BAC Option Chain
End of day data from March 1, 2021 for BAC options expiring on March 5, 2021.
| Symbol | Type | Strike | Last | Bid / Size | Ask / Size | Volume | OI | IV | Delta | Theta | Gamma | Vega | Rho |
| BAC5Mar21C36.00 | CALL | 36.00 | $0.31 | $0.29 / 40 | $0.32 / 220 | 12,925 | 3,837 | 23.416243% | 0.445922 | -0.048031 | 0.319407 | 0.016568 | 0.002133 |
| BAC5Mar21C36.50 | CALL | 36.50 | $0.18 | $0.16 / 258 | $0.18 / 355 | 6,578 | 8,605 | 25.449747% | 0.296243 | -0.042192 | 0.279375 | 0.014491 | 0.001422 |
| BAC5Mar21C35.50 | CALL | 35.50 | $0.55 | $0.53 / 40 | $0.57 / 83 | 6,287 | 3,194 | 22.497227% | 0.605971 | -0.046416 | 0.310882 | 0.016125 | 0.002883 |
| BAC5Mar21P36.00 | PUT | 36.00 | $0.65 | $0.63 / 151 | $0.69 / 40 | 4,626 | 1,811 | 33.408829% | -0.553803 | -0.049962 | 0.319407 | 0.016568 | -0.002799 |
| BAC5Mar21P34.50 | PUT | 34.50 | $0.10 | $0.08 / 282 | $0.11 / 134 | 4,099 | 3,319 | 30.391291% | -0.136389 | -0.027313 | 0.176707 | 0.009166 | -0.000681 |
| BAC5Mar21P33.50 | PUT | 33.50 | $0.04 | $0.03 / 116 | $0.04 / 84 | 4,053 | 2,987 | 35.932605% | -0.025695 | -0.007448 | 0.048333 | 0.002507 | -0.000128 |
| BAC5Mar21C35.00 | CALL | 35.00 | $0.95 | $0.86 / 44 | $0.95 / 45 | 3,835 | 5,217 | 22.110812% | 0.751521 | -0.037708 | 0.255829 | 0.013270 | 0.003551 |
| BAC5Mar21C37.00 | CALL | 37.00 | $0.10 | $0.09 / 1 | $0.10 / 51 | 3,099 | 5,268 | 27.521294% | 0.176420 | -0.031712 | 0.209397 | 0.010861 | 0.000850 |
| BAC5Mar21P34.00 | PUT | 34.00 | $0.05 | $0.05 / 1 | $0.06 / 231 | 2,571 | 6,654 | 32.857981% | -0.064341 | -0.015687 | 0.101669 | 0.005274 | -0.000321 |
| BAC5Mar21P35.50 | PUT | 35.50 | $0.38 | $0.37 / 2 | $0.38 / 10 | 2,471 | 1,474 | 30.958167% | -0.393754 | -0.048348 | 0.310882 | 0.016125 | -0.001980 |
| BAC5Mar21P30.50 | PUT | 30.50 | $0.01 | $0.01 / 198 | $0.02 / 22 | 1,890 | 168 | 64.500713% | -0.000002 | -0.000001 | 0.000006 | 0.000000 | 0.000000 |
| BAC5Mar21P30.00 | PUT | 30.00 | $0.01 | $0.01 / 8 | $0.01 / 1 | 1,800 | 1,149 | 66.454211% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21P35.00 | PUT | 35.00 | $0.18 | $0.18 / 286 | $0.20 / 65 | 1,773 | 4,078 | 29.809028% | -0.248204 | -0.039640 | 0.255829 | 0.013270 | -0.001243 |
| BAC5Mar21C38.00 | CALL | 38.00 | $0.04 | $0.03 / 9 | $0.04 / 388 | 1,734 | 2,140 | 32.344144% | 0.044459 | -0.011527 | 0.075866 | 0.003935 | 0.000215 |
| BAC5Mar21C39.00 | CALL | 39.00 | $0.02 | $0.01 / 48 | $0.03 / 269 | 1,234 | 5,006 | 38.863568% | 0.007081 | -0.002422 | 0.015910 | 0.000825 | 0.000034 |
| BAC5Mar21P37.00 | PUT | 37.00 | $1.47 | $1.42 / 41 | $1.53 / 40 | 1,056 | 580 | 43.032257% | -0.823306 | -0.033643 | 0.209397 | 0.010861 | -0.004219 |
