BAC Implied Volatility
BAC $50.54 · Updated Oct 26, 4:00 PM ET
BAC at-the-money implied volatility is 28.3% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 24.1%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 51 | 28.3% |
| Nov 6, 2026 | 11 | 51 | 26.1% |
| Nov 13, 2026 | 18 | 51 | 25.1% |
| Nov 20, 2026 | 25 | 51 | 24.5% |
| Nov 27, 2026 | 32 | 51 | 24.1% |
| Dec 4, 2026 | 39 | 51 | 24.0% |
| Dec 18, 2026 | 53 | 50 | 25.3% |
| Jan 15, 2027 | 81 | 50 | 26.4% |
| Feb 19, 2027 | 116 | 50 | 26.1% |
| Mar 19, 2027 | 144 | 50 | 26.3% |
| Apr 16, 2027 | 172 | 50 | 26.8% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 46.5 | 69.3% | 33.9% |
| 47 | 58.1% | 35.0% |
| 47.5 | 42.6% | 33.5% |
| 48 | 42.4% | 32.5% |
| 48.5 | 27.8% | 30.5% |
| 49 | 33.4% | 29.8% |
| 49.5 | 26.1% | 29.1% |
| 50 | 27.5% | 28.6% |
| 51 | 28.1% | 28.4% |
| 52 | 27.5% | 31.3% |
| 53 | 28.6% | 0.0% |
| 54 | 31.3% | 0.0% |
| 55 | 33.3% | 0.0% |
| 56 | 39.5% | 0.0% |
| 57 | 45.5% | 0.0% |
| 58 | 51.3% | 90.3% |
| 59 | 61.6% | 0.0% |
How this is calculated: Implied Volatility methodology