Travel×1.08

Customers 2

UMBFUMB Financial×0.78 HTBHomeTrust Bancshares×0.56

× = co-movement · max 499dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 13unusualUnusual volume: ×2.02 RVOL at 10:31 ET.Source

Oct 8unusualUnusual volume: ×2.11 RVOL at 10:31 ET.Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.