| BAC5Mar21C37.50 | CALL | 37.50 | $0.06 | $0.04 / 96 | $0.06 / 151 | 943 | 2,284 | 29.006839% | 0.093805 | -0.020534 | 0.135331 | 0.007020 | 0.000453 |
| BAC5Mar21C34.00 | CALL | 34.00 | $1.83 | $1.79 / 40 | $1.89 / 40 | 766 | 1,918 | 28.419868% | 0.935384 | -0.013754 | 0.101669 | 0.005274 | 0.004337 |
| BAC5Mar21P33.00 | PUT | 33.00 | $0.03 | $0.02 / 40 | $0.05 / 44 | 626 | 2,184 | 42.288397% | -0.008573 | -0.002898 | 0.018825 | 0.000976 | -0.000043 |
| BAC5Mar21C38.50 | CALL | 38.50 | $0.03 | $0.02 / 40 | $0.03 / 40 | 608 | 818 | 35.399020% | 0.018782 | -0.005643 | 0.037099 | 0.001924 | 0.000091 |
| BAC5Mar21P32.00 | PUT | 32.00 | $0.02 | $0.02 / 21 | $0.03 / 52 | 578 | 3,482 | 51.646611% | -0.000529 | -0.000233 | 0.001514 | 0.000079 | -0.000003 |
| BAC5Mar21C34.50 | CALL | 34.50 | $1.44 | $1.31 / 30 | $1.42 / 42 | 509 | 3,382 | 25.697133% | 0.863336 | -0.025380 | 0.176707 | 0.009166 | 0.004045 |
| BAC5Mar21P36.50 | PUT | 36.50 | $1.04 | $1.00 / 284 | $1.06 / 15 | 470 | 899 | 37.063581% | -0.703482 | -0.044123 | 0.279375 | 0.014491 | -0.003578 |
| BAC5Mar21P37.50 | PUT | 37.50 | $1.80 | $1.87 / 44 | $1.95 / 22 | 398 | 64 | 46.494659% | -0.905921 | -0.022464 | 0.135331 | 0.007020 | -0.004684 |
| BAC5Mar21C40.00 | CALL | 40.00 | $0.01 | $0.01 / 47 | $0.02 / 59 | 312 | 2,722 | 46.042103% | 0.000721 | -0.000307 | 0.002014 | 0.000104 | 0.000004 |
| BAC5Mar21C33.00 | CALL | 33.00 | $2.89 | $2.78 / 40 | $2.86 / 41 | 219 | 795 | 33.808486% | 0.991153 | -0.000964 | 0.018825 | 0.000976 | 0.004478 |
| BAC5Mar21C33.50 | CALL | 33.50 | $2.34 | $2.28 / 40 | $2.37 / 48 | 186 | 890 | 30.441333% | 0.974031 | -0.005514 | 0.048333 | 0.002507 | 0.004461 |
| BAC5Mar21P32.50 | PUT | 32.50 | $0.03 | $0.02 / 22 | $0.03 / 17 | 182 | 2,059 | 45.641627% | -0.002360 | -0.000916 | 0.005953 | 0.000309 | -0.000012 |
| BAC5Mar21P29.00 | PUT | 29.00 | $0.01 | $0.01 / 1 | $0.01 / 3 | 154 | 400 | 77.578571% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21P31.50 | PUT | 31.50 | $0.02 | $0.01 / 40 | $0.02 / 1 | 109 | 1,195 | 53.144829% | -0.000096 | -0.000047 | 0.000307 | 0.000016 | 0.000000 |
| BAC5Mar21P38.00 | PUT | 38.00 | $2.35 | $2.34 / 124 | $2.46 / 40 | 76 | 122 | 53.324124% | -0.955266 | -0.013457 | 0.075866 | 0.003935 | -0.004990 |
| BAC5Mar21P31.00 | PUT | 31.00 | $0.01 | $0.01 / 40 | $0.02 / 1 | 69 | 2,474 | 58.806104% | -0.000014 | -0.000008 | 0.000049 | 0.000003 | 0.000000 |
| BAC5Mar21P38.50 | PUT | 38.50 | $2.80 | $2.84 / 44 | $2.94 / 44 | 55 | 23 | 59.590674% | -0.980943 | -0.007572 | 0.037099 | 0.001924 | -0.005183 |
| BAC5Mar21P40.00 | PUT | 40.00 | $4.30 | $4.30 / 271 | $4.45 / 40 | 36 | 90 | 77.567557% | -0.999005 | -0.002235 | 0.002014 | 0.000104 | -0.005476 |
