Name: BAC Option Chain
Keywords: BAC, Option, Chain, Historical

BAC Option Chain

End of day data from July 10, 2020 for BAC options expiring on July 10, 2020.

Expiration

Data From

NYSE
BAC
Option Chain

Symbol	Type	Strike	Last	Bid / Size	Ask / Size	Volume	OI	IV	Delta	Theta	Gamma	Vega	Rho
BAC10Jul20C24.00	CALL	24.00	$0.02	$0.02 / 2	$0.05 / 15	33,935	16,007	6.676659%	0.507996	-0.154787	0.510510	0.005011	0.000326
BAC10Jul20C23.50	CALL	23.50	$0.53	$0.50 / 85	$0.59 / 20	31,118	12,159	40.484256%	0.747570	-0.123264	0.408760	0.004012	0.000475
BAC10Jul20C23.00	CALL	23.00	$0.94	$0.94 / 602	$1.08 / 5	18,330	10,803	44.255022%	0.907815	-0.062735	0.211447	0.002076	0.000569
BAC10Jul20P23.00	PUT	23.00	$0.01	$0.01 / 3	$0.01 / 1,547	8,569	11,006	47.274816%	-0.092100	-0.064707	0.211447	0.002076	-0.000062
BAC10Jul20P24.00	PUT	24.00	$0.01	$0.01 / 1	$0.01 / 22	5,428	6,081	2.284890%	-0.491919	-0.156756	0.510510	0.005011	-0.000332
BAC10Jul20P22.50	PUT	22.50	$0.01	$0.01 / 7	$0.01 / 1,043	4,982	28,207	66.534435%	-0.022574	-0.020996	0.068658	0.000674	-0.000015
BAC10Jul20P23.50	PUT	23.50	$0.01	$0.01 / 213	$0.01 / 2,074	3,554	5,192	27.083997%	-0.252344	-0.125234	0.408760	0.004012	-0.000169
BAC10Jul20C22.50	CALL	22.50	$1.51	$1.27 / 14	$1.58 / 3	3,128	5,139	68.804055%	0.977340	-0.019022	0.068658	0.000674	0.000601
BAC10Jul20C25.00	CALL	25.00	$0.01		$0.01 / 1,589	3,118	16,420	45.122805%	0.108557	-0.072541	0.238413	0.002340	0.000070
BAC10Jul20P24.50	PUT	24.50	$0.49	$0.40 / 5	$0.69 / 22	2,461	2,718	41.255767%	-0.730138	-0.130532	0.423043	0.004153	-0.000497
BAC10Jul20C24.50	CALL	24.50	$0.01		$0.01 / 304	1,258	14,625	26.277720%	0.269777	-0.128565	0.423043	0.004153	0.000174
BAC10Jul20P22.00	PUT	22.00	$0.01	$0.01 / 13	$0.01 / 1,026	882	11,400	85.433196%	-0.003532	-0.004146	0.013564	0.000133	-0.000002
BAC10Jul20C22.00	CALL	22.00	$1.98	$1.98 / 90	$2.16 / 5	652	1,198	126.526229%	0.996382	-0.002171	0.013564	0.000133	0.000600
BAC10Jul20P25.00	PUT	25.00	$0.97	$0.59 / 51	$1.10 / 3	321	1,312	42.222595%	-0.891358	-0.074506	0.238413	0.002340	-0.000615
BAC10Jul20C28.50	CALL	28.50	$0.01		$0.01 / 12	195	1,120	149.186111%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C26.00	CALL	26.00	$0.01		$0.01 / 2,500	192	5,914	78.392782%	0.007357	-0.007938	0.026061	0.000256	0.000005
BAC10Jul20P26.00	PUT	26.00	$2.02	$1.78 / 20	$2.15 / 17	189	8,873	65.085845%	-0.992558	-0.009901	0.026061	0.000256	-0.000708
BAC10Jul20C21.50	CALL	21.50	$2.15	$2.27 / 56	$2.62 / 23	124	135	105.545514%	0.999578	0.001496	0.001576	0.000015	0.000589
BAC10Jul20C25.50	CALL	25.50	$0.01		$0.01 / 1,750	115	6,114	62.290821%	0.032686	-0.028467	0.093495	0.000918	0.000021
BAC10Jul20C20.00	CALL	20.00	$3.89	$3.85 / 19	$4.30 / 13	65	264	228.236775%	0.999915	0.001982	0.000001	0.000000	0.000548
BAC10Jul20C21.00	CALL	21.00	$2.89	$2.75 / 68	$3.30 / 14	36	198	139.867875%	0.999896	0.001947	0.000104	0.000001	0.000575
BAC10Jul20P28.00	PUT	28.00	$4.09	$3.65 / 30	$4.25 / 13	32	36	131.049006%	-0.999913	-0.001958	0.000008	0.000000	-0.000767
