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BAC - Bank Of America
Implied Volatility Analysis

Implied Volatility:
39.6%
Put/Call-Ratio:
0.43

Bank Of America has an Implied Volatility (IV) of 39.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BAC is 63 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for BAC is 1.52 standard deviations away from its 1 year mean.

Market Cap$258.46B
Dividend Yield2.60% ($0.83)
Next Earnings Date7/18/2022 (21d)
Implied Volatility (IV) 30d
39.65
Implied Volatility Rank (IVR) 1y
62.60
Implied Volatility Percentile (IVP) 1y
90.12
Historical Volatility (HV) 30d
29.78
IV / HV
1.33
Open Interest
3.54M
Option Volume
337.31K
Put/Call Ratio (Volume)
0.43

Data was calculated after the 6/24/2022 closing.

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