| BAC5Mar21C31.00 | CALL | 31.00 | $4.98 | $4.75 / 122 | $4.90 / 233 | 31 | 693 | 58.622379% | 0.999712 | 0.001929 | 0.000049 | 0.000003 | 0.004246 |
| BAC5Mar21C32.50 | CALL | 32.50 | $3.38 | $3.25 / 150 | $3.40 / 258 | 30 | 521 | 41.725161% | 0.997366 | 0.001019 | 0.005953 | 0.000309 | 0.004440 |
| BAC5Mar21C29.50 | CALL | 29.50 | $6.00 | $6.25 / 106 | $6.40 / 309 | 30 | 85 | 75.795942% | 0.999726 | 0.001938 | 0.000001 | 0.000000 | 0.004041 |
| BAC5Mar21C32.00 | CALL | 32.00 | $3.85 | $3.75 / 200 | $3.90 / 226 | 27 | 1,236 | 47.344589% | 0.999196 | 0.001703 | 0.001514 | 0.000079 | 0.004381 |
| BAC5Mar21P39.00 | PUT | 39.00 | $3.30 | $3.30 / 314 | $3.45 / 498 | 25 | 54 | 64.840993% | -0.992645 | -0.004350 | 0.015910 | 0.000825 | -0.005308 |
| BAC5Mar21C30.00 | CALL | 30.00 | $5.95 | $5.75 / 147 | $5.90 / 261 | 17 | 4,104 | 70.028408% | 0.999725 | 0.001937 | 0.000001 | 0.000000 | 0.004110 |
| BAC5Mar21C30.50 | CALL | 30.50 | $5.45 | $5.25 / 40 | $5.40 / 220 | 15 | 145 | 64.304696% | 0.999724 | 0.001936 | 0.000006 | 0.000000 | 0.004178 |
| BAC5Mar21C41.00 | CALL | 41.00 | $0.01 | | $0.01 / 39 | 7 | 133 | 51.561406% | 0.000048 | -0.000024 | 0.000160 | 0.000008 | 0.000000 |
| BAC5Mar21P43.00 | PUT | 43.00 | $7.30 | $7.25 / 291 | $7.45 / 177 | 5 | 0 | 107.514315% | -0.999725 | -0.001925 | 0.000001 | 0.000000 | -0.005890 |
| BAC5Mar21C31.50 | CALL | 31.50 | $4.30 | $4.25 / 151 | $4.40 / 221 | 3 | 237 | 52.972906% | 0.999630 | 0.001889 | 0.000307 | 0.000016 | 0.004315 |
| BAC5Mar21P27.50 | PUT | 27.50 | $0.01 | | $0.03 / 54 | 3 | 1,349 | 110.086942% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21P42.00 | PUT | 42.00 | $6.40 | $6.30 / 40 | $6.45 / 120 | 2 | 2 | 100.668136% | -0.999723 | -0.001927 | 0.000008 | 0.000000 | -0.005753 |
| BAC5Mar21C23.00 | CALL | 23.00 | $12.83 | $12.70 / 120 | $13.05 / 120 | 2 | 0 | 194.907654% | 0.999726 | 0.001944 | 0.000001 | 0.000000 | 0.003151 |
| BAC5Mar21C43.00 | CALL | 43.00 | $0.02 | $0.01 / 10 | $0.01 / 1 | 0 | 2 | 66.822548% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C42.00 | CALL | 42.00 | $0.02 | | $0.01 / 1 | 0 | 370 | 59.351215% | 0.000002 | -0.000001 | 0.000008 | 0.000000 | 0.000000 |
| BAC5Mar21P41.00 | PUT | 41.00 | $6.01 | $5.10 / 260 | $5.45 / 162 | 0 | 10 | 74.233177% | -0.999678 | -0.001951 | 0.000160 | 0.000008 | -0.005616 |
| BAC5Mar21P29.50 | PUT | 29.50 | $0.03 | | $0.01 / 16 | 0 | 948 | 71.988962% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C29.00 | CALL | 29.00 | $6.10 | $6.75 / 40 | $6.90 / 120 | 0 | 24 | 81.624516% | 0.999726 | 0.001938 | 0.000001 | 0.000000 | 0.003973 |