BAC10Jul20P21.00	PUT	21.00	$0.01		$0.01 / 300	30	2,436	123.032078%	-0.000019	-0.000032	0.000104	0.000001	0.000000
BAC10Jul20P20.00	PUT	20.00	$0.01		$0.01 / 750	26	1,363	161.100091%	-0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C28.00	CALL	28.00	$0.01		$0.01 / 410	21	2,180	136.020512%	0.000001	-0.000002	0.000008	0.000000	0.000000
BAC10Jul20C29.00	CALL	29.00	$0.01		$0.01 / 40	20	1,257	161.959517%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P21.50	PUT	21.50	$0.01		$0.01 / 299	18	3,173	104.219497%	-0.000337	-0.000482	0.001576	0.000015	0.000000
BAC10Jul20P26.50	PUT	26.50	$3.35	$2.10 / 71	$2.60 / 9	12	84	80.073978%	-0.998670	-0.003565	0.005267	0.000052	-0.000725
BAC10Jul20C18.00	CALL	18.00	$5.30	$4.45 / 40	$7.60 / 40	10	14	268.939471%	0.999915	0.001989	0.000001	0.000000	0.000493
BAC10Jul20P27.00	PUT	27.00	$3.04	$2.68 / 55	$3.25 / 18	9	56	139.787317%	-0.999755	-0.002198	0.000786	0.000008	-0.000740
BAC10Jul20C30.00	CALL	30.00	$0.01		$0.01 / 312	4	3,454	186.441397%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P25.50	PUT	25.50	$1.58	$1.08 / 68	$1.62 / 20	4	669	69.141979%	-0.967229	-0.030430	0.093495	0.000918	-0.000677
BAC10Jul20C29.50	CALL	29.50	$0.01		$0.01 / 7	2	544	174.365965%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C27.50	CALL	27.50	$0.03		$0.01 / 104	2	785	122.419738%	0.000016	-0.000027	0.000088	0.000001	0.000000
BAC10Jul20C27.00	CALL	27.00	$0.01		$0.01 / 76	2	2,700	108.333292%	0.000160	-0.000240	0.000786	0.000008	0.000000
BAC10Jul20C20.50	CALL	20.50	$3.40	$3.35 / 14	$3.85 / 30	2	10	218.363189%	0.999914	0.001979	0.000004	0.000000	0.000562
BAC10Jul20P27.50	PUT	27.50	$3.83	$2.76 / 40	$3.70 / 21	1	38	136.175737%	-0.999899	-0.001984	0.000088	0.000001	-0.000753
BAC10Jul20C26.50	CALL	26.50	$0.01		$0.01 / 368	1	1,374	93.687541%	0.001245	-0.001605	0.005267	0.000052	0.000001
BAC10Jul20P18.00	PUT	18.00	$0.01		$0.01 / 16	1	229	240.638303%	-0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C35.00	CALL	35.00	$0.01		$0.01 / 26	0	476	292.745715%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P35.00	PUT	35.00	$11.90	$10.60 / 19	$11.25 / 15	0	0	349.295455%	-0.999915	-0.001932	0.000001	0.000000	-0.000959
BAC10Jul20P34.00	PUT	34.00		$9.60 / 5	$10.30 / 4	0	0	319.482119%	-0.999915	-0.001935	0.000001	0.000000	-0.000932
BAC10Jul20C34.00	CALL	34.00	$0.01		$0.01 / 2	0	43	273.267323%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C33.00	CALL	33.00	$0.01		$0.01 / 39	0	1,058	252.984183%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P33.00	PUT	33.00		$8.55 / 16	$9.35 / 12	0	0	296.637363%	-0.999915	-0.001939	0.000001	0.000000	-0.000904
BAC10Jul20C32.50	CALL	32.50	$0.01		$0.01 / 5	0	252	242.516331%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P32.50	PUT	32.50		$7.95 / 4	$8.90 / 3	0	0	284.828619%	-0.999915	-0.001940	0.000001	0.000000	-0.000890
BAC10Jul20C32.00	CALL	32.00	$0.01		$0.01 / 20	0	284	231.819538%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P32.00	PUT	32.00	$8.73	$7.45 / 21	$8.35 / 15	0	0	304.839506%	-0.999915	-0.001942	0.000001	0.000000	-0.000877
BAC10Jul20C31.50	CALL	31.50	$0.01		$0.01 / 30	0	767	220.877832%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P31.50	PUT	31.50	$6.20	$7.05 / 4	$7.75 / 10	0	0	267.056183%	-0.999915	-0.001944	0.000001	0.000000	-0.000863
BAC10Jul20C31.00	CALL	31.00	$0.01		$0.01 / 31	0	359	209.678219%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P31.00	PUT	31.00	$6.93	$6.60 / 18	$7.30 / 5	0	0	203.213679%	-0.999915	-0.001945	0.000001	0.000000	-0.000849
BAC10Jul20C30.50	CALL	30.50	$0.01		$0.01 / 1	0	571	198.205356%	0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P30.50	PUT	30.50	$6.76	$6.10 / 20	$6.80 / 11	0	0	234.659272%	-0.999915	-0.001947	0.000001	0.000000	-0.000836
BAC10Jul20P30.00	PUT	30.00	$6.70	$5.55 / 18	$6.30 / 13	0	1	227.353576%	-0.999915	-0.001949	0.000001	0.000000	-0.000822
BAC10Jul20P29.50	PUT	29.50	$5.90	$3.95 / 40	$7.20 / 40	0	0	245.225645%	-0.999915	-0.001950	0.000001	0.000000	-0.000808
BAC10Jul20P29.00	PUT	29.00	$5.75	$4.65 / 21	$5.20 / 12	0	0	156.445379%	-0.999915	-0.001952	0.000001	0.000000	-0.000795
BAC10Jul20P28.50	PUT	28.50	$5.48	$3.25 / 46	$4.80 / 6	0	24	222.742881%	-0.999915	-0.001954	0.000001	0.000000	-0.000781
BAC10Jul20P20.50	PUT	20.50	$0.01		$0.01 / 550	0	4,535	141.968865%	-0.000001	-0.000001	0.000004	0.000000	0.000000
BAC10Jul20C19.50	CALL	19.50	$6.50	$2.93 / 40	$4.65 / 18	0	0	191.007929%	0.999915	0.001984	0.000001	0.000000	0.000534
BAC10Jul20P19.50	PUT	19.50	$0.01		$0.01 / 22	0	187	180.485682%	-0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20P19.00	PUT	19.00	$0.04		$0.13 / 120	0	902	318.721276%	-0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C19.00	CALL	19.00	$3.60	$4.70 / 17	$5.30 / 14	0	4	190.716614%	0.999915	0.001986	0.000001	0.000000	0.000521
BAC10Jul20C18.50	CALL	18.50	$5.30	$3.50 / 40	$7.30 / 40	0	1	282.838115%	0.999915	0.001987	0.000001	0.000000	0.000507
BAC10Jul20P18.50	PUT	18.50			$0.53 / 87	0	0	525.218287%	-0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C17.50	CALL	17.50	$5.16	$6.20 / 19	$6.90 / 30	0	4	330.249177%	0.999915	0.001991	0.000001	0.000000	0.000479
BAC10Jul20P17.50	PUT	17.50			$1.17 / 86	0	0	821.219835%	-0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C17.00	CALL	17.00	$5.64	$5.85 / 40	$8.55 / 40	0	3	480.402758%	0.999915	0.001992	0.000001	0.000000	0.000466
BAC10Jul20P17.00	PUT	17.00			$0.05 / 102	0	0	359.865535%	-0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C16.50	CALL	16.50	$7.20	$7.15 / 16	$7.85 / 5	0	1	291.485576%	0.999915	0.001994	0.000001	0.000000	0.000452
BAC10Jul20P16.50	PUT	16.50			$0.52 / 110	0	0	676.818456%	-0.000001	0.000000	0.000001	0.000000	0.000000
BAC10Jul20C15.00	CALL	15.00	$8.10	$8.65 / 18	$9.35 / 5	0	12	437.581014%	0.999915	0.001999	0.000001	0.000000	0.000411
BAC10Jul20P15.00	PUT	15.00	$0.01		$0.05 / 120	0	214	470.238175%	-0.000001	0.000000	0.000001	0.000000	0.000000