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BAC - Bank Of America
Implied Volatility Analysis

Implied Volatility:
28.5%
Put/Call-Ratio:
0.89

Bank Of America has an Implied Volatility (IV) of 28.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BAC is 10 and the Implied Volatility Percentile (IVP) is 13. The current Implied Volatility Index for BAC is -1.15 standard deviations away from its 1 year mean.

Market Cap$302.45B
Dividend Yield2.23% ($0.84)
Next Earnings Date1/13/2023 (45d)
Next Dividend Date12/1/2022 (2d) !
Implied Volatility (IV) 30d
28.47
Implied Volatility Rank (IVR) 1y
9.78
Implied Volatility Percentile (IVP) 1y
13.10
Historical Volatility (HV) 30d
22.01
IV / HV
1.29
Open Interest
4.10M
Option Volume
137.24K
Put/Call Ratio (Volume)
0.89

Data was calculated after the 11/28/2022 closing.

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