| BAC5Mar21C28.50 | CALL | 28.50 | $7.00 | $7.25 / 120 | $7.65 / 120 | 0 | 6 | 129.532934% | 0.999726 | 0.001939 | 0.000001 | 0.000000 | 0.003904 |
| BAC5Mar21P28.50 | PUT | 28.50 | $0.03 | | $0.03 / 49 | 0 | 436 | 97.076962% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C28.00 | CALL | 28.00 | $6.57 | $7.45 / 120 | $7.90 / 120 | 0 | 51 | 107.999973% | 0.999726 | 0.001939 | 0.000001 | 0.000000 | 0.003836 |
| BAC5Mar21P28.00 | PUT | 28.00 | $0.02 | | $0.01 / 20 | 0 | 4,518 | 88.946878% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C27.50 | CALL | 27.50 | $5.00 | $7.90 / 120 | $8.50 / 120 | 0 | 2 | 114.778244% | 0.999726 | 0.001940 | 0.000001 | 0.000000 | 0.003767 |
| BAC5Mar21C27.00 | CALL | 27.00 | $10.43 | $8.70 / 120 | $9.10 / 120 | 0 | 2 | 140.588976% | 0.999726 | 0.001940 | 0.000001 | 0.000000 | 0.003699 |
| BAC5Mar21P27.00 | PUT | 27.00 | $0.02 | | $0.01 / 20 | 0 | 91 | 100.608742% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C26.50 | CALL | 26.50 | $5.82 | $9.20 / 120 | $9.40 / 120 | 0 | 3 | 111.586275% | 0.999726 | 0.001941 | 0.000001 | 0.000000 | 0.003630 |
| BAC5Mar21P26.50 | PUT | 26.50 | $0.05 | | $0.03 / 44 | 0 | 27 | 123.428523% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C26.00 | CALL | 26.00 | $4.15 | $9.55 / 120 | $10.30 / 120 | 0 | 5 | 163.803313% | 0.999726 | 0.001941 | 0.000001 | 0.000000 | 0.003562 |
| BAC5Mar21P26.00 | PUT | 26.00 | $0.01 | | $0.03 / 76 | 0 | 618 | 130.239347% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C25.50 | CALL | 25.50 | $4.95 | $10.00 / 120 | $10.55 / 120 | 0 | 1 | 174.576704% | 0.999726 | 0.001942 | 0.000001 | 0.000000 | 0.003493 |
| BAC5Mar21P25.50 | PUT | 25.50 | $0.12 | | $0.01 / 2 | 0 | 12 | 118.741381% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C25.00 | CALL | 25.00 | $10.26 | $10.65 / 120 | $11.05 / 120 | 0 | 13 | 150.310717% | 0.999726 | 0.001942 | 0.000001 | 0.000000 | 0.003425 |
| BAC5Mar21P25.00 | PUT | 25.00 | $0.01 | | $0.03 / 66 | 0 | 533 | 144.176208% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C24.00 | CALL | 24.00 | $8.99 | $11.70 / 120 | $12.25 / 120 | 0 | 1 | 212.439956% | 0.999726 | 0.001943 | 0.000001 | 0.000000 | 0.003288 |
| BAC5Mar21P24.00 | PUT | 24.00 | | | $0.03 / 44 | 0 | 0 | 158.581494% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21C23.50 | CALL | 23.50 | | $12.00 / 120 | $12.70 / 120 | 0 | 0 | 172.856126% | 0.999726 | 0.001943 | 0.000001 | 0.000000 | 0.003219 |
| BAC5Mar21P23.50 | PUT | 23.50 | $0.03 | | $0.01 / 2 | 0 | 5 | 144.351155% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| BAC5Mar21P23.00 | PUT | 23.00 | $0.01 | | $0.01 / 7 | 0 | 18 | 151.048952% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |